Event OHLCV
Historical bars
Event OHLCV
OHLCV bars for every outcome under an event in one request.
GET
Event OHLCV
OHLCV bars for every outcome under an event in a single request. Works on Kalshi and Polymarket events. Same bar shape as Market OHLCV with one bar series per outcome.
Bars go back to 2026-03-21 for both Kalshi and Polymarket. Events whose markets all resolved before that date won’t have history.
For one specific market or arbitrary ids across multiple events, use Market OHLCV — pass the ids you want.
Parameters
Kalshi event ticker (e.g.
KXFEDDECISION-26JUN) or Polymarket event slug.Window start (ISO 8601), inclusive. Defaults to 30 days ago. Mutually exclusive with
last.Window end (ISO 8601), exclusive. Defaults to now. Mutually exclusive with
last.Window shorthand, e.g.
14d, 12h, 4w. See Market OHLCV for full syntax. Mutually exclusive with from/to.Bar size:
6h | 1d | 1w | 1m. Sub-6h granularity is not available.bars[] and stats shape and semantics are identical to Market OHLCV — including nullable bar fields, units of change_pct vs change_1d/7d/30d, and bar-count behavior of last=N.
Example
Response
Each outcome’s
close is its own market’s last YES price, not a normalized event probability. Across an event’s outcomes, closes typically sum slightly above 1 (~1.02–1.08) due to per-market bid/ask spreads — a few percent over is normal and not a data issue.Errors
| Code | Reason |
|---|---|
400 | Invalid window or interval. |
404 | event_id not in our pipeline, or the event has no markets in our snapshot pipeline. |