Historical Data - API Documentation

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, orders, and market_positions. 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 3 months.

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	Trades that occurred before this timestamp are only available via `GET /historical/trades`. User fills 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`
`market_positions_last_updated_ts`	Position last-update time	Settled positions archived from the live data set before this timestamp are only available via `GET /historical/positions`. Positions are archived per whole event: an event’s positions all remain live until every market in the event has settled, regardless of how old the oldest settled market is, and are never split across the two endpoints

Resting (active) orders are unaffected and always appear in GET /portfolio/orders, regardless of the cutoff. Likewise, unsettled positions always appear in GET /portfolio/positions.

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/trades`	All trades older than the cutoff
`GET /historical/fills`	User-scoped trade fills older than the cutoff
`GET /historical/orders`	Canceled/executed orders older than the cutoff
`GET /historical/positions`	User-scoped settled positions archived from the live data set

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`	`trades_created_ts`	Trades older than the cutoff will not appear
`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)
`GET /portfolio/positions`	`market_positions_last_updated_ts`	Settled positions archived from the live data set will not appear (unsettled positions 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.

The historical endpoints support the same cursor-based pagination as their live counterparts.

​Overview

​How It Works

​Cutoff Timestamps

​Historical Endpoints

​Impacted Live Endpoints

​Migration Guide

Overview

How It Works

Cutoff Timestamps

Historical Endpoints

Impacted Live Endpoints

Migration Guide