What is TRS?
Kaiko is the leading provider of institutional grade cryptocurrency market data. We collect data from over 30 top cryptocurrency exchanges comprising of over 5,500 currency pairs. Our team of experienced technologists prioritize transparency and quality throughout every step of the data collection process.
What products do you offer?
We provide both raw and aggregate market data including: tick-by-tick trade data, order book data (1%, 10%, full), OHLCV, VWAP, and Count. You can purchase both historical data sets and on-going subscription models of up-to-date data. Our data is delivered to your cloud service provider through our Data Feed, accessed through our API, and streamed through our livestream services. Kaiko continuously expands its coverage of cryptocurrency market data, adding new currency pairs and exchanges daily.
What can your products be used for?
Whether you are a currency trader, hedge fund, researcher, financial institution, fintech startup, or regulator, it is essential to have a deep understanding of this complex market. Kaiko's data can be used for a wide range of applications such as:
- Training and backtesting automated trading systems and strategies.
- Gaining investment insights on cryptocurrencies and exchanges.
- Research and analysis by academics.
- Creating data visualizations or custom market indicators.
- Third-party integration into your platform, app, or website.
- Building financial models.
Are you currently hiring?
Yes! Our team in Paris, France is growing at the speed of light. We currently have several job openings, which you can find on the ‘Careers’ page. Can’t find anything that fits your profile but still interested? Drop us a line at [email protected], we are constantly looking for passionate and skilled people.
What is Trade Data?
Trade Data is a general term for tick-by-tick data, or all trades occurring on an exchange. Our Trade Data products consist of all tick-by-tick trade data, normalized and timestamped. We provide trade data for all exchanges and currency pairs covered by Kaiko.
What is an Order Book?
An order book is a list containing all outstanding buy or sell orders for a specific currency pair, organized by price level. An order book identifies the amount of the currency pair being bid or offered at a specific price, known as the market depth. An order to buy is called a ‘bid’ and an order to sell is called an ‘ask’. The exchange’s matching engine pairs up bids and asks, resulting in a trade.
All order books consist of Level 2 data. Our data is categorized in rows by: timestamp, order type (bid/ask), price, and amount.
Kaiko provides order book snapshots at various market depths:
- 10% Order Books: orders placed at +/- 10% of the mid-price
- 1% Order Books: order placed at +/- 1% of the mid-price (available upon request)
- Full Order Books: all outstanding market orders (available upon request)
For the full definition of an Order Book, see Investopedia - Order Book Definition.
What is Historical Data?
Historical data refers to all available data up until a certain point in time. TRS guarantees all historical datasets contain data up to 1 day before purchase of our product. For example, if you buy All Historical Trade Data from the exchange Bitstamp, you will receive all trade data from the moment we began coverage of the exchange to a day before your purchase.
We offer Historical Data for all of our products.
What is meant by 'bid' and 'ask'?
A ‘bid’ can be thought of as the highest price a buyer is willing to pay for a certain amount of an asset. This is in contrast to the ‘ask’, which is the lowest price a seller willing to sell an amount of an asset. The difference between these two is called the ‘spread’. In an Order Book, the ‘bid’ and ‘ask’ price are always accompanied by the amount of the asset being offered. In our Order Book datasets, bids are denoted as ‘b’ and asks as ‘a’.
Which exchanges and currency pairs do you support?
Currently, we cover 31 Exchanges: Binance, Bitfinex, BTC38, bitFlyer, Bitstamp, Bittrex, bithumb, BitMEX, Bit-Z, BtcBox, BTCChina, Cex.IO, Coinone, Ethfinex, EXX, Gatecoin, GDAX, Gemini, HitBTC, Huobi, itBit, Kraken, Korbit, Mt.Gox, OKCoin, OKEX, Poloniex, Quoine, WEX, YoBit and Zaif.
We provide data for over 5000 crypto-to-crypto and crypto-to-fiat currency pairs. We will provide a comprehensive and updated list of all currency pairs soon. For a full list of all covered exchanges and currency pairs, please send an email to [email protected].
Do you have data on futures?
Yes. We currently offer data on Bitmex and OKEx futures and will be adding to that list soon.
Why are there different prices for different exchange data?
Kaiko prices our datasets in proportion to the amount of data processed and stored. Due to several reasons, some exchanges contain way more data than others; thus, those datasets will cost more.
Where do you get your data from?
We get our data from the public APIs provided by the exchanges.
If the exchanges' APIs are publicly available, why would I pay Kaiko for their data?
Fair point. However, collecting, storing, and normalizing immense amounts of data from all different exchanges and currency pairs is quite a task. We aim to provide data of the highest quality and completeness available on the market, and that takes time and resources.
How do you guarantee that the data is complete?
We strive to provide the most complete and qualitative data on the market. However, we partially rely upon the exchanges’ API to ensure this. Due to downtime of these API's (for example, due to maintenance) we sometimes experience gaps in our data and cannot always guarantee 100% coverage.
We know that this can be problematic. That's why we are currently in the process of negotiating data distribution agreements directly with the exchanges in order to backfill past and missed trades.
Is it possible to backfill missing data?
We are in the process of securing data distribution agreements with several major exchanges with the aim of backfilling gaps in the data. Customers having bought market data containing gaps will be notified when backfilling becomes available.
Should you encounter any gaps in the obtained data, please do not hesitate to contact us and we will try to find a solution in a timely manner.