Replication Data

What is this endpoint for?

Kaiko Rates and Indices are available exclusively by our Stream Service.

This replication data offers the ability to accurately reconstruct and replicate the price of an asset given by our stream at any given time.

It achieves this by providing access to all the underlying trades included in the calculation window for each publication by the Streaming service.

HTTP Request

https://us.market-api.kaiko.io/v1/data/index_replication.v1/rates

Parameters

ParameterRequiredDescriptionExample

sequence_id

Yes

List of publication ID to explore. A publication is defined by event occurring on a specific instrument at a given point in time. Publication IDs can be retrieved from publication stream response.

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sort

No

If asc, sort time-series in ascending. If desc, sort time-series in descending.

asc

page_size

No

See Pagination Min: 1 Max: 100 Default: 101

Fields

FieldDescriptionExample

index_code

Ticker identifying the rate.

KK_PR_BTCUSD

index_type

Type of publication: real-time or fixings.

SIC_REAL_TIME

sequenceID

The publication ID to explore. A publication is defined by event occurring on a specific instrument at a given point in time. Publication IDs can be retrieved from publication stream response.

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underlying_data

List of links to specific pre-filtered queries on the REST API trades endpoint for the selected SequenceID.

[ "https://us.market-api.kaiko.io/v3/data/trades.v1/exchanges/bfnx/spot/btc-usd/trades?start_time=2024-02-21T14:29:55.000Z&end_time=2024-02-21T14:34:55.000Z&index_inserted_at=2024-02-21T14:34:50.863ZZ&sort=asc", "https://us.market-api.kaiko.io/v3/data/trades.v1/exchanges/cbse/spot/btc-usd/trades?start_time=2024-02-21T14:29:55.000Z&end_time=2024-02-21T14:34:55.000Z&index_inserted_at=2024-02-21T14:34:50.863ZZ&sort=asc"]

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