---
title: "Get Markets"
method: GET
path: "/markets"
tags: ["market"]
---

# Get Markets

`GET /markets`

Filter by market status. Possible values: `unopened`, `open`, `closed`, `settled`. Leave empty to return markets with any status.
 - Only one `status` filter may be supplied at a time.
 - Timestamp filters will be mutually exclusive from other timestamp filters and certain status filters.

 | Compatible Timestamp Filters | Additional Status Filters| Extra Notes |
 |------------------------------|--------------------------|-------------|
 | min_created_ts, max_created_ts | `unopened`, `open`, *empty* | |
 | min_close_ts, max_close_ts | `closed`, *empty* | |
 | min_settled_ts, max_settled_ts | `settled`, *empty* | |
 | min_updated_ts | *empty* | Incompatible with all filters besides `mve_filter=exclude`. May be combined with `series_ticker`, which requires `mve_filter=exclude` |

 Markets that settled before the historical cutoff are only available via `GET /historical/markets`. See [Historical Data](https://docs.kalshi.com/getting_started/historical_data) for details.

## Query parameters

- `limit` integer
- `cursor` string
- `event_ticker` string
- `series_ticker` string
- `min_created_ts` integer
- `max_created_ts` integer
- `min_updated_ts` integer
- `max_close_ts` integer
- `min_close_ts` integer
- `min_settled_ts` integer
- `max_settled_ts` integer
- `status` 'unopened' | 'open' | 'paused' | 'closed' | 'settled'
- `tickers` string
- `mve_filter` 'only' | 'exclude'

## Response `200`

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
- `401` — Unauthorized
- `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/6e6402bf667d/schema)