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

Field	Description
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

JSON

{
    "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

Field	Description
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

JSON

{
    "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"
}