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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/StreamIndexRequest parameters
index_codes
The list of Kaiko Reference Rate ticker. You can find a full list of our tickers here.
["KK_RFR_AAPLUSD", "KK_RFR_TSLAUSD"]
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
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 - 9:30AMINDEX_SESSION_DETECTOR_REGULAR_HOURS: 9:30AM - 4:00PMINDEX_SESSION_DETECTOR_LATE_HOURS: 4:00PM - 8:00PMINDEX_SESSION_DETECTOR_OVERNIGHT: 8:00PM - 4:00AMINDEX_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 - 4PMINDEX_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 - 15:20PMINDEX_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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