kalshi.ohlcv_hourly

Kalshi hourly OHLCV candles — per-market open/high/low/close/volume with VWAP and trade count.

The kalshi.ohlcv_hourly table provides hourly OHLCV (Open-High-Low-Close-Volume) candles per Kalshi market. Grain: one row per (hour, market_id, outcome). Kalshi candles are built on the Yes side (No can be derived as 1 - Yes). Hours without trades are a flat bar at the carried close (volumes zeroed) and are flagged via is_forward_filled.

A settled series pins at its settlement-hour bar — the actual settlement time, clamped to the scheduled expiration; most Kalshi markets settle well before expiration. Settlement lands on that bar as the hour’s final tick: close pins to the 1/0 result, high/low widen to include it, open keeps the last traded price. Void and scalar results are not pinned. The spine keeps running to the scheduled expiration: forward-filled bars after the settlement hour are flat at the settled value, and real post-settlement trade bars keep their actual OHLC — mirroring polymarket_polygon.ohlcv_hourly.

market_outcome is point-in-time per bar: unresolved strictly before the settlement hour, the settled result from that bar onward. Bars are relabeled at most once, on the first daily build after the settlement is delivered; historical bars do not get retroactively relabeled to the final result. kalshi.market_details stays the authoritative source for a market’s current state.

Table Schema

Column	Type	Description
block_month	DATE	UTC month partition derived from hour
hour	TIMESTAMP	UTC hour bucket for the candle
market_id	VARCHAR	Kalshi market ticker
market_name	VARCHAR	Market question text
outcome	VARCHAR	Always Yes for Kalshi
yes_outcome_name	VARCHAR	Human-readable label of the Yes side
category	VARCHAR	Market category
open	DOUBLE	First trade price in the hour. No-trade hours are a flat bar at the carried close (the settled value after the settlement hour). On the settlement-hour bar it keeps the last traded price — settlement pins only the close
high	DOUBLE	Highest trade price in the hour. No-trade hours are a flat bar at the carried close. On the settlement-hour bar, widened to include the settled result
low	DOUBLE	Lowest trade price in the hour. No-trade hours are a flat bar at the carried close. On the settlement-hour bar, widened to include the settled result
close	DOUBLE	Last trade price in the hour. Carried forward through no-trade hours. Pinned to the settled result (1/0) from the settlement-hour bar onward, then flat until the scheduled expiration
vwap	DOUBLE	Volume-weighted average price. NULL when no trades
volume_contracts	DOUBLE	Total contracts traded in the hour
volume_usd	DOUBLE	Total USD notional in the hour
trade_count	BIGINT	Number of trades in the hour
market_end_time	TIMESTAMP	Market expiration time. Stamped per row at write: rows older than the merge window keep the value they were written with; kalshi.market_details carries the current expiration
market_outcome	VARCHAR	The market’s state at this hour (point-in-time): unresolved on every bar strictly before the settlement hour, then the settled result (yes, no, scalar) from that bar onward
event_market_name	VARCHAR	Parent event title
is_forward_filled	BOOLEAN	TRUE when the bar has no trades and was carried forward
_updated_at	TIMESTAMP	When this row was last written by the pipeline

Table sample

Query performance

block_month is the partition key. Always include a block_month or hour filter for time-series queries.

Example query

-- Hourly price path for a single market
SELECT
  hour,
  open,
  high,
  low,
  close,
  volume_contracts
FROM kalshi.ohlcv_hourly
WHERE market_id = 'KXNHLGAME-26MAY03MINCOL-MIN'
  AND block_month >= DATE '2026-05-01'
ORDER BY hour