KLSI
Get KLSI Best Bid/Ask Series
Retrieve a time-series of best bid and best ask prices for a market. This is the most efficient way to get price history without processing full orderbooks.
What you get
- Best bid price over time
- Best ask price over time
- Mid-price calculations
- Spread history
Use cases
- Build price charts
- Calculate historical spreads
- Analyze price movements
- Backtest trading strategies
Example
- Request:
GET /api/v1/klsi/KXNCAAFTOTAL-25NOV29NDSTAN-41/orderbook_analytics/best_quotes?limit=10 - Header:
X-API-Key: YOUR_API_KEY
GET
Authorizations
Your API key (get one from the test-key endpoint above)
Path Parameters
Kalshi market ID
Query Parameters
Maximum number of rows to return (default: 10 in docs, max: 10000). Use a higher limit in your code.
Response
200 - application/json
Best quotes series