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Historical Data

Status: planned public product, backed by live internal datasets. The historical layer should package the R2 archive into clean customer-facing resources rather than exposing raw internal storage paths directly.

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Product Goal

Give customers a stable way to retrieve:
  • Market reference history
  • Trade history
  • Candle history
  • Later, full order-book history

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Underlying Dataset Families

The current lake and registry already support dataset families such as:
  • kalshi_trade
  • kalshi_candle
  • spot_trade
  • spot_candle
  • spot_quote
  • book_delta

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Delivery Modes

The eventual public product should support at least two modes:
  • Query API for filtered slices
  • Bulk Parquet export for larger historical pulls

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First Recommendation

Start the historical docs around data families and query patterns first. Lock public endpoint names after you decide whether this launches as REST-only, bulk-only, or both.