--- title: "Get Historical Markets" method: GET path: "/historical/markets" tags: ["historical"] --- # Get Historical Markets `GET /historical/markets` Endpoint for getting markets that have been archived to the historical database. Filters are mutually exclusive. ## Query parameters - `limit` integer - `cursor` string - `tickers` string - `event_ticker` string - `series_ticker` string - `mve_filter` 'exclude', nullable ## Response `200` Historical markets retrieved successfully - GetMarketsResponse - `markets` Market[], required - `ticker` string, required - `event_ticker` string, required - `market_type` 'binary' | 'scalar', required — Identifies the type of market - `title` string - `subtitle` string - `yes_sub_title` string, required — Shortened title for the yes side of this market - `no_sub_title` string, required — Shortened title for the no side of this market - `created_time` string, date-time, required - `updated_time` string, date-time, required — Time of the last non-trading metadata update. - `open_time` string, date-time, required - `close_time` string, date-time, required - `expected_expiration_time` string, date-time, nullable — Time when this market is expected to expire - `expiration_time` string, date-time - `latest_expiration_time` string, date-time, required — Latest possible time for this market to expire - `settlement_timer_seconds` integer, required — The amount of time after determination that the market settles - `status` 'initialized' | 'inactive' | 'active' | 'closed' | 'determined' | 'disputed' | 'amended' | 'finalized', required — The current status of the market in its lifecycle. - `yes_bid_dollars` string, required — US dollar amount as a fixed-point decimal string with up to 6 decimal places of precision. This is the maximum supported precision; valid quote intervals for a given market are constrained by that market's price level structure. - `yes_bid_size_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_ask_dollars` string, required — US dollar amount as a fixed-point decimal string with up to 6 decimal places of precision. This is the maximum supported precision; valid quote intervals for a given market are constrained by that market's price level structure. - `yes_ask_size_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. - `no_bid_dollars` string, required — US dollar amount as a fixed-point decimal string with up to 6 decimal places of precision. This is the maximum supported precision; valid quote intervals for a given market are constrained by that market's price level structure. - `no_ask_dollars` string, required — US dollar amount as a fixed-point decimal string with up to 6 decimal places of precision. This is the maximum supported precision; valid quote intervals for a given market are constrained by that market's price level structure. - `last_price_dollars` string, required — US dollar amount as a fixed-point decimal string with up to 6 decimal places of precision. This is the maximum supported precision; valid quote intervals for a given market are constrained by that market's price level structure. - `volume_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. - `volume_24h_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. - `result` 'yes' | 'no' | 'scalar' | '', required - `can_close_early` boolean, required - `open_interest_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. - `notional_value_dollars` string, required — US dollar amount as a fixed-point decimal string with up to 6 decimal places of precision. This is the maximum supported precision; valid quote intervals for a given market are constrained by that market's price level structure. - `previous_yes_bid_dollars` string, required — US dollar amount as a fixed-point decimal string with up to 6 decimal places of precision. This is the maximum supported precision; valid quote intervals for a given market are constrained by that market's price level structure. - `previous_yes_ask_dollars` string, required — US dollar amount as a fixed-point decimal string with up to 6 decimal places of precision. This is the maximum supported precision; valid quote intervals for a given market are constrained by that market's price level structure. - `previous_price_dollars` string, required — US dollar amount as a fixed-point decimal string with up to 6 decimal places of precision. This is the maximum supported precision; valid quote intervals for a given market are constrained by that market's price level structure. - `liquidity_dollars` string — US dollar amount as a fixed-point decimal string with up to 6 decimal places of precision. This is the maximum supported precision; valid quote intervals for a given market are constrained by that market's price level structure. - `settlement_value_dollars` string — US dollar amount as a fixed-point decimal string with up to 6 decimal places of precision. This is the maximum supported precision; valid quote intervals for a given market are constrained by that market's price level structure. - `settlement_ts` string, date-time, nullable — Timestamp when the market was settled. Only filled for settled markets - `expiration_value` string, required — The value that was considered for the settlement - `occurrence_datetime` string, date-time, nullable — The recorded datetime when the underlying event occurred, if available - `fee_waiver_expiration_time` string, date-time, nullable — Time when this market's fee waiver expires - `early_close_condition` string, nullable — The condition under which the market can close early - `strike_type` 'greater' | 'greater_or_equal' | 'less' | 'less_or_equal' | 'between' | 'functional' | 'custom' | 'structured' — Strike type defines how the market strike is defined and evaluated - `floor_strike` number, double, nullable — Minimum expiration value that leads to a YES settlement - `cap_strike` number, double, nullable — Maximum expiration value that leads to a YES settlement - `functional_strike` string, nullable — Mapping from expiration values to settlement values - `custom_strike` object, nullable — Expiration value for each target that leads to a YES settlement - `rules_primary` string, required — A plain language description of the most important market terms - `rules_secondary` string, required — A plain language description of secondary market terms - `mve_collection_ticker` string — The ticker of the multivariate event collection - `mve_selected_legs` MveSelectedLeg[] - `event_ticker` string — Unique identifier for the selected event - `market_ticker` string — Unique identifier for the selected market - `side` string — The side of the selected market - `yes_settlement_value_dollars` string — US dollar amount as a fixed-point decimal string with up to 6 decimal places of precision. This is the maximum supported precision; valid quote intervals for a given market are constrained by that market's price level structure. - `primary_participant_key` string, nullable - `price_level_structure` string, required — Price level structure for this market, defining price ranges and tick sizes - `price_ranges` PriceRange[], required — Valid price ranges for orders on this market - `start` string, required — Starting price for this range in dollars - `end` string, required — Ending price for this range in dollars - `step` string, required — Price step/tick size for this range in dollars - `is_provisional` boolean — If true, the market may be removed after determination if there is no activity on it - `exchange_index` integer — Identifier for an exchange shard. Defaults to 0 if unspecified. - `cursor` string, required ## Other responses - `400` — Bad request - invalid input - `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/versions/6e6402bf667d/schema)