Frequently Asked Questions

If you do not find what you are looking for, shoot us an email at hello@kaiko.com!

General

What is Kaiko? 

Kaiko is a cryptocurrency exchange data provider, aiming to be the ultimate source for digital assets trading data. We cover all major crypto exchanges and currency pairs and provide data of the highest quality and completeness on the market.

What products do you offer?

Today, we provide Trade and Order Book data for all major exchanges. This consists of both historical data and on-going subscription models. We are continuously working on expanding our catalog of products and features. For more on this, please refer to the ‘Roadmap’ section.

What can your products be used for?

Our market data is used for a wide range of applications, such as:

  • Training and backtesting automated trading systems and strategies
  • Getting investment insights on cryptocurrencies and projects
  • Research purposes for academics

Are you currently hiring?

Yes! Our team in Paris, France is growing at the speed of light. We currently have several job openings, which you can find on the ‘Careers’ page. Can’t find anything that fits your profile but still interested? Drop us a line at jobs@kaiko.com, we are constantly looking for passionate and skilled people.

 

Data

What is an Order Book?

An order book is a list containing all outstanding orders on a specific currency pair. It lists all the orders placed by buyers and sellers at each price point. This is called the market depth. An order to buy is called a ‘bid’ and an order to sell is called a ‘sell’. The exchange’s matching engine pairs up all bid and asks, resulting in trades occurring.

Kaiko is the only company that stores and distributes order books for cryptocurrencies. We have several types of Order Book data for sale in our data store:

  • 1% Order Books: orders placed at +/- 1% of the mid price
  • 10% Order Books: orders placed at +/- 10% of the mid price
  • Full Order Books: all orders as reported by each exchange

For the full definition of an Order Book, see Investopedia - Order Book Definition

What is Historical Data?

Historical data is all available data until a certain point in time. Let’s say you buy Historical Trade Data for the exchange Bitstamp. The data for the currency pair BTCUSD, for example, will cover all the available data since the exchange’s launch in August 2011, until the day before you bought our product.

We offer Historical Data for all our products.

What is Trade Data?

Trade Data is a general term for tick data and aggregated forms of trade data.

Our Trade Data products consist of all tick-by-tick information, meaning all trades over a specific time period, for all exchanges and all currency pairs listed on the exchanges. We recently added OHLCV data to our catalog.

What is meant by 'bid' and 'ask'?

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 opposed by the ‘ask’, which is the lowest price a seller will accept for selling an amount of an asset. The difference between these two is called the ‘spread’. In the Order Book, the ‘bid’ and ‘ask’ price of are always accompanied by the amount of an asset offered to sell or buy. In our Order Book data, bids are displayed as ‘b’ and asks as ‘a’.

Which exchanges and currency pairs do you support?

Currently we cover 28 exchanges: Binance, Bitfinex, BTC-e (wex.nz), BTC38, bitFlyer, Bitstamp, Bittrex, bithumb, BitMEX, Bit-Z, BtcBox, BTCChina, Cex.IO, Ethfinex, Gatecoin, GDAX, Gemini, HitBTC, Huobi, itBit, Kraken, Korbit, Mt.Gox, OKCoin, OKEX, Poloniex, Quoine, YoBit and Zaif.

We have data on about 5000 crypto-to-crypto and crypto-to-fiat currency pairs. We will provide a comprehensive and updated list of all currency pairs soon. For a full list of all covered exchanges and currency pairs, please send an email to hello@kaiko.com

Do you have data on futures?

Yes. We currently offer data on Bitmex and OKEx futures and will be adding to that list soon. 

Why are there different prices for different exchanges?

Due to several reasons, some exchanges have way more data than others. Pricing is proportional to the amount of data processed and stored. 

Where do you get your data from?

We get our data from the public APIs provided by the exchanges.

If the exchanges' APIs are publicly available, why would I pay Kaiko for their data?

Fair point. However, collecting, storing and normalizing the immense amount of data from all the 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.

How do you guarantee that the data is complete?

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 (for example, caused by maintenance) we sometimes experience gaps in 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. 

Is it possible to backfill missing data?

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.  

 

Data Delivery

How will the data be delivered to me?

The data you buy from our store can be pushed directly to your Cloud Provider. This is highly recommended since we are mostly dealing high amounts of data. We support Amazon Web Services, Microsoft's Azure and Google Cloud among other providers. This is particularly useful for our subscription products.

For instructions on how to set up your AWS to receive direct data pushes, please refer to the Data Delivery page. For other cloud providers, please contact us. We will walk you through the setup step-by-step. 

Alternatively, we also offer the option to download your data through a download link, which will be available immediately after completing your purchase and payment. You will receive an automatic confirmation mail containing the download link, which allows for the data to be downloaded up to five times.  

Which data formats are supported?

All data is delivered in the form of ZIP archives containing folders organized per cryptocurrency exchange, per currency pair or according to date. The files itself are in CSV. 

Order Books, one CSV file per day and per currency pair with the following fields:

  • Date: Epoch timestamp in milliseconds
  • Type: a = ASK, b = BID
  • Price: displayed in the quote currency
  • Amount: quantity of asset to sell or buy, displayed in base currency

Trade Data, one CSV file per month and per currency pair with the following fields:

  • ID: unique trade ID (unique to the exchange)
  • Exchange: internal, two-letter symbol for the exchange
  • Symbol: currency pair
  • Date: Epoch timestamp in milliseconds
  • Price: displayed in the quote currency
  • Amount: quantity of asset to sell or buy, displayed in base currency
  • isSell: boolean value (TRUE or FALSE) indicating the trade direction

 Each line in the data represents one trade.

 

Subscription Models

What subscription models do you offer?

We offer various subscription models, depending on the length and the granularity you require. 

  • 3, 6 or 12 months
  • daily delivery through cloud push (see Data Delivery)

Please note: our subscription models do not include Historical Data. When you sign up for a subscription, you will receive data starting from your purchase date. 

How does payment and billing work for subscriptions?

For now, we only support a one-off upfront payment for the whole subscription length. Soon, we will extend this with the option of monthly payments and recurring billings. 

Do you provide discounts for subscriptions?

Yes. We grant a 15% discount on the 6-month subscription plan and a 22% discount on subscriptions for one year, compared to our 3-month plan.

 

Pricing, billing and order process

Which payment methods are supported? 

We support Credit Card payments (Visa, MasterCard & American Express), PayPal as traditional payment methods.

Since we're a digital assets market data provider, obviously 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. 

What is the order process? 

After you finished adding all the data packages you wish to download to your shopping cart, you can proceed to checkout. If you already have an account with us, you can log in to automatically complete your details (if provided). If not, you will be requested to register as a user. 

Next, you can choose your payment method. If you choose for PayPal or Coinbase Commerce, you will be redirected to their platform to complete your payment. 

 

Security

What are your security processes?

We take security seriously. Our processes are explained in our security program.

Do you provide an SLA?

Availability and reliability of our services, along with security, are standars we highly value at Kaiko. Even if we do not have a formal SLA in place (yet), you should still be able to expect a high degree of availability and know that our engineers are ready to respond in the the event of an unforeseen incident. Maintenance operations that might affect availability will always be communicated in advance to affected customers.

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