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      • Response codes
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      • Rate limiting
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      • Quick-Start: Python
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  • Data Feeds
    • Introduction
    • Level 1 & Level 2 Data
      • Level 1 Aggregations
        • OHLCV
        • VWAP
      • Level 1 Tick-Level
        • All trades
        • Best bids and asks (top of book)
      • Level 2 Tick-Level
        • Bids and asks
    • Reference Data
      • Derivatives pricing
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      • Kaiko Fair Market Value (high liquidity pairs)
      • Kaiko Fair Market Value (low liquidity pairs)
    • Kaiko Derivatives Risk Indicators
      • Exchange-provided metrics
  • Legacy endpoints
    • Aggregated Quotes (v1)
    • OHLCV Candles (v1)
    • Trades (v1)
    • VWAP (v1)
    • Bids and asks: Market Update
  • BETA ENDPOINTS
    • Implied Volatility SVI (Closed Beta)
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  1. Legacy endpoints

OHLCV Candles (v1)

This endpoint has been deprecated. Please use the new OHLCV Candlesticks endpoint instead. OHLCV Please contact support@kaiko.com if you have any questions about migrating.

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Retrieve ongoing Open-High-Low-Close-Volume candle updates. Supported intervals are 1s, 1m and 1h.

Event Sending Rate

Please note that an event is not sent for every trades on the feed for a given exchange/instrument. Feed consumers should treat each event update as an absolute representation, indicating the precise values of data aggregation at the time it is sent. Each update represents an accurate aggregation at a specific point in time. This implies that there must be at least one tick between two consecutive events for a given exchange/symbol, though there may be more.

Duplicate Events

For OHLCV/VWAP, duplicate events may be sent due to the way data is aggregated in our centralized datastore. This means that for two consecutive events for a given exchange/code, the first event might contain an aggregated result that includes ticks inserted before we sent an update message. This can result in duplicates for the subsequent update since it has already been accounted for in the aggregation of the first event. It is important to note that this does not indicate inaccurate data, as we consistently provide accurate real-time information. Instead, it represents high trading volume being ingested rapidly, which is actually a positive aspect, as it keeps you up-to-date with the latest developments on the exchanges. In some instances, our updates may even be faster.

Parameters

Name
In
Type
Required
Description

body

body

true

none

Responses

Status
Meaning
Description
Schema

200

A successful response.(streaming responses)

Inline

403

Returned when the user does not have permission to access the resource.

Inline

404

Returned when the resource does not exist.

string

default

Default

An unexpected error response.

Response Schema

Status Code 200

Stream result of kaikosdkStreamAggregatesOHLCVResponseV1

Name
Type
Required
Restrictions
Description

ยป result

false

none

none

PreviousAggregated Quotes (v1)NextTrades (v1)

Last updated 9 months ago

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kaikosdkStreamAggregatesOHLCVRequestV1
OK
Forbidden
Not Found
rpcStatus
kaikosdkStreamAggregatesOHLCVResponseV1