The most granular liquidity data in the industry optimized for quantitative analysis
Data Dictionary - API Documentation - Stream Documentation - Instrument Explorer
All bids and asks are placed within 10% of the best bid and best ask, respectively. Snapshots are taken twice per minute.
The difference between the best ask and the best bid, derived from order book snapshots.
✓ Reconstruct the state of thousands of markets with historical order book data with history since 2015.
✓ Identify market-making opportunities with live streaming order book feeds.
✓ Simulate price slippage with our automatic price slippage calculator for custom order sizes.
✓ Alpha-generating data streams for quant funds, data scientists, researchers, hedge funds, and market makers.
✓ Replay historical market states through Kaiko Stream's 5-week rolling history.
✓ Study historical trends with our average depth, slippage, spread data at granularities ranging from 1 minute to 1 day.
Available data:
- Snapshots
- Spread
- Slippage
- Depth
Real-time and historical market data available through 15+ enterprise-grade endpoints
Learn MoreAvailable data:
- Tick-level order books*
- Order book snapshots
Delivered daily
Downloadable CSV files available through Amazon Web Services or Google Cloud Platform
Learn MoreAvailable data:
- Tick-level order books*
- Top of book
The most advanced live streaming data distribution service in the cryptocurrency industry
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