Vendor profile · Raw market data

Kaiko: coverage, history and pricing

Institutional market data, benchmarks and analytics

Checked against Kaiko's own pages between July 28, 2026 and October 1, 2026

Built by Aperiodic, which sells data too. This profile reports what Kaiko's own pages say, each fact linked and dated. It is not a review and ranks no one. Wrong or out of date? Email info@aperiodic.io.

Our judgement

Best suited to: Regulated and benchmark use, L2 aggregations
Main gotchas: No public pricing and a sales cycle

Opinion, from the facts below. Read them before you rely on it.

Key facts

Exchanges covered: Vendor claimBroad
kaiko.com ↗ · Sep 25, 2026
Earliest data available: 2010 for tick trades and OHLCV; order book snapshots from 2015, varies per exchange
docs.kaiko.com ↗ · Oct 1, 2026
How much history you actually get: Negotiated
kaiko.com ↗ · Sep 25, 2026
Entry price: On request
kaiko.com ↗ · Sep 25, 2026
Delivery format: REST API, cloud delivery (S3, BigQuery, Snowflake)
docs.kaiko.com ↗ · Oct 1, 2026
Self-serve signup: No
kaiko.com ↗ · Sep 25, 2026

What it is

What each vendor sells and who owns it.

Primary productWhat the vendor mainly sells.Every vendor on this row: Institutional market data, benchmarks and analytics
docs.kaiko.com/explore-our-data/data-dictionary
docs.kaiko.com
kaiko.com
Checked Jul 28, 2026
OwnershipWho owns or operates it. A change of owner can change pricing and the roadmap.Every vendor on this row: Independent; acquired Amberdata, announced June 2026
kaiko.com/news/kaiko-acquires-amberdata-in-landmark-digital-asset-data-consolidation
Checked Oct 1, 2026

Universe and integrity

Whether the data is usable for systematic research at all: coverage, history and timestamps. These rows come before the feature list on purpose.

Coverage

Exchanges coveredVenue coverage as the vendor documents it. Marketing figures we could not check are marked as vendor claims.Every vendor on this row: Vendor claimBroad
kaiko.com
Checked Sep 25, 2026
Full instrument universe per venueWhether every listed instrument on a covered venue is collected, not only the large pairs. A partial universe biases cross-sectional research.Every vendor on this row: Not verified
No source · Oct 1, 2026
Delisted / expired instruments retainedWhether delisted and expired instruments stay queryable. Without them a backtest carries survivorship bias.Every vendor on this row: YesInactive instruments stay in reference data with a last-trade time
docs.kaiko.com/rest-api/reference-data/exchange-trading-pair-codes-instruments
Checked Oct 1, 2026

History

Earliest data availableThe first date the vendor documents data for.Every vendor on this row: 2010 for tick trades and OHLCV; order book snapshots from 2015, varies per exchange
docs.kaiko.com/explore-our-data/data-dictionary
Checked Oct 1, 2026
How much history you actually getHow much history a plan includes, which is often less than the archive holds.Every vendor on this row: Negotiated
kaiko.com/about-kaiko/pricing-and-contracts
Checked Sep 25, 2026

Timestamps and revisions

Local / receive timestampWhen the vendor's collector received each message. You need it to model latency and avoid look-ahead.Every vendor on this row: PartialKaiko stamps its own snapshot request time
docs.kaiko.com
Checked Oct 1, 2026
Aggregations computed on local-timestamp orderingWhether bars and metrics are built in receive-time order, which matches what you could have known at the time.Every vendor on this row: Not documentedDocs don't say which timestamp bars are built on
docs.kaiko.com/rest-api/cefi-spot-market-data/tick-level-trades
Checked Oct 1, 2026
Data restated after publicationWhether published history gets revised. Silent revisions break reproducible backtests; versioned ones do not.Every vendor on this row: YesCorrections to history ship as a new dataset version, not silently
docs.kaiko.com/rest-api/general/getting-started/data-versioning
Checked Oct 1, 2026

What you get

Raw data types, and derived metrics delivered ready to use.

Raw data types

Tick tradesEvery trade print.Every vendor on this row: Yes
docs.kaiko.com/explore-our-data/data-dictionary
docs.kaiko.com/rest-api/general/getting-started/api-output/taker_side_sell-explained
docs.kaiko.com/rest-api/cefi-spot-market-data/tick-level-trades
Checked Oct 1, 2026
L2 book, incremental updatesIncremental order book updates that let you rebuild the book.Every vendor on this row: Yes
docs.kaiko.com/explore-our-data/data-dictionary
Checked Oct 1, 2026
L2 book, snapshotsPeriodic snapshots of the book at a fixed depth.Every vendor on this row: YesTo 10% depth every 30s (Kaiko)
docs.kaiko.com
Checked Oct 1, 2026
L3 / market-by-orderOrder-level data.Every vendor on this row: Not verified
No source · Oct 1, 2026
OptionsOptions data of any kind.Every vendor on this row: Yes
docs.kaiko.com/explore-our-data/data-dictionary
Checked Oct 1, 2026

