✓ 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.
Real-time and historical market data available through 15+ enterprise-grade endpointsLearn More
- Tick-level order books*
- Order book snapshots
Downloadable CSV files available through Amazon Web Services or Google Cloud PlatformLearn More