Linking Kalshi as a source
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This source is currently in alpha. The interface and available tables may change.
The Kalshi connector syncs markets, events, series, and more into the PostHog data warehouse, so you can analyze them alongside your product data.
Prerequisites
None. The Kalshi API is public, so no account or API key is needed.
Adding a data source
- In PostHog, go to the Sources tab of the data pipeline section.
- Click + New source and click Link next to this source.
- Enter your credentials (see Configuration below) and click Next.
- Select the tables you want to sync, choose a sync method and frequency, then click Import.
Once the syncs are complete, you can start querying this data in PostHog.
Kalshi's market data endpoints are public, so this source needs no API key.
It syncs markets, events, series, trades, and milestones. Portfolio data (your own orders, fills, and positions) needs a signed API key and is not supported yet.
Sync modes
Each table can be synced in one of several modes, depending on what the source supports:
- Webhook (when available) – the source pushes changes to PostHog in real time. Fastest freshness, lowest ongoing cost, and the only mode that reliably captures updates and deletes.
- Incremental – only new or updated rows are synced on each run, using a cursor field (such as an
updated_attimestamp). Cheaper than a full refresh, but deletes aren't captured. - Append only – new rows are appended using a cursor field; existing rows are never updated. Ideal for immutable, append-only tables like event logs.
- Full refresh – the whole table is reloaded on every sync. Use it when a table has no reliable cursor or when you need deletions reflected.
See sync methods for a full explanation of how each mode works and how to choose between them.
Some Kalshi tables sync incrementally, so later runs only fetch new or updated rows. The rest are full refresh.
Configuration
Supported tables
| Table | Description | Sync method | Incremental field | Primary key |
|---|---|---|---|---|
markets | One row per tradeable event contract, carrying its rules, current quotes, and settlement outcome. | Full refresh | — | — |
events | Groups the markets that resolve the same real-world question, such as one election or one game. | Full refresh | — | — |
series | Recurring templates that events are minted from, along with their fee structure and settlement sources. | Full refresh | — | — |
trades | Every public trade printed on the exchange, append-only, one row per execution. | Incremental, Full refresh | created_time | — |
milestones | Scheduled real-world happenings, such as a court date or a data release, that Kalshi ties markets to. | Full refresh | — | — |
Troubleshooting
- If the connection fails with an authorization error, the API key is wrong, expired, or has been revoked. Create a new one, then reconnect the source.
- If a table syncs no rows, the credential may not have access to that data. Check its permissions, then reconnect the source.
If your sync is failing or data looks wrong, see the Data warehouse troubleshooting guide. If that doesn't help, contact support – we're happy to help.