Subscribe - futures

What is this endpoint for?

Get a live feed / 72-hour replay for any Reference Rate when the "instrument type" is:

• Futures

Endpoint

gRPC Stream

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

gRPC Replay

Request parameters

Requesting multiple tickers at the same time To configure multiple tickers in the same call, provide the index_codes as a comma-separated list, e.g. ["KK_RFR_AAPLUSD", "KK_RFR_TSLAUSD"] .

Subscribe

Parameter	Description	Examples
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"]

Replay

Parameter	Description	Examples
index_codes	The list of Kaiko Reference Rate ticker. You can find a full list of our tickers here.	KK_RFR_AAPLUSD
start_time	Start date of exDate in ISO 8601 (exclusive).	2026-04-22T05:04:32.000Z
end_time	Start date of exDate in ISO 8601 (inclusive).	2026-04-22T05:04:33.000Z

Response fields

Field	Description
indexCode	The list of tickers identifying the rate
price	The value of the rate in the quote denomination
dtFinal	The discounted factor (only applicable for Kaiko Implied Spot Reference rate)
ttm	The time to maturity in seconds (only applicable for Kaiko Implied Spot Reference rate)
timestamp	The exact time of price publication.
startTime	The start time of the data interval
endTime	The end time of the data interval
frontFuture	The details of front future price calculation
.symbol	The symbol of the front future in the exchange
.price	The calculated price of front future
.expiry	The expiry date of front future
.weight	The weight in blended future when rollover is proceeding
.pairs	The list of pairs combined with additional details included in the computation.
.pair	The symbol code - quote asset code(if applicable)
.instruments	The different distribution levels included in the price computation.
.partition	The sequential number of the partition in calculation
.price	The price of the partition
.volume	The volume of the partition
.count	The number of transaction in the partition
.trade	The representative transaction details
.exchange	The exchange code
.id	The ID of orderbook update
.datetime	The datetime of orderbook update
.volume	The liquidity weight of the orderbook update
backFuture	The details of back future price calculation. It has identitical structure to the frontFuture
spotRate	The details of spot rate that is used to calculated implied spot price
.indexCode	The index code of underlying spot rate
.price	The price of underlying spot rate
quote	The quote asset code
exchanges	The exchanges involved in the computation.
sequenceId	A unique identifier for the publication.
sessionDetector	The status of market session. INDEX_SESSION_DETECTOR_EARLY_HOURS INDEX_SESSION_DETECTOR_REGULAR_HOURS INDEX_SESSION_DETECTOR_LATE_HOURS INDEX_SESSION_DETECTOR_OVERNIGHT INDEX_SESSION_DETECTOR_CLOSED Please refer to Market calendar and trading endpoint for daily session schedule.

Request examples

cURL Stream

cURL requests are intended for testing purposes only.

grpcurl\
      -H "Authorization:Bearer $KAIKO_API_KEY" \
      -emit-defaults \
      -d '{"index_codes":["KK_FRR_HKA50"]}' \
      'gateway.equ.kaiko.io:443' \
      kaiko.equities.EquitiesService.StreamFuturesRates

cURL Replay

Response Example

{
  "indexCode": "KK_FRR_HKA50",
  "price": 2808.067428571429,
  "blendedPrice": 2808.067428571429,
  "dtFinal": 0,
  "ttm": 0,
  "timestamp": "2026-05-20T12:41:21.203067328Z",
  "startTime": "2026-05-20T12:41:06.175348398Z",
  "endTime": "2026-05-20T12:41:21.175348398Z",
  "frontFuture": {
    "symbol": "mcam6",
    "price": 2808.067428571429,
    "expiry": "2026-06-18T00:00:00Z",
    "weight": 1,
    "pairs": [
      {
        "pair": "mcam6",
        "instruments": [
          {
            "partition": "0",
            "price": 2807.9714285714285,
            "volume": 12,
            "count": "4",
            "trade": {
              "exchange": "xhkf",
              "id": "019e4567-34bd-79e3-bc6a-0f0062ee376f",
              "datetime": "2026-05-20T12:40:51.808Z",
              "volume": 3.5
            }
          },
          {
            "partition": "1",
            "price": 2808.04,
            "volume": 7,
            "count": "3",
            "trade": {
              "exchange": "xhkf",
              "id": "019e4567-47df-7e29-b982-db5e0a9cad99",
              "datetime": "2026-05-20T12:40:56.885Z",
              "volume": 2.5
            }
          },
          {
            "partition": "2",
            "price": 2808.1000000000004,
            "volume": 4,
            "count": "2",
            "trade": {
              "exchange": "xhkf",
              "id": "019e4567-4eca-74fb-a351-7b0f8d2c416a",
              "datetime": "2026-05-20T12:40:58.467Z",
              "volume": 2
            }
          },
          {
            "partition": "4",
            "price": 2808.1000000000004,
            "volume": 8.5,
            "count": "4",
            "trade": {
              "exchange": "xhkf",
              "id": "019e4567-624d-7c7a-a8ab-160f2ebbfaaf",
              "datetime": "2026-05-20T12:41:03.467Z",
              "volume": 2
            }
          },
          {
            "partition": "3",
            "price": 2808.04,
            "volume": 13.5,
            "count": "6",
            "trade": {
              "exchange": "xhkf",
              "id": "019e4567-5dbc-7a08-9ce2-9b72c8eaa648",
              "datetime": "2026-05-20T12:41:02.484Z",
              "volume": 2.5
            }
          }
        ]
      }
    ]
  },
  "backFuture": {
    "symbol": "mcan6",
    "price": 0,
    "expiry": "2026-07-17T00:00:00Z",
    "weight": 0,
    "pairs": []
  },
  "spotRate": {
    "indexCode": "",
    "price": 0
  },
  "quote": "usd",
  "exchanges": [
    "xhkf"
  ],
  "sequenceId": "d86qnsdg40ds72t0hebg",
  "sessionDetector": "INDEX_SESSION_DETECTOR_LATE_HOURS"
}