The best subscription service for institutional use created by the most trusted data provider in the industry.
Access live crypto trade data, order books, and aggregated data through over a dozen enterprise-grade API endpoints. Since 2014, we have spent the time developing high-availability and low-latency data infrastructure so that you can focus on working with our data while reducing operational costs. Live (and historical) data is accessible for 85+ exchanges and 20,000+ currency pairs through a REST API and livestream WebSocket.
Live and historical tick-by-tick trade data, including every executed transaction on an exchange.
Live and historical [Open, High, Low, Close, Volume], in granularities ranging from 1 second to 1 day.
Live and historical [Volume Weighted Average Price], in granularities ranging from 1 second to 1 day.
Limit order book snapshots, updated twice per minute, with every bid and ask placed within 10% of the midprice
The cumulative quantity of bids and asks at intervals ranging from .1% to 10% from the midprice.
The bid slippage and ask slippage for custom buy and sell order sizes, calculated from raw LOB snapshots.
A composite price for a crypto asset aggregated across exchanges. Fiat conversions available.
The average depth, slippage, and spread for custom intervals of order book snapshots ranging from 1m-1d.
Live open interest, implied volatility, funding rates, and more derivatives-specific data from all top exchanges.
Interested in crypto historical .csv files? Check out our historical data page for more information. We can provide more than 5 years of history for all data types, delivered in flat files (also available through our API).
Derivatives-specific data unique to futures, options, and perpetual futures contracts is now available through our REST API. This includes everything from funding rates to implied volatility to open interest, dependent on the type of contract requested. We currently provide real-time derivatives data updated once per minute through our REST API, but we will soon provide historical derivatives data.
✓ Low-latency, live data feeds for all top cryptocurrency exchanges, available through more than a dozen endpoints.
✓ No API rate limits, with unlimited data consumption.
✓ Extensive reference data API with standardized instrument mappings and formatting.
✓ Historical data since 2011 and 85+ exchanges integrated with, and new exchanges added continously.
✓ 20,000+ cryptocurrency pairs, with new pairs added daily to our collection.
✓ Enterprise and individual licenses available, depending on your use case and unique data requirements.
✓ Tick-by-tick trade data (every executed transaction on an exchange).
✓ Order books: level II snapshots and liquidity measures including market depth, price slippage, spreads, and order book averages.
✓ OHLCV [Open, High, Low, Close, Volume] candlesticks and VWAP ranging from 1 second to 1 day.
✓ Exchange rates for all crypto assets into fiat and a single composite price for crypt-oassets across exchanges.
✓ Derivatives data available for options, futures, and perpetual futures contracts.
✓ Implied volatility, funding rates, 24 hour volume, open interest, expiries, index prices, mark prices, and more.
Use our granular cryptocurrency trade and order book data to run simulations and back-test trading strategies.
Study cryptocurrency markets with our extensive historical/live trade and order book datasets.
Integrate our live or historical cryptocurrency market data into your third-party platform, app, or website.
Use our cryptocurrency data from dozens of exchanges to build your own indices, indicators, or visualizations.
Custodians and fund administrators require reliable historical and real-time pricing data for fair evaluation.
Analyze market liquidity using live and historical LOB data and crypto trade data to simulate orders.
Once a week, receive a downloadable Factsheet and commentary on the latest cryptocurrency analytics, metrics, and charts built using Kaiko trade and order book data.
✓ Live Bitcoin price data for thousands of BTC currency pairs.
✓ Normalized and timestamped live data feeds, for both spot and derivatives instruments.
✓ Bitcoin API USD exchange rates for a single aggregated price of an asset. Other fiat conversions such as EUR and GBP available.
✓ Top derivatives exchanges: Bitmex price data, Deribit price data, Huobi price data, Okex price data and more.
✓ Top spot crypto exchanges: Binance price data, Coinbase (ex-GDAX) price data, Gemini price data, Bitstamp price data, and more.
✓ Live Level 2 LOB snapshots and BBO, updated in real-time.
✓ Low-latency crypto data available through a WebSocket.
✓ Millisecond latency for all crypto WebSocket data streams.
✓ Live crypto spot, futures, options, and swap data, including open interest, funding rates, implied volatility, and more.
✓ Redundant and geographically dispersed data infrastructure.
✓ Simple normalization and standardization methodologies, with extensive reference data for 20,000+ instruments.
✓ Second by second crypto candlestick updates for charting.
✓ Millisecond market data delay for new trades.
Kaiko integrates directly with each exchange's unique API. We collect all raw data, including tick-by-tick trade data, order book snapshots, and tick-level order books. We provide many data aggregations, including OHLCV [Open,High Low, Close, Volume] candlesticks (bars), VWAP [Volume Weighted Average Price], transaction count, and several order book aggregations including market depth, spreads, price slippage, and these measures averaged over time.
We just launched our derivatives data API endpoints, which include measures such as implied volatility, funding rates, open interest, and 24 volume for options, futures and perpetual futures contracts. You can learn more about our data types on our Data Dictionary here.
Our API services are designed for enterprise use, with no rate limits. We are unique as a data provider in that we do not rate limit our API--rather, we sell licenses to historical or live data (per exchange/pair) which will give you unlimited access to this data.
Through our API, you can access historical data since 2011, the oldest in the industry. We also offer unprecedented access to live liquidity measures, including market depth, slippage, and spreads for 20,000+ pairs.
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 (or a custom selection) of exchanges/pairs through our API endpoints, WebSocket and Data Feed (daily flat file updates). Clients can decide which delivery channel they prefer, and the exchange/pair access they require.
Our Enterprise cryptocurrency data tier comes with SLA's, custom data packages, and private slack channels for support. Please contact us at firstname.lastname@example.org if you are interested.
Kaiko prioritizes perfecting our raw and normalized cryptocurrency data offerings. No other API service on the market provides access to such granular data as our raw tick-by-tick trade data and order book snapshots. We focus on the quality and consistency of our raw data so that you can focus on aggregating it. Through our API, we promise you consistency and granularity like no other market player.
We also provide an extensive reference data API that standardizes pair mappings across exchanges.
Because every cryptocurrency exchange was either launched or added to our collection at different times, all exchanges and all instruments have different collection start times. You can find details about when we began collection of every instrument using our Instrument Explorer. The field “First Trade Date” indicates the date that Kaiko began collection for a given instrument. Frequently, instruments stop trading on an exchange, and this will be denoted by the presence of a “Last Trade Date” (and “ongoing” if the instrument still trades).
Our founder began collecting market data in 2011 (Kaiko was founded in 2014), thus we have over 8 years of historical trade data. Because we form aggregations directly from our trade data, we also provide over 8 years of aggregated data. We began collecting order book snapshots in April of 2015.
Depending on your subscription type (individual vs. enterprise), we provide different tiers of support. For our enterprise clients, we provide private slack channels where our entire team of developers and data scientists are on call to answer any questions you may have. For individual licenses, we can answer questions over email. We do our best to help all clients, no matter how small.
We can set up a free trial of our full data services or provide a custom price quote if you let us know a bit more about your data requirements.
Which currency pair(s)?
On which exchange(s)?
Coinbase? Binance? Bitmex? Deribit?
What data type(s)?
Trades? Order books? OHLCV? Exchange rates?
Historical or live?
Full historical access with real-time updates? Just 1 year of data? Only live updates?