Founded in 2014, Kaiko is a market data provider in the blockchain-based digital assets space, providing institutional investors and market participants with enterprise-grade data infrastructure. We collect, normalize, store, and distribute digital assets market data via a livestream WebSocket, REST API, and cloud-based flat-file Data Feed, to which clients connect to build data-driven applications. Our raw trade data, order books, and aggregates cover 10,000+ currency pairs across 70+ exchanges, with new markets added every day. With over five years of historical data, Kaiko provides the most extensive digital asset datasets in the industry. Kaiko caters for the market data needs of professional investors, academic researchers, regulators, security issuers, third-party platforms and exchanges.
We provide both raw and aggregate market data including: tick-by-tick trade data, order book snapshots (1%, 10%, and full), Tick-level order books for select exchanges, Volume Weighted Average Price, OHLCV, Count, Exchange Rates, and Order Book Aggregations. Kaiko continuously expands its coverage of cryptocurrency market data, adding new currency pairs and exchanges daily. You can browse all data types we provide here and all coverage here.
Kaiko data can be delivered via a REST API, livestream WebSocket, and flat file Data Feed for historical and on-going data.
Whether you are a currency trader, hedge fund, researcher, financial institution, fintech startup, or regulator, it is essential to have a deep understanding of this complex market. Kaiko's data can be used for a wide range of applications such as:
Training and backtesting automated trading systems and strategies--Gaining investment insights on cryptocurrencies and exchanges--Research and analysis by academics--Creating data visualizations or custom market indicators--Third-party integration into your platform, app, or website--Building financial models.
Yes, Kaiko is hiring! You can view our careers page here and email jobs@kaiko.com to apply.
Trade Data is a general term for tick-by-tick data, or all executed transactions occurring on an exchange. Our trade datasets consist of all tick-by-tick trade data, normalized and timestamped. We provide trade data for all exchanges and currency pairs covered by Kaiko.
There are numerous use cases for tick-by-tick trade data including research and analysis, data aggregation, backtesting of trading strategies, visualizations, and third party integration. Cryptocurrency trade data can provide valuable information on individual trades, currency pairs, or the crypto market as a whole.
An order book is a list containing all outstanding buy or sell orders for a specific currency pair, organized by price level. An order book identifies the amount of the currency pair being bid or offered at a specific price, known as the market depth. An order to buy is called a ‘bid’ and an order to sell is called an ‘ask’. The exchange’s matching engine pairs up bids and asks, resulting in a trade.
Order books are classified as Level 2 market data. Our data is categorized in rows by: timestamp, order type (bid/ask), price, and amount.
Kaiko provides order book snapshots at various market depths:
-10% Order Books: orders placed at +/- 10% of the mid-price
-1% Order Books: order placed at +/- 1% of the mid-price (available upon request)
-Full Order Books: all outstanding market orders (available upon request)
For the full definition of an Order Book, see Investopedia - Order Book Definition.
Historical data refers to all available data up until a certain point in time. Kaiko guarantees all historical datasets contain data up to 1 day before purchase of our product. For example, if you buy All Historical Trade Data from the exchange Bitstamp, you will receive all trade data from the moment we began coverage of the exchange to a day before your purchase.
We offer Historical Data for all of our products.
A ‘bid’ can be thought of as the highest price a buyer is willing to pay for a certain amount of an asset. This is in contrast to the ‘ask’, which is the lowest price a seller willing to sell an amount of an asset. The difference between these two is called the ‘spread’. In an Order Book, the ‘bid’ and ‘ask’ price are always accompanied by the amount of the asset being offered. In our Order Book datasets, bids are denoted as ‘b’ and asks as ‘a’.
We cover 80+ exchanges and 10,000+ currency pairs. Our full coverage can be viewed using our Instrument Explorer here.
If you do not find what you are looking for, shoot us an email at hello@kaiko.com. We improve our coverage based on client requests, and are always willing to accomodate.
Yes. All futures data can be browsed using our Instrument Explorer here.
We get our data from the public APIs provided by the exchanges. This data is scattered across hundreds of exchanges in many different formats, thus our job as a data provider is to normalize all data formats and standardize asset taxonomies.
Fair point. However, collecting, storing, and normalizing immense amounts of data from all different exchanges and currency pairs is quite a task. We aim to provide data of the highest quality and completeness available on the market, and that takes time and resources.
We strive to provide the most complete and qualitative data on the market. However, we partially rely upon the exchanges’ API to ensure this. Due to downtime of these API's (for example, due to maintenance) we sometimes experience gaps in our data and cannot always guarantee 100% coverage.
We know that this can be problematic. That's why we are currently in the process of negotiating data distribution agreements directly with the exchanges in order to backfill past and missed trades.
We offer 3 data delivery options:
Data Feed: Our flat-file Data Feed allows us to seamlessly synchronise massive datasets to any cloud-based data repository and continuously send updates to these datasets. Whether you are interested in a specific data type, exchange, currency pair, or asset—our Data Feed enables us to set-up an automatic daily push of all data. We support Amazon Web Services, Microsoft's Azure, and Google Cloud among other providers.
For other cloud providers, please contact us. More information here.
REST API- Our Market Data API includes over a dozen historical and real-time endpoints. You can access full historical trades and aggregates through our API, and real-time order book snapshots. View documentation here.
WebSocket- Subscribe to real-time livestreams for all top exchanges. Our WebSocket is scaled to support thousands of low latency feeds. View documentation here.
We are in the process of securing data distribution agreements with several major exchanges with the aim of backfilling gaps in the data. Customers having bought market data containing gaps will be notified when backfilling becomes available.
Should you encounter any gaps in the obtained data, please do not hesitate to contact us and we will try to find a solution in a timely manner.
Clients can purchase both historical subscriptions and/or real-time subscriptions of cryptocurrency data. We provide our historical data in yearly licenses--the purchase of a license gives you access to all historical data for the year, and any subsequent renewal of the license will include a backfill of the previous year's data.
Our real-time data subscriptions give clients access to all endpoints for our Market Data API, WebSocket, and daily Data Feed. Clients can subscribe to unlimited real-time feeds and then receive daily flat file updates of the previous day's market data.
Our Enterprisecryptocurrency data tier is designed for those interested in low-latency and historical data. We provide all data, including order books, through three delivery mechanisms: Market Data API, WebSocket, and Data Feed. Please contact us at hello@kaiko.com if you are interested.
We have based our historical licencing model on that of traditional data providers. Our historical data is licensed yearly to ensure compliance with our data license and redistribution requirements. A yearly historical license gives you access to all data for 1 year. Should you decide to renew the license, we would include a backfill of the previous year's market data.
We offer both monthly and one-off payments, through wire transfer, credit card, paypal, and major cryptos.
Yes--if you are an academic researcher we have discounted pricing for historical data.
For other subscribers, if you decide to pay upfront for a year, we discount the purchase.
For more information on discounts, please email hello@kaiko.com.
We support Credit Card payments (Visa, MasterCard & American Express) and PayPal as traditional payment methods.
Since we're a digital assets market data provider, we also accept cryptocurrencies. You can pay in Bitcoin, Ethereum, Litecoin and Bitcoin Cash! We use Coinbase Commerce for this, so the integration is seamless.
We build custom data packages for our clients. Contact us to get a quote. Once our data license is signed, we issue an invoice and coordinate data delivery.
We take security seriously. Our processes are explained in our security program.
Yes, we provide SLA's for our enterprise clients. Contact us to learn more.
