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How to configure a Kaiko multi-asset rate stream.
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How to configure a Kaiko multi-asset rate stream.
Last updated
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Monitor the overall performance of specific buckets of assets. The indices combine several data sources to summarize market performance. They can be used to aid the issuance of derivatives contracts or investment vehicles by providing pricing for settlement. You can see our full list of indices and learn more about their performance in our .
index_code
KT5
indexCode
The ticker identifying the index.
commodity
The type of publication. Either real-time or fixings
interval
The time period in which transaction data are considered for the calculation of the index. If an index's calculation methodology has an interval of 15 seconds, startTime
and endTime
will be separated by 15s
.
mainQuote
is the quote asset used for the index denomination.
compositions
The list of underlying data used to calculate the index price.
underlyingInstrument
The ticker for the Kaiko Reference Rate(s) used to calculate the multi-asset index.
base
The base asset for the used Reference Rate.
quote
The quote asset for the used Reference Rate
Exchanges
The exchanges used to calculate the Reference Rate.
insturmentInterval
The startTime
and endTime
of the calculation period for the specific Reference Rate.
tsEvent
The time the rate was published by Kaiko.
price
Information on the pricing for the index.
indexValue
The value for the index publication.
pairs
The pricing details of the underlying Kaiko Reference Rates used in the calculation.
underlyingPrice
The published price of the Reference Rate.
weightingFactor
The weighting of the Reference Rate to the index.
cappingFactor
The capping of the Reference Rate to the index.
currencyConversionFactor
The conversion factor used in the Reference Rate for the index.
tsEvent
The theoretical time of price publication
tsCompute
The exact time of price computation.
Make sure to read our Python quick-start guide before starting.
The Benchmark ticker. You can find a full list of our tickers .
For more advanced users, you can access our full SDK , where you'll find more coding languages, examples and guidance.