Market OHLCV

curl --request GET \
  --url https://api.oddpool.com/markets/ohlcv

<?php

$curl = curl_init();

curl_setopt_array($curl, [
  CURLOPT_URL => "https://api.oddpool.com/markets/ohlcv",
  CURLOPT_RETURNTRANSFER => true,
  CURLOPT_ENCODING => "",
  CURLOPT_MAXREDIRS => 10,
  CURLOPT_TIMEOUT => 30,
  CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
  CURLOPT_CUSTOMREQUEST => "GET",
]);

$response = curl_exec($curl);
$err = curl_error($curl);

curl_close($curl);

if ($err) {
  echo "cURL Error #:" . $err;
} else {
  echo $response;
}

package main

import (
	"fmt"
	"net/http"
	"io"
)

func main() {

	url := "https://api.oddpool.com/markets/ohlcv"

	req, _ := http.NewRequest("GET", url, nil)

	res, _ := http.DefaultClient.Do(req)

	defer res.Body.Close()
	body, _ := io.ReadAll(res.Body)

	fmt.Println(string(body))

}

require 'uri'
require 'net/http'

url = URI("https://api.oddpool.com/markets/ohlcv")

http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true

request = Net::HTTP::Get.new(url)

response = http.request(request)
puts response.read_body

GET

markets

ohlcv

Market OHLCV

curl --request GET \
  --url https://api.oddpool.com/markets/ohlcv

<?php

$curl = curl_init();

curl_setopt_array($curl, [
  CURLOPT_URL => "https://api.oddpool.com/markets/ohlcv",
  CURLOPT_RETURNTRANSFER => true,
  CURLOPT_ENCODING => "",
  CURLOPT_MAXREDIRS => 10,
  CURLOPT_TIMEOUT => 30,
  CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
  CURLOPT_CUSTOMREQUEST => "GET",
]);

$response = curl_exec($curl);
$err = curl_error($curl);

curl_close($curl);

if ($err) {
  echo "cURL Error #:" . $err;
} else {
  echo $response;
}

package main

import (
	"fmt"
	"net/http"
	"io"
)

func main() {

	url := "https://api.oddpool.com/markets/ohlcv"

	req, _ := http.NewRequest("GET", url, nil)

	res, _ := http.DefaultClient.Do(req)

	defer res.Body.Close()
	body, _ := io.ReadAll(res.Body)

	fmt.Println(string(body))

}

require 'uri'
require 'net/http'

url = URI("https://api.oddpool.com/markets/ohlcv")

http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true

request = Net::HTTP::Get.new(url)

response = http.request(request)
puts response.read_body

OHLCV time series for markets on Kalshi or Polymarket. Pass 1 to 50 market_ids per request; the response is always an array of wrapped objects (metadata + bars + window stats). Markets not in our snapshot pipeline are silently omitted — compare submitted vs returned market_ids to detect. Probability values are 0–1 (e.g. 0.62 = 62%). Volume is contracts traded during the bar period. Underlying snapshot cadence is 6 hours; 1d / 1w / 1m intervals are aggregated server-side. Bars go back to 2026-03-21 for both Kalshi and Polymarket. Markets that resolved before that date won’t have history; coverage continues to grow forward. For one bar series per outcome under an event (FOMC dashboards, championship odds, etc.), see Event OHLCV. Don’t have a market_id? Use Search markets or Search series.

Parameters

string

required

Comma-separated market_id list, 1 to 50 entries. Kalshi tickers (e.g. KXFEDDECISION-26JUN-H0) or Polymarket condition IDs (0x…).

string

Window start (ISO 8601), inclusive. Defaults to 30 days ago. Mutually exclusive with last.

string

Window end (ISO 8601), exclusive. Defaults to now. Mutually exclusive with last.

string

Window shorthand. <int><unit> where unit is h | d | w | m. Examples: 30d, 12h, 4w, 6m. Mutually exclusive with from/to.

string

default:"1d"

Bar size. One of 6h (native cadence), 1d, 1w, 1m. Sub-6h granularity is not available — snapshot cadence is 6 hours.

Maximum window is 365 days per request. last=N includes the in-progress current bucket — last=14d&interval=1d returns ~15 bars (14 completed days + today’s partial). Trim the last bar if you only want completed periods.

