Kalshi Market Scraper

Scrape public Kalshi prediction markets: walk the open event listing for a series or the whole board, or resolve specific markets and events by ticker. Every row is flat, typed and null-safe for pricing research, market monitoring, spreadsheets and agent pipelines.

Why this actor?

• Two buyer-shaped modes: search (the public event listing, one row per market) and detail (resolve exact market or event tickers).
• One flat row per market: ticker, event and series tickers, market and event titles, category, status, yes/no bids and asks, last and previous price, volume, 24h volume, open interest, liquidity, open/close/expiration times, settlement result, primary rules and the canonical record URL.
• Real pagination with a hard page bound: the listing is walked in 10-event pages via its cursor until maxItems markets are delivered or the listing ends, and duplicates never double-deliver.
• Blank or malformed tickers, tickers Kalshi does not know, filters that match nothing and blocked or throttled fetches are free error rows.
• Public JSON surface only: no login, no API key, no personal data, no challenge bypass.

Input

{"mode":"search","seriesTicker":"KXNFLGAME","status":"open","maxItems":100}

For one exact instrument, set mode to detail and provide tickers:

{"mode":"detail","tickers":["KXNFLGAME-26SEP20CLETB"]}

Input	Meaning
mode	search (walk the public event listing) or detail (resolve exact tickers).
seriesTicker	search mode: restrict the listing to one Kalshi series, e.g. KXNFLGAME (NFL games), KXBTCD (Bitcoin price), KXFED (Fed decisions). Empty lists the whole board.
status	search mode: open (default), unopened, closed, settled or any.
tickers	detail mode: market tickers (KXNFLGAME-26SEP20CLETB-TB) or event tickers (KXNFLGAME-26SEP20CLETB); an event ticker returns every market in that event. Deduplicated and capped at 25 per run.
maxItems	Hard local cap of delivered market rows (1–1000, default 100).
proxyConfiguration	Proxy for the public Kalshi trade API; datacenter is the default.

Output

One row per market. This one was captured from the public record KXNFLGAME-26SEP20CLETB-TB on 2026-09-20:

{"input":"KXNFLGAME-26SEP20CLETB","mode":"detail","source_type":"detail","source":"KXNFLGAME-26SEP20CLETB","ticker":"KXNFLGAME-26SEP20CLETB-TB","event_ticker":"KXNFLGAME-26SEP20CLETB","series_ticker":"KXNFLGAME","title":"Tampa Bay wins","subtitle":"Tampa Bay","event_title":"CLE Browns vs TB Buccaneers","event_subtitle":"CLE vs TB (Sep 20)","category":"Sports","status":"active","market_type":"binary","strike_type":"structured","yes_bid":0.78,"yes_ask":0.79,"no_bid":0.21,"no_ask":0.22,"last_price":0.79,"previous_price":0.79,"volume":254522.52,"volume_24h":131022.43,"open_interest":217288.11,"liquidity":0,"open_time":"2026-08-25T15:33:00Z","close_time":"2026-09-22T17:00:00Z","expiration_time":"2026-09-22T17:00:00Z","expected_expiration_time":"2026-09-20T20:00:00Z","result":null,"can_close_early":true,"rules_primary":"If Tampa Bay wins the CLE Browns vs TB Buccaneers Pro Football game originally scheduled for Sep 20, 2026, then the market resolves to Yes.","url":"https://api.elections.kalshi.com/trade-api/v2/markets/KXNFLGAME-26SEP20CLETB-TB","error":null,"scraped_at":"2026-09-20T10:00:00.000Z"}

