Pricing and Valuation Services

Customizable single and multi-asset price feeds for financial professionals 

Data Dictionary - API Documentation - Calculation Methodology

Optimized for a Range of Financial Activities

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NAV Calculations

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Allocation Strategies

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Portfolio Valuation

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Historical Backtesting

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Performance Benchmarking

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Index Structuring

Customize Your Price Feeds

We let you select the features you need for your unique pricing and valuation use cases

Exchange Selection

Filter data from a custom selection of trustworthy exchanges or leverage data from all exchanges. 

Fixing Time Frequency

Receive end-of-day and intraday price feeds at granularities ranging from 1 second to 1 day. 

Asset Weighting

Select which weight to assign each crypto asset depending on your portfolio allocation.

Outlier Management

Select a custom distribution of data points to filter out at the trade level for maximum robustness.

Time Windowing

Specify a symmetric time window around the fixing time to ensure accurate market value.

Price Denomination

Choose to receive data denominated in USD, EUR, GBP or 20+ fiat currencies.

Product Details

Data Output

A composite price is returned along with the reference price, contribution and weight for each constituent asset, determined by the parameters described above.

Data Delivery

Data is available through our REST API endpoint in real-time and up to 7 days history from the last fixing date. For more history, we can provide custom CSV files.

Single vs. Multi-Asset

Through the asset weighting feature, you can select multiple assets to include in the calculation of the composite price. For single assets, simply set the weighting as "1."

Additional Valuation Services

Reference Rates

Our reference rates are provided at the asset level and aggregate price data across all exchanges that the input trading pair is actively traded on. The calculation is a volume-weighted average price, and does not employ any additional features.

Exchange Cross Rates

We developed a simple exchange rate methodology for determining a cross rate for crypto assets that do not trade against fiat currencies. Our exchange rate API endpoint will give the price of any asset in USD and 20+ fiat currencies. 

Get Started With Kaiko Today

We can set up a trial of our pricing and valuation services or set up a call to give a demonstration.

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