Single asset cryptocurrency price feeds for financial professionals.
Asset Prices
Volume-weighted prices aggregated across real trading pairs
Optimal for simple valuation, trading, charting and analytics.
Features
• All Asset Pairs: Aggregated price and volume can be computed for any combination of base/quote.
• Trusted Prices:Calculations for each asset pair are only taken from real trading pairs, with no synthetic methodology used
• Exchange Filtering: Choose from 100+ exchange data sources.
Granularity
Ranging from 1mn to 1d
Methodology
For all instruments that match the base/quote combination, a VWAP is taken of all instrument-level VWAPs.
Cross Prices
Synthetic fiat or crypto conversions for all assets
Standardized prices for all crypto assets, optimal for price display. Available for any altcoin, no matter how liquid.
Features
• 200+ Fiat Currencies:USD, EUR, GBP, JPY, CAD conversions for any crypto asset
• Reliable Methodology:We calculate fiat conversions using a robust and heavily-tested methodology.
• Crypto Conversions: Prices can also be converted into crypto units, such as BTC.
Granularity
Ranging from 1mnto 1d
Methodology
Triangulation using the path of highest liquidity between pairs. Prices for pairs are computed using VWAP (Average Price).
Aggregated Quotes
Regulatory compliant crypto asset quotes, in real time
Aggregated Quotes address the fragmentation of crypto markets by providing a fair quote through a rigorous approach to crypto-instruments price valuation.
Features
• Real-time streaming: time-stamped reference Best Bid and Best Ask based on real time top of book prices from the Top 10 exchanges featured in Kaiko's Exchange Ranking.
• Proprietary methodology: Aggregated quotes is a US GAAP and EU AIFMD compliant Securities Pricing Service.
Granularity
Update Frequency: 5s
Aggregation Window: 10s
Methodology
Based on the calculation of the Best Bid VWAP and the Best Ask VWAP that are built on the basis of top of book data of selected top 10 exchanges from the Kaiko Exchange ranking, reviewed quarterly.
| Date | Price | Volume |
|---|---|---|
| 2021-12-13 16:38:00 | 47273.248 | 3.709 |
| 2021-12-13 16:37:00 | 47211.032 | 77.08 |
| 2021-12-13 16:36:00 | 47136.211 | 55.03 |
| 2021-12-13 16:35:00 | 47042.384 | 71.85 |
| 2021-12-13 16:34:00 | 46947.185 | 34.19 |
| 2021-12-13 16:33:00 | 47002.584 | 44.47 |
| 2021-12-13 16:32:00 | 47023.65 | 43.17 |
| 2021-12-13 16:31:00 | 46961.75 | 66.42 |
| 2021-12-13 16:30:00 | 46917.482 | 59.73 |
• Track volume-weighted prices for any trading pair
• Compare prices across exchanges for simple VWAP strategies
• Backtest aggregated or instrument-level price feeds at any granularity
• Available in both historical and live streaming formats
Asset Price is an aggregated BTC-USD price across the four exchanges.
• 200+ fiat currency conversions
• Price granularity ranging from 1 minute to 1 day
• Available through a robust REST or streaming API
• Seamless integration and onboarding assistance
Downloadable CSV files available through Amazon Web Services or Google Cloud Platform
Learn MoreReal-time and historical market data available through 15+ enterprise-grade endpoints
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Learn MoreWith Kaiko, you can:
