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GET
Get Kalshi Trades
Get the executed-trade tape for Kalshi markets — actual fills, not quotes. Use this when you need realized prices and traded size over a window, for example to see how conviction moved while an event unfolded; narrow with ticker and the min_ts / max_ts Unix-second range, and set is_block_trade to isolate large negotiated trades. Returns trades[] with trade_id, ticker, count_fp (contracts), yes_price_dollars / no_price_dollars, taker_side, and created_time, plus a cursor to page with. For the current quotes, settlement rules, and market metadata rather than fills, use get_kalshi_markets.

Authorizations

Authorization
string
header
required

Your AIsa API key as a Bearer token.

Query Parameters

limit
integer<int64>
default:100

Number of results per page. Defaults to 100. Maximum value is 1000.

Required range: 0 <= x <= 1000
Example:

100

cursor
string

Pagination cursor from the previous response.

ticker
string

Filter by Kalshi market ticker.

Example:

"KXMVESPORTSMULTIGAMEEXTENDED-S20268A776ACB3C6-43886DEE17A"

min_ts
integer<int64>

Filter trades after this Unix timestamp.

max_ts
integer<int64>

Filter trades before this Unix timestamp.

is_block_trade
boolean

Filter trades by whether they are block trades. Omit to return all trades.

Example:

false

Response

Kalshi trades response with pagination

trades
object[]
required
cursor
string

Cursor for the next page.