[
  {
    "market_id": "<string>",
    "venue": "<string>",
    "venue_market_id": "<string>",
    "server_time": 123,
    "ingest_time": 123,
    "price": 123,
    "delta": 123,
    "side": "<string>",
    "exchange": "<string>",
    "received_at": "2023-11-07T05:31:56Z"
  }
]

{
  "error": "<string>"
}

KLSI

Get KLSI Raw Orderbook Deltas

Retrieve raw orderbook delta data for a Kalshi market. Each row represents a single orderbook change event with the price level, size delta, and side.

What you get

Price level and size delta for each change
Bid/ask side indicator
Server and ingest timestamps for precise event ordering
Venue and exchange identifiers

Use cases

Reconstruct full orderbook history tick-by-tick
Analyze order flow and liquidity dynamics
Build high-frequency trading signals
Study market microstructure

Example

Request: GET /api/v1/klsi/AMAZONFTC-29DEC31/raw_deltas?limit=10
Header: X-API-Key: YOUR_API_KEY

GET

api

klsi

{klsi_id}

raw_deltas

[
  {
    "market_id": "<string>",
    "venue": "<string>",
    "venue_market_id": "<string>",
    "server_time": 123,
    "ingest_time": 123,
    "price": 123,
    "delta": 123,
    "side": "<string>",
    "exchange": "<string>",
    "received_at": "2023-11-07T05:31:56Z"
  }
]

{
  "error": "<string>"
}

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 ID

Query Parameters

limit

integer

default:10

Maximum number of rows to return (default: 10 in docs, max: 10000). Use a higher limit in your code.

Response

Raw orderbook delta data

market_id

string

Kalshi market identifier

venue

string

Venue identifier

venue_market_id

string

Venue-specific market identifier

server_time

integer<int64>

Server timestamp (nanoseconds)

ingest_time

integer<int64>

Ingest timestamp (nanoseconds)

price

integer

Price level in cents

delta

integer<int64>

Size change at this price level (positive = added, negative = removed)

side

string

Side of the orderbook (bid or ask)

exchange

string

Exchange identifier

received_at

string<date-time>

Timestamp when the delta was received

Getting Started

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Advanced Analytics

Get KLSI Raw Orderbook Deltas

What you get

Use cases

Example

Authorizations

Path Parameters

Query Parameters

Response