Replication Data

What is this endpoint for?

Kaiko Rates and Indices are available exclusively by our Stream Service.

This replication data offers the ability to accurately reconstruct and replicate the price of an asset given by our stream at any given time.

It achieves this by providing access to all the underlying trades included in the calculation window for each publication by the Streaming service.

HTTP Request

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

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.	cmrqt2dugrtbh9jbhlk0,cmt40b74tfbpmrtbk180
sort	No	If asc, sort time-series in ascending. If desc, sort time-series in descending.	asc
page_size	No	See Pagination Min: 1 Max: 100 Default: 101

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.	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"]