Blue-Chip Indices

What is this endpoint for?

Blue-Chip Indices are our ready-to-go indices. Monitor the overall performance of specific buckets of assets. The indices combine several data sources to summarize market performance. They can be used to aid the issuance of derivatives contracts or investment vehicles by providing pricing for settlement. See our full list of indices here.

Endpoints

gateway-v0-grpc.kaiko.ovh

gateway-v0-http.kaiko.ovh

https://gateway-v0-http.kaiko.ovh/api/stream/index_multi_assets_v1

Parameters

Parameter Description Examples

Parameter	Description	Examples
`index_code`	The Kaiko Blue-Chip Index ticker. You can find a full list of our tickers here.	`KT5`

index_code

The Kaiko Blue-Chip Index ticker. You can find a full list of our tickers here.

KT5

Requesting multiple tickers at the same time To configure multiple tickers in the same stream, provide the indexCode as a comma separated list eg KT5,KT10NYCAlternatively, use a wildcard by entering a * and you'll receive all tickers you have as part of you Kaiko subscription.

Fields

Field Description

Field	Description
`indexCode`	The ticker identifying the index.
`commodity`	The type of publication. Either real-time or fixings
`interval`	The time period in which transaction data are considered for the calculation of the index. If a index's calculation methodology has an interval of 15 seconds, `startTime` and `endTime` will be separated by `15s`.
`mainQuote`	is the quote asset used for the index denomination.
`compositions`	The list of underlying instrument used to compute the index price with tick details such as `underlyingInstrument`, `exchanges`, `instrumentInterval` and `tsEvent`
`price`	The value of the rate in the quote denomination.
`pairs`	The list of underlying instrument with quarterly reviewed information such as `weightingFactor`, `cappingFactor` and `currencyConversionFactor`.
`tsEvent`	The theoretical time of price publication
`tsCompute`	The exact time of price computation.

indexCode

The ticker identifying the index.

commodity

The type of publication. Either real-time or fixings

interval

The time period in which transaction data are considered for the calculation of the index. If a index's calculation methodology has an interval of 15 seconds, startTime and endTime will be separated by 15s.

mainQuote

is the quote asset used for the index denomination.

compositions

The list of underlying instrument used to compute the index price with tick details such as underlyingInstrument, exchanges, instrumentInterval and tsEvent

price

The value of the rate in the quote denomination.

pairs

The list of underlying instrument with quarterly reviewed information such as weightingFactor, cappingFactor and currencyConversionFactor.

tsEvent

The theoretical time of price publication

tsCompute

The exact time of price computation.

Request examples

Make sure to read our Python quick-start guide before starting.

 # This is a code example. Configure your parameters in the parameter configuration section #

from __future__ import print_function
import logging
import os

import grpc
from google.protobuf.json_format import MessageToJson
from google.protobuf import duration_pb2

from kaikosdk import sdk_pb2_grpc
from kaikosdk.core import instrument_criteria_pb2, assets_pb2
from kaikosdk.stream.aggregates_ohlcv_v1 import request_pb2 as pb_ohlcv
from kaikosdk.stream.aggregates_vwap_v1 import request_pb2 as pb_vwap
from kaikosdk.stream.market_update_v1 import request_pb2 as pb_market_update
from kaikosdk.stream.market_update_v1 import commodity_pb2 as pb_commodity
from kaikosdk.stream.trades_v1 import request_pb2 as pb_trades
from kaikosdk.stream.index_v1 import request_pb2 as pb_index
from kaikosdk.stream.index_multi_assets_v1 import request_pb2 as pb_index_multi_assets
from kaikosdk.stream.index_forex_rate_v1 import request_pb2 as pb_index_forex_rate
from kaikosdk.stream.aggregated_quote_v2 import request_pb2 as pb_aggregated_quote
from kaikosdk.stream.aggregates_spot_exchange_rate_v2 import request_pb2 as pb_spot_exchange_rate
from kaikosdk.stream.aggregates_direct_exchange_rate_v2 import request_pb2 as pb_direct_exchange_rate


def index_multi_asset(channel: grpc.Channel):
    try:
        with channel:
            stub = sdk_pb2_grpc.StreamIndexMultiAssetsServiceV1Stub(channel)
            responses = stub.Subscribe(pb_index_multi_assets.StreamIndexMultiAssetsServiceRequestV1(
                index_code = "KT5"
            ))
            for response in responses:
                print("Received message %s" % (MessageToJson(response, including_default_value_fields = True)))
                # print("Received message %s" % list(map(lambda o: o.string_value, response.data.values)))
    except grpc.RpcError as e:
        print(e.details(), e.code())
        
def run():
    credentials = grpc.ssl_channel_credentials(root_certificates=None)
    call_credentials = grpc.access_token_call_credentials(os.environ['KAIKO_API_KEY'])
    composite_credentials = grpc.composite_channel_credentials(credentials, call_credentials)
    channel = grpc.secure_channel('gateway-v0-grpc.kaiko.ovh', composite_credentials)

    index_multi_asset(channel)

if __name__ == '__main__':
    logging.basicConfig()
    run()

cURL requests are intended for testing purposes only.

