---
title: "Get Historical Fills"
method: GET
path: "/historical/fills"
tags: ["historical"]
---

# Get Historical Fills

`GET /historical/fills`

Endpoint for getting all historical fills for the member. A fill is when a trade you have is matched.

## Query parameters

- `ticker` string
- `max_ts` integer
- `limit` integer
- `cursor` string

## Response `200`

Fills retrieved successfully

- GetFillsResponse
  - `fills` Fill[], required
    - `fill_id` string, required — Unique identifier for this fill
    - `exchange_index` integer, required — Identifier for an exchange shard.
    - `trade_id` string, required — Unique identifier for this fill (legacy field name, same as fill_id)
    - `order_id` string, required — Unique identifier for the order that resulted in this fill
    - `ticker` string, required — Unique identifier for the market
    - `market_ticker` string, required — Unique identifier for the market (legacy field name, same as ticker)
    - `side` 'yes' | 'no' — Deprecated. Use `outcome_side` (or `book_side`) instead. See [Order direction](/getting_started/order_direction). This field will not be removed before May 14, 2026.
    - `action` 'buy' | 'sell' — Deprecated. Use `outcome_side` (or `book_side`) instead. See [Order direction](/getting_started/order_direction). This field will not be removed before May 14, 2026.
    - `outcome_side` 'yes' | 'no', required — The outcome side this fill positioned the user for. buy-yes and sell-no produce 'yes'; buy-no and sell-yes produce 'no'. `outcome_side` describes directional exposure only; it does not change the fill's price. A fill at price `p` with `outcome_side=no` is matched against an order at the same price `p` with `outcome_side=yes` — both parties trade at the same price, just on opposite directions. `outcome_side` and `book_side` will become the canonical way to determine fill direction. The legacy `action` and `side` fields will be deprecated in a future release — please migrate to these new fields.
    - `book_side` 'bid' | 'ask', required — Side of the book for an order or trade. For event markets, this refers to the YES leg only: `bid` means buy YES, `ask` means sell YES. (Selling YES is economically equivalent to buying NO at `1 - price`, but this endpoint quotes everything from the YES side.)
    - `count_fp` string, required — Fixed-point contract count string (2 decimals, e.g., "10.00"; referred to as "fp" in field names). Requests accept 0-2 decimal places (e.g., "10", "10.0", "10.00"); responses always emit 2 decimals. Fractional contract values (e.g., "2.50") are supported; the minimum granularity is 0.01 contracts.
    - `yes_price_dollars` string, required — Fixed-point US dollar string. Most request fields accept 2-4 decimal places (e.g., "0.56", "0.5600"); responses emit up to 6. Valid quote intervals for a given market are constrained by that market's price level structure.
    - `no_price_dollars` string, required — Fixed-point US dollar string. Most request fields accept 2-4 decimal places (e.g., "0.56", "0.5600"); responses emit up to 6. Valid quote intervals for a given market are constrained by that market's price level structure.
    - `is_taker` boolean, required — If true, this fill was a taker (removed liquidity from the order book)
    - `created_time` string, date-time — Timestamp when this fill was executed
    - `fee_cost` string, required — Fixed-point US dollar string. Most request fields accept 2-4 decimal places (e.g., "0.56", "0.5600"); responses emit up to 6. Valid quote intervals for a given market are constrained by that market's price level structure.
    - `subaccount_number` integer, nullable — Subaccount number (0 for primary, 1-63 for subaccounts). Present for direct users.
    - `ts` integer — Unix timestamp when this fill was executed (legacy field name)
  - `cursor` string, required

## Other responses

- `400` — Bad request
- `401` — Unauthorized
- `404` — Resource not found
- `500` — Internal server error

---

[API](https://skmtc.net/kalshi/apis/kalshi-trade-api-manual-endpoints.md) · [All operations](https://skmtc.net/kalshi/apis/kalshi-trade-api-manual-endpoints/llms.txt) · [OpenAPI document](https://skmtc-service-staging.skmtc.workers.dev/v1/apis/kalshi/kalshi-trade-api-manual-endpoints/revisions/6aec27d55fba/schema)