Broadridge DLR Statistics

What is this endpoint for?

This endpoint provides access to historical statistics for Broadridge Distributed Ledger Repo (DLR) on the Canton Network. It includes the total number of active contracts, total quantity, and total funds in active DLR transactions for each day over a specified date range. The endpoint is a custom-made for a specific client and is not part of our standard packages. This dataset contains Broadridge's proprietary data and so requires their licensing approval to access. If you're interested in this data, please get in touch and we'll process your access request in partnership with Broadridge.

Endpoint

https://<eu|us>.market-api.kaiko.io/v2/data/dlr/statistics

Query parameters

Parameter	Required?	Description	Example
start_date		Start date for the data range in YYYYMMDD format.	20240101
end_date		End date for the data range in YYYYMMDD format. Defaults to current date if not provided.	20240131
sort		Sort order for results: asc (oldest first) or desc (most recent first). Default: asc	asc
page_size		Maximum number of records per page. Integer between 1 and 1000. Default: 1000.	100
continuation_token		Token for retrieving the next page of results (if paginating). Obtain from the previous response.	See Pagination

Fields

Field	Description
date	Date for the data point in YYYYMMDD format.
timestamp	Unix timestamp in milliseconds representing the start of the period.
contracts	Integer. Count of individual repurchase agreement transactions settled on a given day. Includes both new trades and rolls. One trade = one counterparty pair agreeing to exchange securities for cash with a repurchase obligation.
quantity	Number. Aggregate face value of all securities used as collateral in repo transactions on a given day. For a Treasury repo, this is the par amount of Treasuries delivered, not their market value or the cash borrowed.
funds	Number. Total Aggregate cash volume exchanged in repo transactions on a given day. The sum of all cash lent or borrowed. For overnight repos, this equals the principal amount; for term repos, the initial cash leg.

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Request examples

cURL

curl -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
  'https://us.market-api.kaiko.io/v2/data/dlr/statistics?start_date=20250601&end_date=20250630&page_size=1000&sort=asc'

Python

import requests

url = "https://us.market-api.kaiko.io/v2/data/dlr/statistics"
headers = {"X-Api-Key": "<client-api-key>", "Accept": "application/json"}
params = {
    "start_date": "20250601",
    "end_date": "20250630",
    "sort": "asc"
}

response = requests.get(url, headers=headers, params=params)
print(response.json())

Response example

{
  "time": "2025-06-26T07:45:28.269608752Z",
  "timestamp": 1750923928,
  "data": [
    {
      "date": "20250601",
      "timestamp": 1748736000000,
      "contracts": 1250,
      "quantity": 100000000,
      "funds": 113000000
    },
    {
      "date": "20250602",
      "timestamp": 1748822400000,
      "contracts": 1270,
      "quantity": 102500000,
      "funds": 115000000
    }
    /* ... */
  ],
  "continuation_token": "mUNJbiuDHsQ3dtNu7FCP1e8ymWhSnGd7fTuKsJWrGzzw5dACxNpMQ6BwicaUqijfj1bB9GtdYKar4c6BUtkQ8CVunEtCtkwPuCNg8HdhvQXtBxEKy",
  "next_url": "https://us.market-api.kaiko.io/v2/data/dlr/statistics?continuation_token=mUNJbiuDHsQ3dtNu7FCP1e8ymWhSnGd7fTuKsJWrGzzw5dACxNpMQ6BwicaUqijfj1bB9GtdYKar4c6BUtkQ8CVunEtCtkwPuCNg8HdhvQXtBxEKy"
}