Aggregated Quotes address the fragmentation of crypto markets by providing a fair quote through a rigorous approach to crypto-instruments price valuation.
• Real-time streaming: time-stamped reference Best Bid and Best Ask based on real time top of book prices from the Top 10 exchanges featured in Kaiko's Exchange Ranking.
• Proprietary methodology: Aggregated quotes is a US GAAP and EU AIFMD compliant Securities Pricing Service.
Update Frequency: 5s
Aggregation Window: 10s
Based on the calculation of the Best Bid VWAP and the Best Ask VWAP that are built on the basis of top of book data of selected top 10 exchanges from the Kaiko Exchange ranking, reviewed quarterly.Learn moreMethodology
✓ 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