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The BitMEX Price Index developed by Kaiko provides the reference price on which all BitMEX Bitcoin Products are priced. It is freely available and easily replicable. Weights of the exchanges : The weights are calculated every last Friday of the month at 12:01 UTC . The previous 30 days of trade volume data are used in this calculation. BTC-USD trades from OKCoin, Bitfinex and Bitstamp are included. No exchange may have a weight over 50% Price update : The price is updated every 5 seconds. The BitMEX index is available 24/7.

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Kaiko - Bitmex Price Index by Kaiko
The BitMEX Price Index developed by Kaiko provides the reference price on which all...
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