Derivatives pricing
Derivatives price endpoint.
What is this endpoint for?
This endpoint can be used to get pricing information related to derivatives contracts.
Endpoints
Parameters
instrumentCriteria
A nested object to configure following properties for your stream:
exchange
(String) - The code(s) for the exchange(s)instrument_class
(String) - The class(es) of the instrument(s) . The instrument must be a derivative class.code (String) -
The Kaiko code for the instrument.
cbse
option
algo-btc
commodities
AlwaysSDICK_PRICE
SDICK_PRICE
Fields
value
The value for the commodity (price, 24 hour volume etc) received in the message.
59583.2
legacySymbol
Exchange assigned Instrument identifier
btcusdcperpetual
exchange
binc
commodity
The price of the underlying index, often as a weighted average across multiple exchanges' spot prices
index_price
The mark price of the contract. It is used for calculating profit and loss (PnL) and liquidation price. Designed to be fair and avoid price manipulation.
mark_price
Most recent traded price of derivative contract.
price
commodityKind
Always SDICK_PRICE
SDICK_PRICE
tsCollection
The timestamp for when Kaiko received the trade from the exchange.
2024-08-30T10:19:38.044166107Z
tsEvent
The timestamp for the interval.
2024-08-30T10:19:39.206955912Z
Request examples
Response Example
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