Index data · Distribution and licensing
Index Data and Distribution
The CCi30 Cryptocurrency Index has been calculated and published continuously since 2 January 2015. This page sets out the publication conventions, data access channels, identifiers and licensing terms applicable to CCi30 index data.
Enquiries from data vendors, distribution platforms and prospective licensees are directed to the contact set out below.
Index identification
| Full name | CCi30 Cryptocurrency Index |
|---|---|
| Short name | CCi30 |
| Vendor code | CCI30 |
| Asset class | Digital assets |
| Index type | Price return |
| Denomination currency | USD |
| Base date | |
| Base value | 100.00 |
| First real-time publication | |
| Constituents | 30 |
| Administrator | CS&P DAO LLC, Wyoming, United States |
Methodology
The Index measures the performance of the thirty largest cryptocurrencies by adjusted market capitalisation. Constituent selection and weighting are determined by published mathematical rules. No committee discretion is applied.
| Eligible universe | Cryptocurrencies with continuous price and volume data across qualifying venues |
|---|---|
| Exclusions | Stablecoins and pegged assets, which are excluded as fiat derivatives |
| Selection | The thirty largest constituents by adjusted market capitalisation |
| Adjusted market capitalisation | Exponentially weighted moving average of market capitalisation, three-day half-life |
| Weighting | Proportional to the square root of adjusted market capitalisation |
| Weight rebalancing | Monthly |
| Constituent reconstitution | Quarterly |
The governing methodology is set out in full in the CCi30 Methodology Manual. The Index is administered in a manner aligned to the IOSCO Principles for Financial Benchmarks.
Calculation and publication
Cryptocurrency markets trade continuously. The Index is calculated on a twenty-four hour basis, seven days a week, and observes no market holidays.
Values published during a session are indicative. The value calculated at the official close is the sole official value for that session and is the value on which all published statistics, performance data and licensed reporting are based.
Where a material error in an official close is identified, a correction notice is published identifying the affected session, the erroneous value, the corrected value and the cause, and is issued to all entitled counterparties. Indicative intraday values are not restated.
Data access
Historical series
The complete daily series from inception is available for download in CSV format, together with constituent composition and weights.
Download index data Constituents and weights
Application programming interface
Index values are available programmatically over HTTPS in JSON format. Access requires an API key issued to a named counterparty.
Two entitlement tiers are operated:
- End-of-day. Official closing values, made available for non-commercial use under the terms set out below.
- Real-time and constituent-level. Intraday values, constituent composition and weights, available under licence.
Vendor and platform distribution
Index values can be delivered in counterparty-specified format and transport, including scheduled file delivery over SFTP, webhook delivery, and contribution to channels operated by receiving data vendors. Format, transport and redistribution rights are agreed at onboarding.
Data vendors and distribution platforms seeking to carry the CCi30 Index are invited to make contact. A Data Availability Sheet setting out full technical specifications is provided on request.
Identifiers
| European Union trade mark | 017282351 |
|---|---|
| United States trade mark | 5,640,753 |
Licensing and permitted use
The CCi30 Index, its methodology, its name and its associated marks are the property of CS&P DAO LLC.
Official end-of-day index values are made available free of charge for non-commercial use under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International licence (CC BY-NC-ND 4.0). Non-commercial use includes academic research, journalism and personal analysis, and requires attribution to the CCi30 Cryptocurrency Index.
Commercial use requires a written licence from the Administrator. Commercial use includes, without limitation:
- Use of the Index as a benchmark for any fund, investment product, structured product or exchange-traded product
- Use of the Index in performance reporting, factsheets, client reporting or marketing materials
- Redistribution of index values, whether in whole or in part, and whether or not for charge
- Display of index values within any commercial product, platform, application or service
- Use of the Index in the construction of derivative works, including tracking portfolios and replicating strategies
- Any use of the CCi30 name or marks in connection with a commercial offering
Licences are granted on a tiered basis according to the nature and scale of use. Licensees are recorded in the Administrator’s register.
No licence is granted by implication, by course of dealing, or by the availability of index data on this website. Use of index data does not confer any right in the Index, its methodology, or its marks.
Independent validation
The CCi30 Index has been the subject of independent peer-reviewed academic examination. Alexander and Dakos (2020), published in Quantitative Finance, audited the construction and data integrity of the principal cryptocurrency indices then available and found that the CCi30 exhibited the highest accuracy among the indices examined.
Contact
Licensing, distribution and vendor onboarding enquiries:
Licensing, CCi30 Indexinfo at cci30 dot com
CCi30® is a registered trade mark. EUTM 017282351; US Reg. No. 5,640,753.
This page was last updated on .