How to get Kalshi order book and historical data

Base URL and auth

Production base URL: https://external-api.kalshi.com/trade-api/v2. Trade history and candlesticks are public. The order book endpoint is listed under authenticated requests, which use an API key ID plus an RSA-PSS signature on each request. Create a key from your account settings; read-only is enough for everything on this page.

1. Live order book

GET https://external-api.kalshi.com/trade-api/v2/markets/{ticker}/orderbook?depth=10

• depth: number of price levels per side, 0 (default) for all.
• Returns resting yes bids and no bids. A no bid at 40¢ is the same liquidity as a yes ask at 60¢, so convert when you build a single ladder.
• Prices come back in dollars as fixed-point strings; parse them as decimals, not floats, if you are doing accounting.

2. Trade history (public)

GET https://external-api.kalshi.com/trade-api/v2/markets/trades?ticker=KXBTC-26SEP02-B100000&limit=1000&min_ts=1756700000

• limit 1 to 1000, cursor for the next page (empty when done).
• min_ts / max_ts are Unix seconds.
• Each trade has yes_price_dollars, count_fp (contracts, 2 decimals), taker_outcome_side (yes or no) and created_time. Use taker side to reconstruct aggressor flow.

3. Candlesticks (historical prices, public)

GET https://external-api.kalshi.com/trade-api/v2/series/{series_ticker}/markets/{ticker}/candlesticks?start_ts=1754000000&end_ts=1756700000&period_interval=60

• period_interval: 1 (minute), 60 (hour) or 1440 (day).
• Each candle carries yes bid and yes ask OHLC, trade price OHLC (null if no trades), volume_fp and open_interest_fp.
• Add include_latest_before_start=true to get a synthetic opening candle for charts.

4. Older data: the historical endpoints

Live endpoints target about the last three months. Settled markets older than the cutoff move to a separate namespace with the same cursor pagination:

GET https://external-api.kalshi.com/trade-api/v2/historical/cutoff
GET https://external-api.kalshi.com/trade-api/v2/historical/markets
GET https://external-api.kalshi.com/trade-api/v2/historical/markets/{ticker}/candlesticks
GET https://external-api.kalshi.com/trade-api/v2/historical/trades
GET https://external-api.kalshi.com/trade-api/v2/historical/fills      (your own, authenticated)
GET https://external-api.kalshi.com/trade-api/v2/historical/positions  (your own, authenticated)

Check /historical/cutoff first so your script knows whether to hit the live or archived path for a given date.

5. A minimal Python loop

import requests, time
BASE = "https://external-api.kalshi.com/trade-api/v2"
def all_trades(ticker, min_ts):
    cursor = ""
    while True:
        r = requests.get(f"{BASE}/markets/trades",
                         params={"ticker": ticker, "limit": 1000,
                                 "min_ts": min_ts, "cursor": cursor}).json()
        yield from r["trades"]
        cursor = r.get("cursor") or ""
        if not cursor:
            break
        time.sleep(0.2)  # be polite to the rate limit

Rate limits are tiered by account; the public tier is fine for research if you sleep between pages. Store the fixed-point strings as decimals and convert contract counts with two decimal places.

Your own fills are the data that matters most

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