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How to configure a Kaiko Reference Rates [Beta].

What is this endpoint for?

This service is for any Reference Rates from an asset class that belongs to Capital Market

Endpoint

gateway.equ.kaiko.io:443 kaiko.equities.EquitiesService/StreamIndex

Request parameters

Parameter
Description
Examples

index_codes

The list of Kaiko Reference Rate ticker. You can find a full list of our tickers herearrow-up-right.

["KK_RFR_AAPLUSD", "KK_RFR_TSLAUSD"]

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Requesting multiple tickers at the same time To configure multiple tickers in the same stream, provide the indexCode as a comma-separated list, e.g. ["KK_RFR_AAPLUSD", "KK_RFR_TSLAUSD"] . Note: if subscribing to an equity Reference Rate, users can also subscribe to the replay and corporate action reference data.

Response fields

Field
Description

indexCode

The ticker identifying the rate.

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 rate. If a rate's calculation methodology has an interval of 15 seconds, startTime and endTime will be separated by 15s.

quote

The quote asset used for the rate denomination.

bases

The list of base assets included in the rate and their weight. For reference rates, this will always be a single asset.

exchanges

The exchanges involved in the computation. This list may change every quarter during the rebalancing period and depending on the new results of the Kaiko Exchange Ranking.

percentages

The different distribution levels included in the price computation.

price

The value of the rate in the quote denomination.

pairs

The list of pairs combined with additional details included in the computation.

sessionDetector

The status of market session for US (in Eastern Time):

  • INDEX_SESSION_DETECTOR_EARLY_HOURS : 4:00AM - 9:30AM

  • INDEX_SESSION_DETECTOR_REGULAR_HOURS : 9:30AM - 4:00PM

  • INDEX_SESSION_DETECTOR_LATE_HOURS : 4:00PM - 8:00PM

  • INDEX_SESSION_DETECTOR_OVERNIGHT : 8:00PM - 4:00AM

  • INDEX_SESSION_DETECTOR_CLOSED_HOURS : For weekend and holidays, last trading day 8:00PM - the day prior to the next trading day 8:00PM

The status of market session for Hong Kong (in Hong Kong Time):

  • INDEX_SESSION_DETECTOR_REGULAR_HOURS : 9:30AM - 12:00PM, 1PM - 4PM

  • INDEX_SESSION_DETECTOR_CLOSED_HOURS : 12:00PM - 1:00 PM, 4PM - 9:30AM next day

The status of market session for Korea (in Korea Standard Time):

  • INDEX_SESSION_DETECTOR_REGULAR_HOURS : 9:00AM - 15:20PM

  • INDEX_SESSION_DETECTOR_CLOSED_HOURS : 15:20PM - 9:00AM next day

tsEvent

The exact time of price publication.

Request examples

cURL requests are intended for testing purposes only.

Response Example

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