Examples

One market, last 30 days

curl -H "X-API-Key: your_api_key" \
  "https://api.oddpool.com/markets/ohlcv?market_ids=KXFEDDECISION-26JUN-H0&last=30d&interval=1d"

import requests

response = requests.get(
    "https://api.oddpool.com/markets/ohlcv",
    headers={"X-API-Key": "your_api_key"},
    params={"market_ids": "KXFEDDECISION-26JUN-H0", "last": "30d", "interval": "1d"},
)
data = response.json()

Multiple markets in one call

curl -H "X-API-Key: your_api_key" \
  "https://api.oddpool.com/markets/ohlcv?market_ids=KXFEDDECISION-26JUN-H0,KXFEDDECISION-26JUL-H0&last=14d&interval=1d"

import requests

response = requests.get(
    "https://api.oddpool.com/markets/ohlcv",
    headers={"X-API-Key": "your_api_key"},
    params={
        "market_ids": "KXFEDDECISION-26JUN-H0,KXFEDDECISION-26JUL-H0",
        "last": "14d",
        "interval": "1d",
    },
)
markets = response.json()

Realized volatility over the last 30 days

Standard deviation of daily intraday range, in probability points.

import requests
import statistics

response = requests.get(
    "https://api.oddpool.com/markets/ohlcv",
    headers={"X-API-Key": "your_api_key"},
    params={"market_ids": "KXFEDDECISION-26JUN-H0", "last": "30d", "interval": "1d"},
)
bars = [b for b in response.json()[0]["bars"] if b["high"] is not None]
ranges = [b["high"] - b["low"] for b in bars]
print("mean range:", statistics.mean(ranges))
print("stdev:    ", statistics.stdev(ranges))

Response

[
  {
    "market_id": "KXFEDDECISION-26JUN-H0",
    "exchange": "kalshi",
    "question": "Will the Federal Reserve hold rates at the June 2026 meeting?",
    "category": "Economics",
    "event_id": "KXFEDDECISION-26JUN",
    "event_title": "Fed decision in Jun 2026?",
    "status": "active",
    "result": null,
    "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",
    "stats": {
      "window_open": 0.89,
      "window_close": 0.95,
      "window_high": 0.95,
      "window_low": 0.87,
      "window_volume": 788507,
      "change_pct": 6.7416,
      "change_1d": 0.012,
      "change_7d": 0.041,
      "change_30d": 0.075
    },
    "bars": [
      {"ts": "2026-04-21T00:00:00+00:00", "open": 0.89, "high": 0.91, "low": 0.87, "close": 0.90, "volume": 51230},
      {"ts": "2026-04-22T00:00:00+00:00", "open": 0.90, "high": 0.92, "low": 0.89, "close": 0.91, "volume": 48910}
    ]
  }
]

Field reference

Field	Meaning
`bars[].ts`	Bar-start timestamp. For native `6h`, the actual snapshot timestamp; for aggregated intervals, the bucket start (`2026-05-04T00:00:00Z` for `1d`, etc.).
`bars[].open / high / low / close`	Probabilities in `[0, 1]`. Can be `null` for a bucket with no underlying snapshots (very thin markets or snapshot gaps); skip or forward-fill in chart code.
`bars[].volume`	Contracts traded during the bar. Aggregated intervals (`1d`, `1w`, `1m`) sum across the underlying 6h snapshots. For per-period flow analysis, prefer `interval=6h` — aggregated volume can look uneven across consecutive bars.
`stats.window_*`	Aggregates over the requested window, derived from the bars.
`stats.change_pct`	`(window_close - window_open) / window_open × 100`. Percent (e.g. `5.56` = +5.56%).
`stats.change_1d / 7d / 30d`	Probability-point deltas in `[-1, +1]` (e.g. `0.05` = +5pp). Anchored to the latest snapshot — they answer “where is this vs N days ago” regardless of `from`/`to`/`last`. They will not match `change_pct` even when your window length matches.

Errors

Code	Reason
`400`	`market_ids` empty, more than 50 ids, both `last` and `from`/`to` set, invalid interval, or invalid window.

Getting started

WebSocket feeds

Whale tracking

Arbitrage

Search

Historical bars

Kalshi

Polymarket

Market OHLCV

Parameters

Examples

One market, last 30 days

Multiple markets in one call

Realized volatility over the last 30 days

Response

Field reference

Errors

​Parameters

​Examples

​One market, last 30 days

​Multiple markets in one call

​Realized volatility over the last 30 days

​Response

​Field reference

​Errors

Parameters

Examples

One market, last 30 days

Multiple markets in one call

Realized volatility over the last 30 days

Response

Field reference

Errors