Overview
As trading activity on Kalshi grows, so does the volume of settled markets, completed trades, and fulfilled orders. To keep the live API fast and responsive, Kalshi partitions exchange data into live and historical tiers.
Live endpoints return current and recent data — open and recently closed markets, active orders, and recent fills. Older data that is no longer actively referenced is made available through a separate set of historical endpoints.
This separation means that if you query for data that is older than the cutoff (described below), you’ll need to use the historical API instead of the standard live endpoints. The partitioning happens for markets, market_candlesticks,
trades, and orders. Old Events and Series will always still be available through their original endpoints.
How It Works
The boundary between live and historical data is defined by a set of cutoff timestamps, which you can retrieve at any time via GET /historical/cutoff. Any record older than the relevant cutoff must be queried through the corresponding historical endpoint.
The cutoff timestamps will be regularly updated, advancing forward over time. The target window for live data is approximately 3 months, though the initial cutoff will start at 1 year of lookback.
Cutoff Timestamps
| Field | Partitioned By | Meaning |
|---|
market_settled_ts | Market settlement time | Markets and their candlesticks that settled before this timestamp are only available via GET /historical/markets |
trades_created_ts | Trade fill time | Fills that occurred before this timestamp are only available via GET /historical/fills |
orders_updated_ts | Order cancellation or execution time | Orders canceled or fully executed before this timestamp are only available via GET /historical/orders |
Resting (active) orders are unaffected and always appear in GET /portfolio/orders, regardless of the cutoff.
Historical Endpoints
| Endpoint | Description |
|---|
GET /historical/cutoff | Returns the current cutoff timestamps |
GET /historical/markets | Settled markets older than the cutoff |
GET /historical/markets/{ticker} | Single historical market by ticker |
GET /historical/markets/{ticker}/candlesticks | Candlestick data for historical markets |
GET /historical/fills | Trade fills older than the cutoff |
GET /historical/orders | Canceled/executed orders older than the cutoff |
Impacted Live Endpoints
The following live endpoints will no longer return data older than the corresponding cutoff:
| Live Endpoint | Cutoff Field | Impact |
|---|
GET /markets, GET /markets/{ticker} | market_settled_ts | Settled markets and their candlesticks older than the cutoff will not appear |
GET /events with with_nested_markets=true | market_settled_ts | Nested markets older than the cutoff will not be included, only markets impacted |
GET /markets/trades, GET /portfolio/fills | trades_created_ts | Fills older than the cutoff will not appear |
GET /portfolio/orders | orders_updated_ts | Completed/canceled orders older than the cutoff will not appear (resting orders are unaffected) |
Migration Guide
- Fetch the cutoff — call
GET /historical/cutoff to get the current timestamps.
- Route queries accordingly — if the data you need is older than the relevant cutoff, use the corresponding
GET /historical/... endpoint instead.
- Combine results if needed — for use cases like building a complete fill history, query both the live and historical endpoints and merge the results.
For the time being, historical data is still available through the standard live endpoints. However, we are targeting March 6th, 2026 for the removal of historical data from the live API. Please migrate to the historical endpoints before this date.The initial cutoff timestamps are initially intended to be the same across *markets, trades, and orders, and to start with a 1 year lookback. Over time, the cutoff timestamps are intended to move up to approximately 2-3 months.
