Dataset

institutional-crypto-market-data

Aggregated trade, order book and derivatives feeds from more than one hundred crypto venues for institutional users.

Dataset card

Kaiko Institutional Crypto Market Data is a commercial dataset from Kaiko that aggregates trading activity across major crypto venues. It is tagged to cover trades, order books, derivatives and venues, positioning it as a broad market-microstructure product rather than a single-exchange feed.

What this dataset contains

The product is described as covering four asset classes of crypto market data: executed trades, order-book depth, derivatives and venue-level reference data. The publisher, Kaiko, is a well-known crypto market-data provider, so the file is expected to consolidate institutional-grade feeds from multiple centralized exchanges into a unified format. Coverage span (number of venues, assets or history) and update cadence are not stated in the supplied facts.

Structure and fields

The supplied schema does not list any column names, so the field layout cannot be described precisely. Based only on the tags, analysts should expect tables or schemas aligned to trades, order books, derivatives and venue metadata, but the exact identifiers, timestamps and price columns are unstated. No sample rows are provided, so values, units and naming conventions are unknown.

How analysts use it

Given the trade, order-book, derivatives and venue tags, plausible investment-fund use cases include monitoring cross-exchange liquidity, computing spread and depth metrics, and tracking derivatives positioning as a sentiment input. Because the dataset is commercial and the schema is unstated, any deeper workflow would require confirming field names, history depth and licensing terms directly with the publisher.

Documentation & references 2