The most granular liquidity data in the industry optimized for quantitative analysis
Taken twice per minute comprising all bids and asks placed within 10% of the mid price.
Incremental tick-level updates of all bids and asks on an order book (coming soon)
Live streaming top of book quotes for thousands of instruments (coming soon)
Simulated slippage for custom order sizes, calculated using raw snapshots.
The aggregated quantity of bids and asks at different ranges from the mid price.
Available data:
Snapshots, spread, slippage, and depth
Real-time and 1 month rolling history.
Available data:
Tick order books and BBO
Live stream and 5 weeks rolling history.
✓ Reconstruct the state of thousands of markets with historical order book data with history since 2014.
✓ Identify market-making opportunities with live 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
✓ Study historical trends with our average depth, slippage, spread data at granularities ranging from 1 second to 1 day.
We can set up a trial of our full data services or provide a custom price quote if you let us know about your data requirements.
