Kalshi historical cutoffs and complete market datasets

• Read the boundary before importing

  Kalshi partitions market and trading data by time. Its historical cutoff endpoint reports the boundaries used to route different kinds of records, including settled markets, trades and orders. Market candlesticks can require a historical route. The boundaries can move, so a downloader needs to capture them during a run. Kalshi · Historical data ↗

• Treat a missing row as a routing question

  Suppose a settled event is absent from a recent-market query. Its ticker can still be valid in the historical tier. Retrieve the relevant pages from both tiers where the requested interval spans the cutoff and use stable identifiers to merge records. For candles, combine the market ticker, timestamp and interval.

• Document coverage

  Store the cutoff response, pagination cursors, request window and retrieval time. Compare counts around the boundary and retry using a fresh cutoff if the live partition changes during a long job. The resulting dataset supports an audit of coverage rather than an assumption about what a blank response means.

Quick Brief is a reading aid. The full article and source trail stay on this page.