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Cryptocurrency Market Data.

Covering order books, trades, and contracts for 100+ spot and derivatives exchanges.

Trusted and accurate market data

Kaiko’s cryptocurrency Market Data has powered the industry since 2014, providing a global outlook on spot, derivatives, and decentralized cryptocurrency markets. It offers insights into the trades, order books, and derivatives contracts of over 100 centralized and decentralized exchanges.

  • Comprehensive Coverage
    All trades, orders,futures, and options contracts from over 100 centralized and decentralized exchanges.

  • Historical and Live
    The most complete historical data and real-time feeds.

  • Versatile Data Delivery
    Accessible via API, CSV file, real-time streaming, or various third-party data services such as BigQuery.

  • Fully Normalized
    Normalized data formats enabling seamless consumption.

  • Highly Granular
    L1 and L2 updates for order books, tick-level feeds, and highly-granular snapshots.

Comprehensive market data enabling you to make informed data-driven decisions

  • Risk management and hedging

    Conduct powerful analysis and risk management for speculative or hedging trading strategies.

  • Accurate Backtesting

    Backtest with confidence, based on accurate historical data.

  • Liquidity assessment

    Gain an in-depth understanding of an asset’s liquidity and market structure.

  • Opportunity identification

    Quickly spot unique and act upon unique trading opportunities, such as arbitrage.

    • OUR MARKET DATA SOLUTIONS

    Our Market Data products cover order books, trades, and derivatives contracts. Explore the data dictionary for in-depth details on each Market Data solution, including developer documentation, deployment methods, and data granularity.

  • TRADES

    TICK-LEVEL TRADES
    Every single trade on a given exchange. Includes insight on price, volume & direction of every trade.

    OHLCV CANDLESTICKS
    Open, high, low, close, and volume from any given trading period.

    VWAP
    Volume-weighted average price from any given trading period.

    TRADE COUNT
    The total number of trades from any given trading period.

     

  • ORDER BOOKS

    ORDER BOOK SNAPSHOTS
    A point-in-time view of an exchange’s order book. Includes market depth, price slippage, and bid-ask-spread.

    ORDER BOOK AGGREGATIONS
    An average of an exchange’s Order Book Snapshots from any given period.

    TICK-LEVEL-UPDATES
    Every single update order book update, provided in real-time.

    TOP-OF-BOOK
    Every single bid and ask on an exchange, provided in real-time.

     

  • DERIVATIVES

    DERIVATIVES METRICS
    Identify derivatives contracts and asses risk and price.

     

  • RELATED...

    IMPLIED VOLATILITY
    Assess future fluctuations of prices in the options market and manage risk.

    AGGREGATED QUOTES
    A real-time price for assets that considers the bids and best asks across a highly-vetted selection of exchanges.

     

    • Ready to get started with Market Data? 

    Our Market Data solutions are used by 200+ clients globally. Get in touch to request a demo and discover how they can help you.

    Request a demo