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

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.