Derived metric families, delivered ready to use

Bars: OHLCV, VWAP / TWAPReady-made price bars.Every vendor on this row: YesOHLCV and VWAP
docs.kaiko.com/explore-our-data/data-dictionary
Checked Oct 1, 2026
Order flow and flow toxicityTaker buy and sell volume, signed delta, CVD and toxicity measures such as VPIN.Every vendor on this row: PartialTick trades carry a taker-side flag; no taker volume, CVD or VPIN series
docs.kaiko.com/rest-api/general/getting-started/api-output/taker_side_sell-explained
Checked Oct 1, 2026
Trade size distributionVolume broken down by trade size.Every vendor on this row: Not verified
No source · Oct 1, 2026
Market impact: Amihud, Kyle lambdaPrice-impact measures such as Amihud illiquidity and Kyle's lambda.Every vendor on this row: Not verified
No source · Oct 1, 2026
Execution slippageMeasured or estimated execution cost against the best price.Every vendor on this row: Yes
docs.kaiko.com
Checked Oct 1, 2026
Realized volatility and jump structureRealized volatility, and jump measures such as bipower variation.Every vendor on this row: YesRealized and implied vol
docs.kaiko.com
Checked Jul 28, 2026
Tick and run structureUptick and downtick counts and run lengths.Every vendor on this row: Not verified
No source · Oct 1, 2026
L1 spread, depth, imbalanceTop-of-book spread, size and imbalance series.Every vendor on this row: YesBid-ask spread and market depth (L2 aggregations)
docs.kaiko.com
docs.kaiko.com
Checked Oct 1, 2026
L2 depth and imbalance by levelDepth and imbalance at fixed book levels or depth bands.Every vendor on this row: PartialDepth to 10% of book
docs.kaiko.com
Checked Oct 1, 2026
Derivatives: funding, OI, basis, mark vs indexFunding, open interest, basis, and mark against index price.Every vendor on this row: Yes
docs.kaiko.com/explore-our-data/data-dictionary
Checked Oct 1, 2026

Shape of the derived output

Aggregation intervals offeredThe bar and metric intervals on offer.Every vendor on this row: Any interval from 1 second to 1 day (Kaiko L2 aggregations)
docs.kaiko.com
Checked Oct 1, 2026
Breadth of derived catalogueHow much derived data the vendor publishes.Every vendor on this row: Broad: L2 aggregations, indices, vol surfaces
docs.kaiko.com
docs.kaiko.com
Checked Jul 28, 2026
Compute you still have to do yourselfOur judgementOur judgement of how much computation stays with you.Every vendor on this row: Our judgementLittle, for the metrics they cover
Opinion · Oct 1, 2026

Access and commercials

Delivery, limits, pricing and how to get started. Vendors gate access on different dimensions, so read what the price gates before comparing prices.

Delivery

Delivery formatHow the data reaches you.Every vendor on this row: REST API, cloud delivery (S3, BigQuery, Snowflake)
docs.kaiko.com
Checked Oct 1, 2026
Rate limits or volume capsRequest, transfer or volume limits.Every vendor on this row: Per contract
kaiko.com/about-kaiko/pricing-and-contracts
Checked Sep 25, 2026
Friction on a full historical backfillWhat slows down pulling the full history.Every vendor on this row: Per contract
kaiko.com/about-kaiko/pricing-and-contracts
Checked Sep 25, 2026

Pricing model

How the pricing worksHow the price is structured.Every vendor on this row: Negotiated contract
kaiko.com/about-kaiko/pricing-and-contracts
Checked Sep 25, 2026
What the price gatesWhat the plans restrict. Read this before comparing the prices below it.Every vendor on this row: Scope of the contract
kaiko.com/about-kaiko/pricing-and-contracts
Checked Sep 25, 2026
Full historical data access on a monthly subscriptionWhether a month-to-month plan unlocks the whole history, or full history needs yearly billing or a contract.Every vendor on this row: Not documentedAccess and pricing are set in a contract
kaiko.com/about-kaiko/pricing-and-contracts
Checked Sep 25, 2026
Entry priceThe cheapest listed way in.Every vendor on this row: On request
kaiko.com/about-kaiko/pricing-and-contracts
Checked Sep 25, 2026
What you get at the entry priceWhat the cheapest plan includes.Every vendor on this row: Nothing published; scope and price are set in the contract
kaiko.com/about-kaiko/pricing-and-contracts
Checked Sep 25, 2026

Getting started

Usable without an API keyWhether you can try the data before creating a key.Every vendor on this row: PartialKaiko free tier for reference data
docs.kaiko.com
Checked Jul 28, 2026 · due for re-check
Self-serve signupWhether you can sign up and pay without talking to sales.Every vendor on this row: No
kaiko.com/about-kaiko/pricing-and-contracts
Checked Sep 25, 2026

Next to similar vendors

Other raw market data vendors on the rows buyers ask about first. Open them side by side in the full table.

