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 robust 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 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 volume 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.
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).
✓ Low-latency trade data from all top crypto exchanges.
✓ Normalized and timestamped data streams for easy consumption.
✓ No WebSocket subscription limits.
✓ Intuitive filtering of currency pairs and exchanges.
✓ Redundant, geographically-dispersed infrastructure.
✓ Low-latency, live data feeds for all top cryptocurrency exchanges.
✓ 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.
✓ 20,000+ cryptocurrency pairs, with new pairs added daily to our collection.
✓ Over a dozen API endpoints, with both historical and live data.
✓ 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).
✓ OHLCV [Open, High, Low, Close, Volume] candlesticks ranging from 1 second to 1 day.
✓ VWAP [Volume Weighted Average Price] 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.
✓ Bid-ask spread, BBO, market depth, slippage, mid-price, trade count.
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.
✓ 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.
✓ 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 and order book snapshots. We provide many data aggregations, including OHLCV [Open,High Low, Close, Volume], VWAP [Volume Weighted Average Price], transaction count, and several order book aggregations including market depth, spreads, and price slippage.You can learn more about our data types on our Data Dictionary here.
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)?
BTC/USD? ETH/USD?
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?
