Replication data

Identify the underlying trades used to calculate each rate publication

What is this endpoint for?

Kaiko Reference Rates are available exclusively through our Stream Service. This helps you identify the underlying trades used to calculate each publication. Simply take the sequence_id field from any published rate you receive via Stream, and query this endpoint. The endpoint then generates a URL to query our Tick-Level Trades endpoint where you'll see all the trades.

Endpoint

https://us.market-api.kaiko.io/v1/data/index_replication.v1/rates

Request parameters

Parameter
Required
Description
Example

sequence_id

Yes

List of publication ID to explore. A publication is defined by event occurring on a specific instrument at a given point in time. Publication IDs can be retrieved from your index response.

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sort

No

If asc, sort time-series in ascending. If desc, sort time-series in descending.

asc

page_size

No

See Min: 1 Max: 100 Default: 10

100

Response fields

Field
Description
Example

index_code

Ticker identifying the rate.

KK_PR_BTCUSD

index_type

Type of publication: real-time or fixings.

SIC_REAL_TIME

sequenceID

The publication ID to explore. A publication is defined by event occurring on a specific instrument at a given point in time. Publication IDs can be retrieved from publication stream response.

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underlying_data

List of links to specific pre-filtered queries on the Rest API trades endpoint for the selected SequenceID.

[ "https://us.market-api.kaiko.io/v3/data/trades.v1/exchanges/bfnx/spot/btc-usd/trades?start_time=2024-02-21T14:29:55.000Z&end_time=2024-02-21T14:34:55.000Z&index_inserted_at=2024-02-21T14:34:50.863ZZ&sort=asc", "https://us.market-api.kaiko.io/v3/data/trades.v1/exchanges/cbse/spot/btc-usd/trades?start_time=2024-02-21T14:29:55.000Z&end_time=2024-02-21T14:34:55.000Z&index_inserted_at=2024-02-21T14:34:50.863ZZ&sort=asc"]

Request example

curl --compressed \
  -H 'Accept: application/json' \
  -H 'X-Api-Key: <client-api-key>' \
  'https://us.market-api.kaiko.io/v1/data/index_replication.v1/rates?sequence_id=csibfhkth8ejovmc3fcg'

Response example

{
    "time": "2024-11-01T11:18:09.931Z",
    "timestamp": 1730459889931,
    "data": [
        {
            "index_code": "KK_BRR_BTCUSD",
            "index_type": "SIC_REAL_TIME",
            "sequence_id": "csibfhkth8ejovmc3fcg",
            "underlying_data": [
                "https://us.market-api.kaiko.io/v3/data/trades.v1/exchanges/cbse/spot/btc-usd/trades?start_time=2024-11-01T11:12:55Z&end_time=2024-11-01T11:13:10Z&index_inserted_at=2024-11-01T11:13:09.839473378Z&sort=asc",
                "https://us.market-api.kaiko.io/v3/data/trades.v1/exchanges/gmni/spot/btc-usd/trades?start_time=2024-11-01T11:12:55Z&end_time=2024-11-01T11:13:10Z&index_inserted_at=2024-11-01T11:13:09.839473378Z&sort=asc",
                "https://us.market-api.kaiko.io/v3/data/trades.v1/exchanges/krkn/spot/btc-usd/trades?start_time=2024-11-01T11:12:55Z&end_time=2024-11-01T11:13:10Z&index_inserted_at=2024-11-01T11:13:09.839473378Z&sort=asc",
                "https://us.market-api.kaiko.io/v3/data/trades.v1/exchanges/lmax/spot/btc-usd/trades?start_time=2024-11-01T11:12:55Z&end_time=2024-11-01T11:13:10Z&index_inserted_at=2024-11-01T11:13:09.839473378Z&sort=asc",
                "https://us.market-api.kaiko.io/v3/data/trades.v1/exchanges/stmp/spot/btc-usd/trades?start_time=2024-11-01T11:12:55Z&end_time=2024-11-01T11:13:10Z&index_inserted_at=2024-11-01T11:13:09.839473378Z&sort=asc"
            ]
        }
    ],
    "result": "success",
    "continuation_token": "",
    "next_url": "",
    "access": {
        "access_range": {
            "start_timestamp": 1454284800000,
            "end_timestamp": null
        },
        "data_range": {
            "start_timestamp": null,
            "end_timestamp": null
        }
    }
}

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