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

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Parameters

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market_ids
string
required
Comma-separated market_id list, 1 to 50 entries. Kalshi tickers (e.g. KXFEDDECISION-26JUN-H0) or Polymarket condition IDs (0x…).
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from
string
Window start (ISO 8601), inclusive. Defaults to 30 days ago. Mutually exclusive with last.
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to
string
Window end (ISO 8601), exclusive. Defaults to now. Mutually exclusive with last.
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last
string
Window shorthand. <int><unit> where unit is h | d | w | m. Examples: 30d, 12h, 4w, 6m. Mutually exclusive with from/to.
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interval
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.

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Examples

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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"

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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"

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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))

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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}
    ]
  }
]

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Field reference

FieldMeaning
bars[].tsBar-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 / closeProbabilities 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[].volumeContracts 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 / 30dProbability-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.

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Errors

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