Field	Meaning
mode	Which mode produced the row: search or detail.
input	The input exactly as provided (series ticker, market/event ticker) — or the listing filter a search row came from.
source_type	search for listing rows, detail for a resolved ticker.
source	Normalized source: the series filter, or the ticker that was resolved.
ticker	Kalshi market ticker — the row's unique key.
event_ticker	The event this market belongs to.
series_ticker	The series this market belongs to.
title	Market title, e.g. Tampa Bay wins.
subtitle	The market's yes-side subtitle, e.g. Tampa Bay or $71,600 or above.
event_title	Event title, e.g. CLE Browns vs TB Buccaneers.
event_subtitle	Event subtitle, e.g. CLE vs TB (Sep 20).
category	Event category, e.g. Sports, Economics, World.
status	Market status as upstream reports it (active, closed, settled).
market_type	Market type, e.g. binary.
strike_type	Strike type, e.g. structured, custom, greater, less.
yes_bid / yes_ask	Best yes bid / ask in dollars (0–1).
no_bid / no_ask	Best no bid / ask in dollars (0–1).
last_price	Last traded price in dollars (0–1).
previous_price	Previous traded price in dollars (0–1).
volume	Total traded contracts.
volume_24h	Contracts traded in the last 24 hours.
open_interest	Open interest in contracts.
liquidity	Quoted liquidity in dollars.
open_time	Market open time, ISO 8601.
close_time	Market close time, ISO 8601.
expiration_time	Expiration time, ISO 8601.
expected_expiration_time	Expected expiration time, ISO 8601.
result	Settlement result (yes / no); null while the market is open.
can_close_early	Whether the market may close before its close time.
rules_primary	The market's primary settlement rule as published upstream.
url	Canonical public record URL for this market.
error	Free per-input error message; null on market rows.
scraped_at	Extraction timestamp.

Pricing

Pay per event, and the platform usage is on us — the price you see is the price you pay, with no compute bill on top.

Event	Price	What one charge buys
Kalshi market row	$0.0025	One delivered public Kalshi market row: market, event and series tickers, market and event titles, category, status, yes/no bids and asks, last and previous price, volume, 24h volume, open interest, liquidity, open, close and expiration times, settlement result, primary rules and the canonical record URL. Free and never charged: a blank or malformed ticker, a ticker Kalshi does not know, a listing filter that matches no market, and any blocked, throttled, 5xx or timeout fetch.
Actor Start	$0.002	One run, whatever it returns.

Higher Apify subscription tiers pay less on every event (Silver −20%, Gold −35%).

Notes

• The surface is Kalshi's public trade API (https://api.elections.kalshi.com/trade-api/v2), the same open JSON surface the radar preflight measured from datacenter space (one 200 application/json, 71176 bytes for GET /markets?limit=20). The kalshi.com website is deliberately not part of the surface: every request to it is answered HTTP 429 with X-Vercel-Mitigated: challenge. A challenge marker is a finding, not something to work around.
• search mode walks GET /events?status=…&series_ticker=…&limit=10&with_nested_markets=true in 10-event pages (each event carries its nested markets), following the response cursor until maxItems markets are delivered, the cursor runs out, or 20 pages have been fetched. A market is delivered once: rows are deduplicated by ticker across the whole run.
• detail mode resolves a market ticker through GET /markets/{ticker}. An event ticker answers 404 there and is resolved through GET /events/{ticker}?with_nested_markets=true, which yields one row per market in that event. A bare market ticker also gets one best-effort, cached and capped (10 per run) event lookup for its event metadata; if that lookup fails the row is still delivered, with the event metadata null.
• Free error rows, never charged: a blank or malformed ticker, a kalshi.com website URL (rejected by name, no request spent), a well-formed ticker Kalshi does not know (404 from both endpoints), a listing filter that matches no market (200 with an empty event list), and any throttled (429), refused (403/412), 5xx or timed-out fetch.
• Requests go through the Apify proxy configured in proxyConfiguration (datacenter by default, recorded as proxyTier in .actor/publish.json).

Use cases

• Track the odds of an event series over time (elections, Fed decisions, game lines) by pulling its markets on a schedule.
• Price a whole open board for research, dashboards or external-market monitoring.
• Resolve one market or event ticker on demand for an agent or a spreadsheet.

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This Actor is an independent tool. It is not affiliated with, endorsed by or sponsored by Kalshi; it reads the same public JSON records the Kalshi web app reads, and publishes only publicly available market data.