---
title: "Get Historical Trades"
method: GET
path: "/historical/trades"
tags: ["historical"]
---

# Get Historical Trades

`GET /historical/trades`

Endpoint for getting all historical trades for all markets. Trades that were filled before the historical cutoff are available via this endpoint. Block trades are included by default and identified by the `is_block_trade` field; use the `is_block_trade` query parameter to filter by block / non-block. See [Historical Data](https://docs.kalshi.com/getting_started/historical_data) for details.

## Query parameters

- `ticker` string
- `min_ts` integer
- `max_ts` integer
- `limit` integer
- `cursor` string
- `is_block_trade` boolean

## Response `200`

Historical trades retrieved successfully

- GetTradesResponse
  - `trades` Trade[], required
    - `trade_id` string, required — Unique identifier for this trade
    - `ticker` string, required — Unique identifier for the market
    - `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.
    - `taker_side` 'yes' | 'no' — Deprecated. Use `taker_outcome_side` (or `taker_book_side`) instead. See [Order direction](/getting_started/order_direction). This field will not be removed before May 14, 2026.
    - `taker_outcome_side` 'yes' | 'no', required — The outcome side the taker is positioned for. buy-yes and sell-no produce 'yes'; buy-no and sell-yes produce 'no'. `taker_outcome_side` describes directional exposure only; it does not change the trade's price. A trade at price `p` with `taker_outcome_side=no` is matched against the maker at the same price `p` with the opposite direction — both parties trade at the same price. `taker_outcome_side` and `taker_book_side` will become the canonical way to determine trade direction. The legacy `taker_side` field will be deprecated in a future release — please migrate to these new fields.
    - `taker_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.)
    - `created_time` string, date-time, required — Timestamp when this trade was executed
    - `is_block_trade` boolean, required — True if this trade was matched off-book as a block trade (e.g. via RFQ / negotiated block proposal); false for trades that filled on the standard order book.
  - `cursor` string, required

## Other responses

- `400` — Bad request - invalid input
- `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)