Blue-Chip Indices are our ready-to-go indices. Monitor the overall performance of specific buckets of assets. The indices combine several data sources to summarize market performance. They can be used to aid the issuance of derivatives contracts or investment vehicles by providing pricing for settlement. You can see our full list of indices here and learn more about their performance in our factsheet.
Requesting multiple tickers at the same time
To configure multiple tickers in the same stream, provide the indexCode as a comma-separated list eg KT5,KT10NYC
Alternatively, use a wildcard by entering a * and you'll receive all tickers you have as part of your Kaiko subscription.
# This is a code example. Configure your parameters in the parameter configuration section #from__future__import print_functionimport loggingimport osimport grpcfrom google.protobuf.json_format import MessageToJsonfrom google.protobuf import duration_pb2from kaikosdk import sdk_pb2_grpcfrom kaikosdk.core import instrument_criteria_pb2, assets_pb2from kaikosdk.stream.aggregates_ohlcv_v1 import request_pb2 as pb_ohlcvfrom kaikosdk.stream.aggregates_vwap_v1 import request_pb2 as pb_vwapfrom kaikosdk.stream.market_update_v1 import request_pb2 as pb_market_updatefrom kaikosdk.stream.market_update_v1 import commodity_pb2 as pb_commodityfrom kaikosdk.stream.trades_v1 import request_pb2 as pb_tradesfrom kaikosdk.stream.index_v1 import request_pb2 as pb_indexfrom kaikosdk.stream.index_multi_assets_v1 import request_pb2 as pb_index_multi_assetsfrom kaikosdk.stream.index_forex_rate_v1 import request_pb2 as pb_index_forex_ratefrom kaikosdk.stream.aggregated_quote_v2 import request_pb2 as pb_aggregated_quotefrom kaikosdk.stream.aggregates_spot_exchange_rate_v2 import request_pb2 as pb_spot_exchange_ratefrom kaikosdk.stream.aggregates_direct_exchange_rate_v2 import request_pb2 as pb_direct_exchange_ratedefindex_multi_asset(channel: grpc.Channel):try:with channel: stub = sdk_pb2_grpc.StreamIndexMultiAssetsServiceV1Stub(channel) responses = stub.Subscribe(pb_index_multi_assets.StreamIndexMultiAssetsServiceRequestV1( index_code ="KT5" ))for response in responses:print("Received message %s"% (MessageToJson(response, including_default_value_fields =True)))# print("Received message %s" % list(map(lambda o: o.string_value, response.data.values)))except grpc.RpcError as e:print(e.details(), e.code())defrun(): credentials = grpc.ssl_channel_credentials(root_certificates=None) call_credentials = grpc.access_token_call_credentials(os.environ['KAIKO_API_KEY']) composite_credentials = grpc.composite_channel_credentials(credentials, call_credentials) channel = grpc.secure_channel('gateway-v0-grpc.kaiko.ovh', composite_credentials)index_multi_asset(channel)if__name__=='__main__': logging.basicConfig()run()
This example demonstrates how to request historical data using replay. The maximum amount of data you can request for one replay cannot exceed a total of 24 hours in hours, seconds, and minutes.
Replay data is available on a 72-hour rolling basis and should only be used to retrieve missed data. If full history is required, please use Rest API or CSV deployment methods.
# This is a code example. Configure your parameters below #from__future__import print_functionimport loggingimport osimport datetimeimport grpcfrom google.protobuf.json_format import MessageToJsonfrom kaikosdk import sdk_pb2_grpcfrom kaikosdk.stream.index_multi_assets_v1 import request_pb2 as pb_index_multi_assetsfrom google.protobuf.timestamp_pb2 import Timestampapi_key = os.environ.get('KAIKO_API_KEY')defindex_multi_asset(channel: grpc.Channel,index_code,start_unix,end_unix): k = []try:with channel: stub = sdk_pb2_grpc.StreamIndexMultiAssetsServiceV1Stub(channel) responses = stub.Subscribe(pb_index_multi_assets.StreamIndexMultiAssetsServiceRequestV1( index_code=index_code, interval={'start_time': Timestamp(seconds=start_unix),'end_time': Timestamp(seconds=end_unix) } ))if os.path.exists('index_replay_logging.txt'): os.remove('index_replay_logging.txt')print("index_replay_logging.txt Removed!")for response in responses:# print("Received message %s" % (MessageToJson(response, including_default_value_fields=True))) k += [eval(MessageToJson(response))]except grpc.RpcError as e:print(e.details(), e.code())print("replay is done!")return kdefrun(start_time,end_time,index_list): credentials = grpc.ssl_channel_credentials(root_certificates=None) call_credentials = grpc.access_token_call_credentials(api_key) composite_credentials = grpc.composite_channel_credentials(credentials, call_credentials) channel = grpc.secure_channel('gateway-v0-grpc.kaiko.ovh', composite_credentials) res =index_multi_asset(channel=channel, index_code=','.join(index_list), start_unix=start_time, end_unix=end_time)# print(res)return resif__name__=='__main__': logging.basicConfig() current_time = datetime.datetime.now() current_time = current_time.replace(second=0, microsecond=0)# start of time configuration # start_time = current_time - datetime.timedelta(minutes=15) end_time = current_time - datetime.timedelta(minutes=5)# start of time configuration # start_time =int(start_time.timestamp()) end_time =int(end_time.timestamp())# add your index code(s) # res =run(start_time=start_time, end_time=end_time, index_list = ['KT5'])print(res)
cURL requests are intended for testing purposes only.
The Kaiko Blue-Chip Index ticker. You can find a full list of our tickers here.
KT5
indexCode
The ticker identifying the index.
commodity
The type of publication. Either real-time or fixings
interval
The time period in which transaction data are considered for the calculation of the index. If an index's calculation methodology has an interval of 15 seconds, startTime and endTime will be separated by 15s.
mainQuote
is the quote asset used for the index denomination.
compositions
The list of underlying data used to calculate the index price.
underlyingInstrument
The ticker for the Kaiko Reference Rate(s) used to calculate the multi-asset index.
base
The base asset for the used Reference Rate.
quote
The quote asset for the used Reference Rate
Exchanges
The exchanges used to calculate the Reference Rate.
insturmentInterval
The startTime and endTime of the calculation period for the specific Reference Rate.
tsEvent
The time the rate was published by Kaiko.
price
Information on the pricing for the index.
indexValue
The value for the index publication.
pairs
The pricing details of the underlying Kaiko Reference Rates used in the calculation.
underlyingPrice
The published price of the Reference Rate.
weightingFactor
The weighting of the Reference Rate to the index.
cappingFactor
The capping of the Reference Rate to the index.
currencyConversionFactor
The conversion factor used in the Reference Rate for the index.
