Pricing
from $3.00 / 1,000 market collecteds
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Kalshi Market Data Scraper
Scrape settled Kalshi prediction markets with candlesticks & trades. Alert mode monitors active markets via Slack/Discord webhooks. Any category, resumable runs, auto-generated reports & CSV exports.
Pricing
from $3.00 / 1,000 market collecteds
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Backtest-ready Kalshi settlement data with candlesticks and optional trade-level data.
This Actor collects settled Kalshi markets across any category, bridges Kalshi's live and historical API split using GET /historical/cutoff, and emits one normalized dataset item per settled market. Runs are resumable — interrupted runs pick up where they left off without duplicating rows.
Features
- Any category — Economics, Politics, or any valid Kalshi category string
- Configurable lookback — no upper limit on
lookbackDays - All series in category — or narrow with
seriesAllowlist - Candlestick data — 1-minute, hourly, or daily intervals with auto-degradation for large runs
- Trade-level data — optional per-market trade history via
includeTrades - Partial failure handling — failed markets are skipped and logged (configurable via
skipFailedMarkets) - Budget-aware — returns partial results with
budgetExceeded: truewhen runtime budget is exceeded - Resumable — state is persisted after each market; re-running continues from the last checkpoint
- Structured JSON logging — configurable log level (debug/info/warn/error)
- Public REST only — no authentication required
Input
| Parameter | Type | Default | Description |
|---|---|---|---|
mode | string | "collect" | Operating mode: "collect" gathers settled market data, "alert" monitors active markets and sends webhook notifications. |
category | string | "Economics" | Kalshi market category to collect. |
lookbackDays | integer | 30 | Maximum lookback window in days. No upper limit if explicitly increased. |
seriesAllowlist | string[] | (all) | Optional series tickers. When empty, all series in the category are eligible. |
candlestickPeriodInterval | integer | 1440 | Candle interval in minutes: 1, 60, or 1440. May be auto-degraded. |
maxMarkets | integer | 25 | Optional ceiling on total market rows to emit. Remove or override for larger runs. |
excludeMultivariate | boolean | true | Skip mutually exclusive multivariate events. |
includeTrades | boolean | false | Fetch trade-level data for each market alongside candlesticks. |
skipFailedMarkets | boolean | true | Skip failed enrichments instead of aborting the entire run. |
requestRateLimitRps | number | 4 | Kalshi API request cap (1–10 requests per second). |
candlestickConcurrency | integer | 1 | Concurrent candlestick/trade fetches (1–5). |
logLevel | string | "info" | Minimum log level: debug, info, warn, error. |
totalRuntimeBudgetMs | integer | 480000 | Total runtime budget in milliseconds (default 8 min). |
degradationThresholds | object | {minuteToHourly: 25, hourlyToDaily: 100} | Market-count thresholds for auto-degrading candlestick interval. |
generateReport | boolean | false | Generate HTML and Markdown settlement analysis reports after collection. |
exportCsv | boolean | false | Export collected data as a CSV file in the key-value store. |
webhookUrl | string | (none) | Slack or Discord webhook URL for alert notifications. Required when mode is "alert". |
alertConditions | object[] | (none) | Price conditions to monitor in alert mode. Each has tickerPattern, field (lastPrice/yesAsk/yesBid), operator (above/below), thresholdDollars. |
Output
Each dataset row is a NormalizedMarketRow with the following fields:
Identifiers
runId,category,seriesTicker,seriesTitle,eventTicker,eventTitle,eventSubtitlemarketTicker,title,subtitle,marketType,status,result
Partition & Timestamps
sourcePartition—"live"or"historical"(determined by cutoff)settlementTs,closeTime,openTimeexpectedExpirationTime,expirationTime,latestExpirationTime,settlementTimerSeconds
Market Values (dollar-denominated fixed-point strings)
settlementValueDollars,lastPriceDollars,volumeFp,openInterestFp,liquidityDollarsyesAskDollars,yesBidDollars,noAskDollars,noBidDollarsyesAskSizeFp,yesBidSizeFp,notionalValueDollars
Pricing Structure & Rules
responsePriceUnits,priceLevelStructure,priceRangesstrikeType,floorStrike,capStrike,customStrikerulesPrimary,rulesSecondaryyesSubTitle,noSubTitle
Candlestick Data
usedHistoricalCutoffTs— the cutoff timestamp used for live/historical routingcandlestickPeriodInterval— the interval actually used (may differ from input if degraded)candlestickCount,candlestickStartTs,candlestickEndTscandlesticks[]— array ofCanonicalCandlestickobjects, each containingendPeriodTs,openInterestFp,volumeFp,price,yesAsk,yesBid(each withopenDollars,highDollars,lowDollars,closeDollars,meanDollars,previousDollars), andrawShape("live"or"historical")
Trade Data (when includeTrades: true)
includedTrades— whether trades were requestedtradeCount— number of trades collectedtrades[]— array ofNormalizedTradeobjects, each containingtradeId,ticker,count,yesPriceDollars,noPriceDollars,takerSide,createdTime
Diagnostics
warnings[]— per-market warnings (e.g., missing candlesticks, failed trade fetch)
Pricing
This Actor uses pay-per-event billing. You are only charged for what you use.
| Event | Price | When charged |
|---|---|---|
| Market collected | $0.003 | Each settled market collected with candlestick data |
| Market with trades | $0.005 | Each settled market collected with candlestick + trade data |
| Report generated | $0.01 | Once per run when generateReport: true |
| CSV exported | $0.005 | Once per run when exportCsv: true |
| Alert scan | $0.005 | Once per alert run when breaches are detected |
| Webhook sent | $0.01 | Once per alert run when webhook is delivered successfully |
Cost examples:
- 10 markets with candlesticks only → ~$0.03
- 10 markets with trades + report + CSV → ~$0.065
- Alert scan with no breaches → free (no charge)
No charge is applied for failed operations, empty results, or local test runs.
Notes
- Final inclusion uses
market.settlement_ts, not event close time. - Live and historical candlestick payloads use different field names; this Actor normalizes them into one canonical shape while preserving fixed-point string values.
- Deprecated cent-denominated market fields are not used.
- When markets exist in both live and historical APIs (near the cutoff boundary), the version with richer data is kept based on a completeness score.
- Candlestick interval is auto-degraded when the estimated market count exceeds configurable thresholds (1-min → 60-min → daily). The chosen interval and reason are reported in the summary.
- The run summary includes
budgetExceeded,failureCount,skippedMarketTickers, andwarningsfor operational visibility.
