Get KLSI 1-Second OHLCV Candles

Retrieve 1-second OHLCV (Open, High, Low, Close, Volume) candle data for a Kalshi market.

What you get:

• OHLCV price data aggregated into 1-second buckets
• Volume metrics (bucket volume, cumulative volume)
• Best bid/ask at close of each bucket
• Open interest at close of each bucket
• Tick count per bucket

Use cases:

• High-frequency analysis
• Tick-level trading strategies
• Microstructure research

Note: Data is ordered by bucket_time ascending. Use limit parameter (up to 100,000) to control the number of candles returned.

GET /api/v1/klsi/{klsi_id}/ohlcv_1s

200

[
  {
    "bucket_time": "2023-11-07T05:31:56Z",
    "exchange": "<string>",
    "market_id": "<string>",
    "open": 123,
    "high": 123,
    "low": 123,
    "close": 123,
    "open_cum_volume": 123,
    "close_cum_volume": 123,
    "bucket_volume": 123,
    "close_yes_bid": 123,
    "close_yes_ask": 123,
    "close_open_interest": 123,
    "last_update_max": "2023-11-07T05:31:56Z",
    "ticks_count": 123
  }
]

Authorizations

X-API-Key · string · header · required

Your API key (get one from the test-key endpoint above)

Path Parameters

klsi_id · string · required

Kalshi market identifier

Query Parameters

limit · integer · default: 1000

Maximum number of candles to return (default: 1000, max: 100,000)

Required range: x <= 100000

Response

200

application/json

1-second OHLCV candle data

bucket_time · string<date-time>

Start time of the bucket

exchange · string

Exchange identifier (KLSI)

market_id · string

Market identifier

open · number

Opening price of the bucket

high · number

Highest price in the bucket

low · number

Lowest price in the bucket

close · number

Closing price of the bucket

open_cum_volume · integer

Cumulative volume at bucket open

close_cum_volume · integer

Cumulative volume at bucket close

bucket_volume · integer

Volume traded during this bucket

close_yes_bid · number

Best YES bid at bucket close

close_yes_ask · number

Best YES ask at bucket close

close_open_interest · integer

Open interest at bucket close

last_update_max · string<date-time>

Latest update time within the bucket

ticks_count · integer

Number of ticks (price updates) in the bucket