curl -X POST "https://gateway-v0-http.kaiko.ovh/api/stream/index_multi_assets_v1" -H "accept: application/json" -H "X-Api-Key: $KAIKO_API_KEY" -H "Content-Type: application/json" -d "{\"indexCode\": \"KT5\"}"

Response Example

{
  "commodity": "SIC_REAL_TIME",
  "indexCode": "KT5",
  "interval": {
    "startTime": "2024-08-12T14:23:55Z",
    "endTime": "2024-08-12T14:29:00Z"
  },
  "mainQuote": "usd",
  "compositions": [
    {
      "underlyingInstrument": "KK_RFR_AVAXUSD",
      "base": "avax",
      "quote": "usd",
      "exchanges": [
        "bfnx",
        "cbse",
        "krkn",
        "stmp"
      ],
      "instrumentInterval": {
        "startTime": "2024-08-12T14:23:55Z",
        "endTime": "2024-08-12T14:28:55Z"
      },
      "currencyConversion": "none",
      "tsEvent": "2024-08-12T14:28:56.074863348Z"
    },
    {
      "underlyingInstrument": "KK_RFR_BTCUSD",
      "base": "btc",
      "quote": "usd",
      "exchanges": [
        "bfnx",
        "cbse",
        "krkn",
        "lmax",
        "stmp"
      ],
      "instrumentInterval": {
        "startTime": "2024-08-12T14:24:00Z",
        "endTime": "2024-08-12T14:29:00Z"
      },
      "currencyConversion": "none",
      "tsEvent": "2024-08-12T14:29:01.087284434Z"
    },
    {
      "underlyingInstrument": "KK_RFR_ETHUSD",
      "base": "eth",
      "quote": "usd",
      "exchanges": [
        "bfnx",
        "cbse",
        "krkn",
        "lmax",
        "stmp"
      ],
      "instrumentInterval": {
        "startTime": "2024-08-12T14:23:55Z",
        "endTime": "2024-08-12T14:28:55Z"
      },
      "currencyConversion": "none",
      "tsEvent": "2024-08-12T14:28:56.142347541Z"
    },
    {
      "underlyingInstrument": "KK_RFR_SOLUSD",
      "base": "sol",
      "quote": "usd",
      "exchanges": [
        "bfnx",
        "cbse",
        "gmni",
        "krkn",
        "stmp"
      ],
      "instrumentInterval": {
        "startTime": "2024-08-12T14:24:00Z",
        "endTime": "2024-08-12T14:29:00Z"
      },
      "currencyConversion": "none",
      "tsEvent": "2024-08-12T14:29:00.784958075Z"
    },
    {
      "underlyingInstrument": "KK_RFR_XRPUSD",
      "base": "xrp",
      "quote": "usd",
      "exchanges": [
        "cbse",
        "indr",
        "krkn",
        "lmax",
        "stmp"
      ],
      "instrumentInterval": {
        "startTime": "2024-08-12T14:23:55Z",
        "endTime": "2024-08-12T14:28:55Z"
      },
      "currencyConversion": "none",
      "tsEvent": "2024-08-12T14:28:55.988918370Z"
    }
  ],
  "price": {
    "indexValue": 334.99947165068875,
    "divisor": 26979870988.68237,
    "pairs": [
      {
        "underlyingInstrument": "KK_RFR_AVAXUSD",
        "underlyingPrice": 21.333163636363636,
        "weightingFactor": 17278580619.32558,
        "cappingFactor": 1.0,
        "currencyConversionFactor": 1.0
      },
      {
        "underlyingInstrument": "KK_RFR_BTCUSD",
        "underlyingPrice": 59699.73163636363,
        "weightingFactor": 390312772.9127332,
        "cappingFactor": 0.119856816159272,
        "currencyConversionFactor": 1.0
      },
      {
        "underlyingInstrument": "KK_RFR_ETHUSD",
        "underlyingPrice": 2680.1494545454543,
        "weightingFactor": 2288124768.3108406,
        "cappingFactor": 0.373375636405882,
        "currencyConversionFactor": 1.0
      },
      {
        "underlyingInstrument": "KK_RFR_SOLUSD",
        "underlyingPrice": 147.37236363636362,
        "weightingFactor": 17542805404.323048,
        "cappingFactor": 1.0,
        "currencyConversionFactor": 1.0
      },
      {
        "underlyingInstrument": "KK_RFR_XRPUSD",
        "underlyingPrice": 0.5706330909090909,
        "weightingFactor": 1755466226611.777,
        "cappingFactor": 1.0,
        "currencyConversionFactor": 1.0
      }
    ]
  },
  "tsEvent": "2024-08-12T14:29:00Z",
  "tsCompute": "2024-08-12T14:29:05.210675561Z"
}

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Last updated 18 days ago