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GET
/
events
/
{event_id}
/
ohlcv
Event OHLCV
curl --request GET \
  --url https://api.oddpool.com/events/{event_id}/ohlcv

Documentation Index

Fetch the complete documentation index at: https://docs.oddpool.com/llms.txt

Use this file to discover all available pages before exploring further.

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.

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Parameters

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event_id
string
required
Kalshi event ticker (e.g. KXFEDDECISION-26JUN) or Polymarket event slug.
​
from
string
Window start (ISO 8601), inclusive. Defaults to 30 days ago. Mutually exclusive with last.
​
to
string
Window end (ISO 8601), exclusive. Defaults to now. Mutually exclusive with last.
​
last
string
Window shorthand, e.g. 14d, 12h, 4w. See Market OHLCV for full syntax. Mutually exclusive with from/to.
​
interval
string
default:"1d"
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.

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Example

curl -H "X-API-Key: your_api_key" \
  "https://api.oddpool.com/events/KXFEDDECISION-26JUN/ohlcv?last=14d&interval=1d"

​
Response

{
  "event_id": "KXFEDDECISION-26JUN",
  "exchange": "kalshi",
  "event_title": "Fed decision in Jun 2026?",
  "category": "Economics",
  "scheduled_close_at": "2026-06-18T18:00:00+00:00",
  "interval": "1d",
  "snapshot_cadence": "6h",
  "window_start": "2026-04-21T03:08:44+00:00",
  "window_end": "2026-05-05T03:08:44+00:00",
  "outcomes": [
    {
      "market_id": "KXFEDDECISION-26JUN-H0",
      "outcome_label": "Will the Federal Reserve hold rates at the June 2026 meeting?",
      "status": "active",
      "result": null,
      "stats": { "window_close": 0.95, "change_pct": 6.7416, "change_1d": 0.012, "...": "..." },
      "bars": [
        {"ts": "2026-04-21T00:00:00+00:00", "open": 0.89, "high": 0.91, "low": 0.87, "close": 0.90, "volume": 51230}
      ]
    },
    {
      "market_id": "KXFEDDECISION-26JUN-C25",
      "outcome_label": "Will the Federal Reserve cut rates by 25bps at the June 2026 meeting?",
      "status": "active",
      "result": null,
      "stats": { "window_close": 0.04, "change_pct": -50.0, "change_1d": -0.01, "...": "..." },
      "bars": [
        {"ts": "2026-04-21T00:00:00+00:00", "open": 0.08, "high": 0.09, "low": 0.07, "close": 0.08, "volume": 28104}
      ]
    }
  ]
}
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.

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Errors

CodeReason
400Invalid window or interval.
404event_id not in our pipeline, or the event has no markets in our snapshot pipeline.