CME

CME Fixing Prices

What is this endpoint for?

CME Group publishes fixing prices, typically calculated based on the volume-weighted average price (VWAP) of contracts traded during a pre-defined window of time. These price references are used to determine the exercise and assignment of options positions at expiration and serve as an informational reference point for market participants. Fixing prices also can play an important role in determination of price limits during rapidly moving markets.

For the fixing prices of cryptocurrencies, Bitcoin fixing price will be based on a notionally adjusted volume-weighted average traded price of Bitcoin futures and Micro Bitcoin futures during the 30 minutes prior to 4:00 p.m. London time. For Ethereum fixing price, it will be based on Ether futures and Micro Ether futures.

Endpoint

https://us.market-api.kaiko.io/v2/data/fixing.v1/xcme

Parameters

No parameters supported

Fields

FieldDescription

trade_date

Reference date of the Fixing Prices

timestamp

Event timestamp

product_code

Product code

instrument

Instrument code

description

Description of the instrument

fixing_price

Fixing price published by CME

Request example

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
  'https://us.market-api.kaiko.io/v2/data/fixing.v1/xcme'

Response example

{
    "query": {},
    "time": "2024-05-21T07:04:25.684Z",
    "timestamp": 1716275065684,
    "data": [
        {
            "trade_date": "2024-04-30",
            "timestamp": 1714489210000,
            "product_code": "BTC",
            "instrument": "BTCK4",
            "description": "Bitcoin Futures",
            "fixing_price": 61602.66
        },
        /* ... */
    ],
    "result": "success"
}

CF Benchmark Reference Rates

What is this endpoint for?

This REST API endpoint provides several CME CF Reference Rates, including Bitcoin, Ethereum and others, which are published once a day. These benchmark index prices aggregate trade data from multiple USD markets operated by major cryptocurrency exchanges that conform to the CME CF Constituent Exchange Criteria.

Endpoint

https://us.market-api.kaiko.io/v2/data/cfbenchmark.v1/cfbenchmarks/xcme

Parameters

No parameters supported

Fields

FieldDescription

ref_date

Publication date of the reference rates

instrument

Reference rates name

price

Value of the reference rates

Request example

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
  'https://us.market-api.kaiko.io/v2/data/cfbenchmark.v1/cfbenchmarks/xcme'

Response example

{
    "query": {},
    "time": "2024-05-21T09:44:14.892Z",
    "timestamp": 1716284654892,
    "data": [
        {
            "ref_date": "2024-04-26",
            "instrument": "AAVEUSD_RR",
            "price": 90.7542
        },
        {
            "ref_date": "2024-04-26",
            "instrument": "ADAUSD_RR",
            "price": 0.470587
        },
        /* ... */
    ],
    "result": "success"
}

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