Kaiko, the global independent leader in digital asset market data, analytics, indices, and pricing data, today announced the launch of equity reference data for smart contracts on Canton and Arbitrum.

The release of institutional-grade equity reference data extends Kaiko’s growing presence on the Arbitrum and Canton Networks, building on the foundations laid by earlier infrastructure work to now address critical operational data requirements for institutional smart contracts.

Firms seeking to deploy institutional-grade smart contracts in capital markets workflows require contextual information beyond traditional pricing data to enable full onchain automation, including:

• Operational market conditions
• When markets open and close
• How markets respond to corporate events
• What schedules govern trading activity

Without this data available onchain, smart contracts remain partially dependent on offchain inputs, creating points of failure that introduce latency, manual oversight requirements, and audit complexity into workflows that are otherwise designed to run autonomously.

Kaiko’s equity reference data on Canton and Arbitrum resolves these challenges to support a range of use cases, including onchain equities settlement and securities lending by making corporate actions, market calendar, and trading hours data available in near real-time directly within the network. With this data, smart contracts can respond to real-world market conditions as they happen, adjusting positions when corporate events occur, aligning execution with live trading schedules, and completing end-to-end workflows without external dependencies or human intervention.

See examples and learn more about our institutional-grade equity reference data.

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