Candles

Returns OHLCV (Open, High, Low, Close, Volume) candlestick data for Kalshi temperature prediction markets. Prices are in cents (0–100 range for binary markets).

Request

GET /api/v1/candles

Parameters

Name	Type	Required	Description
market	string	No	Market ticker (e.g., KXHIGHNY-26MAR20-T50)
event	string	No	Event ticker (e.g., KXHIGHNY-26MAR20)
station	string	No	Station code (e.g., NYC)
series	string	No	Series ticker (e.g., KXHIGHNY)
from	string	No	Start time (RFC3339 or YYYY-MM-DD). Default: 24h ago
to	string	No	End time (RFC3339 or YYYY-MM-DD). Default: now
interval	integer	No	Candle interval: 1, 5, 15, 30, 60, 1440
fill	string	No	Forward-fill gaps. Default: true. JSON only — ignored for csv/parquet
aggregate	integer	No	Roll up to a larger interval (minutes). E.g., 60 for hourly
tz	string	No	Timezone: UTC (default), station, or IANA name
format	string	No	Output format: json (default), csv, parquet
columns	string	No	Comma-separated column names to include (e.g., close,volume)
limit	integer	No	Max results (default 10000)
offset	integer	No	Pagination offset

Forward-fill

When fill=true (default), gaps between traded candles are filled with the previous close price:

• open = high = low = close = previous candle’s close
• volume = 0, open_interest = previous candle’s open_interest
• filled = true (so you can distinguish real trades from fills)

Note

Forward-fill is only available for JSON output. When using ?format=csv or ?format=parquet, the fill parameter is ignored and only real traded candles are returned. This prevents memory issues with large date ranges.

Aggregation

Set aggregate=60 to roll up 1-minute candles to hourly:

• open = first candle’s open
• high = max of all highs
• low = min of all lows
• close = last candle’s close
• volume = sum of all volumes

Example

curl "https://api.mostlyright.xyz/api/v1/candles?market=KXHIGHNY-26MAR20-T50&interval=1&from=2026-03-19T14:00:00Z&to=2026-03-19T14:05:00Z"

from therminal import TherminalClient

client = TherminalClient()
candles = client.candles(
    market="KXHIGHNY-26MAR20-T50",
    interval=1,
    from_date="2026-03-19",
    as_dataframe=True,  # returns Pandas DataFrame
)

Response

[
  {
    "market_ticker": "KXHIGHNY-26MAR20-T50",
    "period_interval": 1,
    "end_period_ts": "2026-03-19T14:02:00Z",
    "open": 42,
    "high": 45,
    "low": 40,
    "close": 43,
    "volume": 100,
    "open_interest": 500,
    "filled": false
  },
  {
    "market_ticker": "KXHIGHNY-26MAR20-T50",
    "period_interval": 1,
    "end_period_ts": "2026-03-19T14:03:00Z",
    "open": 43,
    "high": 43,
    "low": 43,
    "close": 43,
    "volume": 0,
    "open_interest": 500,
    "filled": true
  }
]

Try it

GET /api/v1/candles Send →

market

interval

from

to

fill

limit

Click "Send →" to try it live

Data source

Candle data is sourced from the Kalshi API. See Data Sources for full details on coverage, latency, and settlement rules.