Reference Data for Smart Contracts on Canton and Arbitrum

BUILD SMART CONTRACTS ON INSTITUTIONAL-GRADE CORPORATE ACTION, MARKET CALENDAR, AND TRADING HOURS DATA

Reference data from Kaiko is available onchain on both the Canton and Arbitrum networks. This near real-time data ensures smart contracts have the critical information required to automatically act accordingly to unique market conditions and events.  

This reference data helps your smart contracts to:

• Settle and adjust automatically when corporate events occur
• Stay synchronised with real-world market schedules and trading sessions
• Execute workflows without manual intervention or off-chain API dependencies
• Support a range of use cases, including onchain equities settlement and securities lending

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Sample Data

Example – Corporate Action – Dividend

With the information below, smart contracts can automatically adjust position values, trigger dividend payments, and settle correctly without waiting for manual confirmation.

Example – Corporate Action – Merger

Using this information, smart contracts can identify when a merger is approaching, stop or redirect affected positions, and settle at the correct consideration price without manual intervention.

Example – Market Calendar

This data informs smart contracts on whether a market is open or closed on any given day, ensuring settlement and execution logic only activates on trading days. 

Example – Trading Hours 

With this information, smart contracts can determine which session a trade falls into and execute, price, or settle accordingly, even when markets operate outside their standard hours.