Pricing Services

Single asset cryptocurrency price feeds for financial professionals. 

Data Dictionary - API Documentation

A Complete Suite of Pricing Tools

Optimized for a range of financial activities

Asset Prices Monitoring

Asset Prices Monitoring

Compliant Price Reporting

Compliant Price Reporting

Fair Value determination

Fair Value determination

Asset Prices

Cryptocurrency Asset Price

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. 

•Transparent Data Source:For each aggregated price, you have the option to receive the instrument-level VWAP from each exchange used in the calculation

• 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

Cryptocurrency Asset Price

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

Cryptocurrency Asset Price

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 twice a year.

Normalized Data Sets

DatePriceVolumeTrade Count
2021-12-13 16:38:00 47273.2483.70967
2021-12-13 16:37:0047211.03277.081553
2021-12-13 16:36:0047136.21155.03902
2021-12-13 16:35:0047042.38471.85947
2021-12-13 16:34:0046947.18534.19817
2021-12-13 16:33:0047002.58444.47873
2021-12-13 16:32:0047023.6543.17791
2021-12-13 16:31:0046961.7566.42964
2021-12-13 16:30:0046917.48259.731054

Asset Prices for Real Trading Pairs. 

Our Asset Prices are designed for simple trading and analytics.

• 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. 

Standardized Prices for All Crypto Assets

Our Cross Prices are optimized for price display into any fiat currency.

• 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 

View Case Study

Data Delivery

CSV File Export

Downloadable CSV files available through Amazon Web Services or Google Cloud Platform

Learn More

REST API

Real-time and historical market data available through 15+ enterprise-grade endpoints

Learn More

Kaiko Stream

The most advanced live streaming data distribution service in the cryptocurrency industry

Learn More

Get started with Kaiko today

Let us know about your data requirements so we can set up a free trial of our data services or provide a custom price quote.

With Kaiko, you can:

  • Get access to 100+ exchanges and 10+ years of historical market data
  • Choose the delivery channels designed for your data needs
  • Benefit from integration assistance and priority support