get_settled_markets

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get_settled_markets()

Get Settled Markets

Usage

get_settled_markets(
  series_ticker = NULL,
  event_ticker = NULL,
  from = NULL,
  to = NULL,
  limit = 200,
  max_pages = NULL,
  kalshi_access_token = "KALSHI_API",
  demo = FALSE
)

Arguments

Argument	Description
series_ticker	Character. Filter by series ticker.
event_ticker	Character. Filter by event ticker.
from	Date, character, or integer. Start of date range. Accepts “2026-01-01”, as.Date(), or Unix seconds.
to	Date, character, or integer. End of date range. Accepts “2026-02-07”, as.Date(), or Unix seconds.
limit	Integer. Results per page (1-1000). Defaults to 200.
max_pages	Integer. Maximum pages to fetch. NULL for all.
kalshi_access_token	Character. Environment variable name for API key.
demo	Logical. Use demo environment if TRUE.

Value

A tibble with settled market information including results.

Description

Retrieves settled markets with optional date filtering. Useful for analyzing historical outcomes.

Examples

## Not run: 
# Get all settled markets for a series
results <- get_settled_markets(series_ticker = "KXHIGHNY")

# Get markets settled in a date range
results <- get_settled_markets(
  series_ticker = "KXHIGHNY",
  from = "2026-01-01",
  to = "2026-02-01"
)

# Get markets settled in the last 7 days
results <- get_settled_markets(from = Sys.Date() - 7)

## End(Not run)

See also

Other history: get_event_candlesticks(), get_event_results(), get_market_history(), get_series_history(), get_settled_events(), get_trade_history()