Get Kalshi Orderbook Summary

Retrieve a bucketed best bid/best ask time series for a Kalshi market ticker on a UTC date or custom timestamp window.

GET /api/v1/kalshi/market/orderbook-summary

Get Kalshi Orderbook Summary

cURL

curl --request GET \
  --url https://api.entityml.com/api/v1/kalshi/market/orderbook-summary \
  --header 'Authorization: <authorization>'

200

{
  "market_ticker": "<string>",
  "date": "<string>",
  "resolution_seconds": 123,
  "data_points": 123,
  "data": [
    {
      "timestamp": 123,
      "quote_count": 123,
      "is_forward_filled": true,
      "best_bid": 123,
      "best_bid_size": 123,
      "best_ask": 123,
      "best_ask_size": 123,
      "mid_price": 123,
      "spread": 123,
      "best_bid_ohlc": {},
      "best_ask_ohlc": {},
      "mid_price_ohlc": {},
      "spread_ohlc": {}
    }
  ]
}

Request

Headers

Authorization · string · required

Bearer token. Example: Bearer YOUR_API_KEY

Query Parameters

ticker · string · required

The Kalshi market ticker. Values are normalized to uppercase.

date · string

The UTC date to summarize, formatted as YYYY-MM-DD. Required unless start_timestamp and end_timestamp are provided.

start_timestamp · integer

Inclusive lower timestamp bound in Unix seconds or milliseconds. Must be provided with end_timestamp.

end_timestamp · integer

Inclusive upper timestamp bound in Unix seconds or milliseconds. Must be provided with start_timestamp.

resolution · integer

Time bucket resolution in seconds. Default: 60. Valid range: 1 to 3600.

Use date for a full UTC day, or use start_timestamp and end_timestamp for a custom UTC window. Custom windows hydrate book state from earlier records in the loaded UTC date partitions and emit buckets inside the requested range.

Response

market_ticker · string

The Kalshi market ticker.

date · string

The requested date.

resolution_seconds · integer

The bucket size used to build the summary.

data_points · integer

Number of summary points returned.

data · array

Array of time buckets. Each bucket includes close values and OHLC candles:

Show Bucket fields

timestamp · integer

Bucket start timestamp in Unix milliseconds.

quote_count · integer

Number of reconstructed top-of-book observations in this bucket. Forward-filled buckets use 0.

is_forward_filled · boolean

true when no quote was observed in this bucket and values were carried forward from the previous bucket.

best_bid · number

Close value for the YES-side best bid in dollars.

best_bid_size · number

Close size for the best bid.

best_ask · number

Close value for the implied YES best ask derived from the NO book.

best_ask_size · number

Close size for the best ask.

mid_price · number

Close midpoint, computed as (best_bid + best_ask) / 2 when both sides are present.

spread · number

Close spread, computed as best_ask - best_bid when both sides are present.

best_bid_ohlc · object

OHLC values for every best-bid quote observed inside the bucket.

best_ask_ohlc · object

OHLC values for every best-ask quote observed inside the bucket.

mid_price_ohlc · object

OHLC values for every midpoint observed inside the bucket.

spread_ohlc · object

OHLC values for every spread observed inside the bucket.

Kalshi records from 2026-03-31 through 2026-04-24 can have null price payloads for affected tickers. In that window, summaries can show quote_count without populated bid, ask, midpoint, or spread values. See Data Quality.

Example

Python SDK

from entityml import EntityMLClient

client = EntityMLClient(api_key="YOUR_API_KEY")

summary = client.kalshi.get_orderbook_summary(
    ticker="KXBTC-26FEB2606-B60125",
    start_timestamp=1772103600000,
    end_timestamp=1772107199999,
    resolution=60,
)

print(summary["data_points"])

Example response

{
  "market_ticker": "KXBTC-26FEB2606-B60125",
  "date": null,
  "start_timestamp": 1772103600000,
  "end_timestamp": 1772107199999,
  "resolution_seconds": 60,
  "data_points": 1,
  "data": [
    {
      "timestamp": 1772103660000,
      "quote_count": 3,
      "is_forward_filled": false,
      "best_bid": 0.58,
      "best_bid_size": 12,
      "best_ask": 0.6,
      "best_ask_size": 14,
      "mid_price": 0.59,
      "spread": 0.02,
      "best_bid_ohlc": { "open": 0.57, "high": 0.58, "low": 0.57, "close": 0.58 },
      "best_ask_ohlc": { "open": 0.61, "high": 0.61, "low": 0.6, "close": 0.6 },
      "mid_price_ohlc": { "open": 0.59, "high": 0.595, "low": 0.585, "close": 0.59 },
      "spread_ohlc": { "open": 0.04, "high": 0.04, "low": 0.02, "close": 0.02 }
    }
  ]
}