	Kaiko	Tardis.dev	Exchange archives	CoinAPI
Exchanges covered	Vendor claimBroad	50+, over 50,000 instruments	One per archive	Vendor claim400+
Earliest data available	2010 for tick trades and OHLCV; order book snapshots from 2015, varies per exchange	2019-03-30 for most venues; Binance USDS-M futures from 2019-11-17	Varies by venue; Binance spot klines from 2017	2014-02-24 archive start; varies per symbol and data type
Local / receive timestamp	PartialKaiko stamps its own snapshot request time	Yes100ns precision	NoThere is no collector	YesTime_coinapi (receive time) next to time_exchange
L2 book, incremental updates	Yes	Yes	PartialVaries by venue	Yes
Order flow and flow toxicity	PartialTick trades carry a taker-side flag; no taker volume, CVD or VPIN series	No	No	No
Entry price	On request	$350/month (Academic, Perpetuals or Options plan, quarterly or yearly billing only); Solo from $700/month	Free	From $79/month
Full historical data access on a monthly subscription	Not documentedAccess and pricing are set in a contract	NoMonthly billing includes 4 months of history; everything since 2019-03-30 needs yearly Business billing	YesFree with no subscription	Not verified
Self-serve signup	No	Yes	Yes	Yes

Sources

Every page this profile cites, with the date we last read it.

Kaiko docs: Level 2 aggregations
- docs.kaiko.com/
L2 aggregations: market depth, bid-ask spread, price slippage; any interval from 1 second to 1 day. Sheet path: docs.kaiko.com/rest-api/.../level-2-aggregations
Checked October 1, 2026
Kaiko docs: raw order book snapshots
- docs.kaiko.com/
Raw order book snapshots to 10% depth every 30 seconds; full 10% not collectable on all venues. Snapshot timestamp is when Kaiko sends the REST request to the exchange; venue timestamp also returned, empty where not provided. Sheet paths: docs.kaiko.com/.../raw-order-book-snapshot, /bid-ask-spread-aggregation and docs.kaiko.com/cloud-delivery/.../raw-order-book-snapshot
Checked October 1, 2026
Kaiko developer hub
- docs.kaiko.com/
Free, advanced and premium tiers for reference data; Fair Market Value and vol analytics
Checked July 28, 2026
Kaiko news: Kaiko acquires Amberdata
- www.kaiko.com/news/kaiko-acquires-amberdata-in-landmark-digital-asset-data-consolidation
Acquired Amberdata, incl. GVOL options analytics; announced June 2026
Checked October 1, 2026
Kaiko reference data: instruments
- docs.kaiko.com/rest-api/reference-data/exchange-trading-pair-codes-instruments
Delisted retained: Yes, inactive instruments stay in reference data with a last-trade time
Checked October 1, 2026
Kaiko data dictionary
- docs.kaiko.com/explore-our-data/data-dictionary
Earliest data: 2010 for tick trades and OHLCV; order book snapshots from 2015, varies per exchange. Full order book (all bids and asks) only from August 2023, top of book from December 2022. OHLCV and VWAP products listed.
Checked October 1, 2026
Kaiko docs: data versioning
- docs.kaiko.com/rest-api/general/getting-started/data-versioning
Restatement: Yes, corrections to history ship as a new dataset version, not silently
Checked October 1, 2026
Kaiko docs: taker side explained
- docs.kaiko.com/rest-api/general/getting-started/api-output/taker_side_sell-explained
Order flow: Partial, tick trades carry a taker-side flag; no taker volume, CVD or VPIN series
Checked October 1, 2026
Kaiko docs: tick-level trades (checked, bar timestamp not stated)
- docs.kaiko.com/rest-api/cefi-spot-market-data/tick-level-trades
Bar build timestamp not stated (trade timestamp is exchange or collection time)
Checked October 1, 2026
Kaiko homepage
- www.kaiko.com/
Product and coverage claims. Also cited on aperiodic.io/compare/aperiodic-vs-kaiko.
Checked September 25, 2026
Kaiko pricing and contracts
- www.kaiko.com/about-kaiko/pricing-and-contracts
No public price list; access and pricing are set in a contract. Also cited on aperiodic.io/compare/aperiodic-vs-kaiko.
Checked September 25, 2026

Kaiko

kaiko.com

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