Kalshi

Kalshi is a regulated prediction market exchange. Bruin supports Kalshi as a public, read-only source for Ingestr assets, allowing you to ingest exchange status, series, events, markets, order books, trades, candlesticks, and historical market data into your data warehouse.

No API key is required for the supported public tables.

Configuration

Step 1: Add a connection to .bruin.yml file

Add a kalshi connection to the connections section of your .bruin.yml file:

connections:
  kalshi:
    - name: "kalshi"

Optional Kalshi API filters can be added as URI query parameters on the connection. Use separate connections when different assets need different filters:

connections:
  kalshi:
    - name: "kalshi-open"
      query_params:
        status: "open"

    - name: "kalshi-series-market"
      query_params:
        series_ticker: "KXHIGHNY"
        ticker: "<market-ticker>"
        period_interval: "60"

• query_params (optional): Kalshi URI parameters passed to ingestr, such as status, series_ticker, event_ticker, ticker, tickers, market_tickers, period_interval, and other table-specific filters.

Step 2: Create an asset file for data ingestion

Create an asset configuration file (for example, assets/kalshi_markets.asset.yml):

name: kalshi.markets
type: ingestr
connection: duckdb-default

parameters:
  source_connection: kalshi-open
  source_table: "markets"
  destination: duckdb
  schema_naming: direct

• name: The destination table name.
• type: Set to ingestr.
• connection: The destination connection.
• source_connection: The name of the Kalshi connection defined in .bruin.yml.
• source_table: The Kalshi table to ingest.
• destination: The destination type.
• schema_naming: direct is recommended for Kalshi tables because many provider fields are mixed-case or provider-specific.

For single-market tables, use a ticker or event_ticker returned from the markets table:

name: kalshi.market_orderbook
type: ingestr
connection: duckdb-default

parameters:
  source_connection: kalshi-series-market
  source_table: "market_orderbook"
  destination: duckdb
  schema_naming: direct

Step 3: Run asset to ingest data

bruin run assets/kalshi_markets.asset.yml

Candlestick tables require both a run start and end interval because Kalshi requires start_ts and end_ts:

bruin run assets/kalshi_candlesticks.asset.yml --start-date 2026-01-01 --end-date 2026-01-02

Available Source Tables

Kalshi source allows ingesting the following tables:

Table	Required URI params	Optional URI params	PK	Inc Key	Details
exchange_status	-	-	-	-	Exchange active/trading active flags and estimated resume time.
exchange_schedule	-	-	-	-	Exchange schedule payload in raw.
exchange_announcements	-	-	id	created_time	Public exchange announcements.
series	-	category, tags	ticker	updated_time	Series metadata.
series_by_ticker	series_ticker	-	ticker	-	One series by ticker.
events	-	series_ticker, status, with_nested_markets	event_ticker	updated_time	Events and optional nested markets.
event_by_ticker	event_ticker	-	event_ticker	-	One event by ticker.
markets	-	event_ticker, series_ticker, status, tickers, mve_filter, min_updated_ts, max_close_ts, min_close_ts, min_settled_ts, max_settled_ts	ticker	updated_time	Market discovery with prices, volume, open interest, status, and raw.
market_by_ticker	ticker	-	ticker	-	One market by ticker.
market_orderbook	ticker	-	-	-	Current YES/NO bid ladders for one market.
market_orderbooks	tickers	-	-	-	Batch order books for comma-separated tickers.
market_trades	-	ticker, is_block_trade	trade_id	created_time	Public trades. Supports interval pushdown.
market_candlesticks	series_ticker, ticker, period_interval	include_latest_before_start	end_period_ts	end_period_ts	Candlesticks for one market. Requires intervals.
market_candlesticks_batch	market_tickers, period_interval	include_latest_before_start	-	-	Batch candlesticks for up to 100 market tickers. Requires intervals.
historical_markets	-	tickers, event_ticker, series_ticker, status	ticker	-	Archived historical markets.
historical_trades	-	ticker, is_block_trade	trade_id	created_time	Historical trades. Supports interval pushdown.

Interval Behavior

Intervals narrow the API request for market discovery, trades, and candlesticks:

• markets: min_created_ts and max_created_ts filter market creation time, not updated_time.
• market_trades: min_ts and max_ts filter trade creation/execution time.
• historical_trades: min_ts and max_ts filter trade creation/execution time.
• market_candlesticks and market_candlesticks_batch: start_ts and end_ts filter candlestick periods and require both start and end intervals.

Using incremental intervals on markets can miss markets created outside the interval but updated inside it. Kalshi exposes min_updated_ts, but not a matching supported max_updated_ts, and min_updated_ts is rejected when combined with many filters such as status=open.

Notes

• Use status=open to find currently populated live markets.
• Use tickers for batch order books and market_tickers for batch candlesticks.
• Kalshi order books return YES and NO bids; asks are implied by binary market mechanics.
• Authenticated trading, portfolio, order, account, and RFQ endpoints are not supported.