Replication Data
Last updated
Last updated
Kaiko Reference Rates are available exclusively through our 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.
We support publications for up to 72 hours using this endpoint. If you require the trades for a rate published more than 72 hours ago, contact our operations team.
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.
cmrqt2dugrtbh9jbhlk0,cmt40b74tfbpmrtbk180
sort
No
If asc, sort time-series in ascending. If desc, sort time-series in descending.
asc
page_size
No
100
index_code
Ticker identifying the rate.
KK_PR_BTCUSD
index_type
Type of publication: real-time or fixings.
SIC_REAL_TIME
sequenceID
cnb0k3vvavm8ib6863qg
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"]
See
Min: 1
Max: 100
Default: 10
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 response.