Data Sources
Candle Data (OHLCV)
Section titled “Candle Data (OHLCV)”| Source | Coverage | Latency | Notes |
|---|---|---|---|
| Kalshi API | 2021–present | ~5 minutes | 1-minute candlesticks for all temperature markets |
Candles are polled every 5 minutes from the Kalshi public API. Only candles with actual trades are stored (sparse storage). Forward-fill is applied at query time to create continuous time series.
Kalshi temperature markets cover daily high and low temperatures for 20 US cities. Markets open approximately 10:00 AM ET the day before the weather date and close at 11:59 PM ET on the weather date. Prices are in cents (0–100 range for binary contracts).
Weather Observations (METAR/SPECI)
Section titled “Weather Observations (METAR/SPECI)”| Source | Type | Coverage | Latency | Notes |
|---|---|---|---|---|
| AWC | Live METAR + SPECI | Last 15 days | 2–6 minutes | Primary live source. Polled every 5 seconds. |
| IEM | Historical METAR + SPECI | 2000–present | Hours–days | Iowa Environmental Mesonet. Primary historical archive. |
| NOAA ISD | Historical METAR + SPECI | 1943–present | Days–months | Gap-fill fallback for missing IEM data. |
Observation fields
Section titled “Observation fields”30 fields including temperature, dewpoint, wind (speed/direction/gust), barometric pressure, visibility, sky cover (4 layers), weather codes, precipitation, peak wind, feels-like temperature, snow depth, and raw METAR text.
Station list
Section titled “Station list”20 NWS stations covering major US cities:
| Code | City | Timezone |
|---|---|---|
| NYC | New York (Central Park) | America/New_York |
| LAX | Los Angeles | America/Los_Angeles |
| ORD | Chicago (O’Hare) | America/Chicago |
| MDW | Chicago (Midway) | America/Chicago |
| DEN | Denver | America/Denver |
| MIA | Miami | America/New_York |
| ATL | Atlanta | America/New_York |
| DFW | Dallas-Fort Worth | America/Chicago |
| HOU | Houston | America/Chicago |
| BOS | Boston | America/New_York |
| AUS | Austin | America/Chicago |
| LAS | Las Vegas | America/Los_Angeles |
| PHX | Phoenix | America/Phoenix |
| MSY | New Orleans | America/Chicago |
| SEA | Seattle | America/Los_Angeles |
| SFO | San Francisco | America/Los_Angeles |
| DCA | Washington DC | America/New_York |
| PHL | Philadelphia | America/New_York |
| PHI | Philadelphia (alt) | America/New_York |
| TPA | Tampa | America/New_York |
Daily Climate Reports (CLI)
Section titled “Daily Climate Reports (CLI)”| Source | Report Types | Coverage | Notes |
|---|---|---|---|
| IEM | Final, Correction, Preliminary | ~2002–present | Official NWS CLI products |
| ACIS | Estimated | 1930–present | GHCN-Daily derived. Gap filler only. |
Report type priority
Section titled “Report type priority”| Type | Priority | Description |
|---|---|---|
final | Highest (3) | Official daily report, issued next morning |
correction | High (2) | Corrected report (rare) |
preliminary | Medium (1) | Not used for Kalshi settlement |
estimated | Lowest (0) | ACIS-derived from GHCN-Daily. Tagged source: acis. Never overwrites real reports. |
Settlement rules
Section titled “Settlement rules”Kalshi uses the first non-preliminary CLI report for market settlement. If a final report says the NYC high was 52°F, the “Will NYC high exceed 50°F?” market settles YES.
Post-settlement corrections are tracked but do not change the settlement outcome.
Known gaps
Section titled “Known gaps”Some stations have historical gaps in CLI report coverage. Use the climate gaps analysis endpoint to identify missing dates for any station.