Derivatives Analytics

Cryptocurrency futures, options, and perpetual futures contracts

Data Dictionary - API Documentation - Instrument Explorer

Comprehensive Analytics Coverage

Futures

✓ Open Interest
✓ Index Price
✓ Mark Price
✓ Expiry
✓ Price
✓ Best Bid / Ask
✓ 24h Volume

Perpetual Futures

✓ Funding Rate
✓ Predicted Funding Rate
✓ Open Interest
✓ Index Price
✓ Mark Price
✓ Best Bid / Ask
✓ 24h Volume, Price

Options

✓ Ask / Bid Implied Volatility   
✓ Greeks
✓ Strike Price
✓ Mark Price
✓ Open Interest
✓ Best Bid / Ask
✓ 24h Volume, Price, Index Price, and more.

* Our standard market data offering is available for all derivatives contracts, in addition to the analytics listed above.

All Top Derivatives Exchanges

Deribit Cryptocurrency Exchange Market Data
FTX cryptocurrency market data historical data
Bybit Cryptocurrency API bitcoin ethereum order books
Bitmex historiacl market data Cryptocurrency API bitcoin ethereum order books
Okex Cryptocurrency API bitcoin ethereum order books
Binance Futures historical cryptocurrency data
Kraken Futures Cryptocurrency API bitcoin ethereum order books
Bitflyer Cryptocurrency API bitcoin ethereum order books

Versatile Data Delivery Channels

CSV Files

Historical data since August 2020 delivered through either Amazon Web Services or Google Cloud Platform.

Learn More

REST API

Real-time and historical derivatives analytics available through three endpoints divided by contract type, updated once per minute. 

Learn More

Kaiko Stream

Live streaming derivatives analytics for all contract types. Launching in Q4 2021.


Learn More

Optimized for Historical Backtesting and Live Analysis

✓ Standardized schemas for options, futures and perpetual futures across all exchanges.

✓ Data updates once per minute for thousands of contracts. 
 
✓ Downloadable historical CSV files available for all contracts, with optional daily file pushes.

✓ Data designed for live trading models, backtesting, deep analysis, dashboards, and more.

✓ No rate limits for API usage, designed for enterprise use. 

✓ All expiries and strike prices are collected within hours that a contract starts trading. 

Get Started With Kaiko Today

We can set up a trial of our data services or provide a custom price quote if you let us know about your data requirements.

Kaiko's Research Newsletter