History

Venues expose no usable price history, so Routeur records its own. This page covers what is recorded and how often, how quote history reaches back before recording began, where the imported archive shows up, and what is kept about settled markets. You need it when charting a market, reading fills, or judging how far back a number can be trusted.

Quotes

GET /v1/markets/{venue}/{id}/quotes returns a market’s top-of-book asks, oldest first. A quote is written only when the ask pair changes, so each point holds until the next one.

Parameter	Type	Default	Meaning
`days`	integer, 1 to 90	`7`	How far back to read.

curl "https://api.routeur.app/v1/markets/polymarket/will-there-be-no-change-in-fed-interest-rates-after-the-october-2026-meeting-20260617190324031/quotes?days=3" \
  -H "X-API-Key: $ROUTEUR_API_KEY"

{
  "data": [
    { "yes_ask_usd": "0.62", "no_ask_usd": "0.39", "observed_at": "2026-09-14T17:29:42.997015Z" },
    { "yes_ask_usd": "0.63", "no_ask_usd": "0.38", "observed_at": "2026-09-15T09:01:00.902322Z" },
    { "yes_ask_usd": "0.53", "no_ask_usd": "0.48", "observed_at": "2026-09-17T10:30:37.807625Z" },
    { "yes_ask_usd": "0.54", "no_ask_usd": "0.47", "observed_at": "2026-09-17T12:30:37.961923Z" }
  ]
}

Field	Type	Meaning
`yes_ask_usd`, `no_ask_usd`	decimal	The best asks when they changed.
`yes_bid_usd`, `no_bid_usd`	decimal	Best resting bids. Only the latest quote carries them.
`observed_at`	timestamp	When the venue was read.
`price_usd`	decimal	On candle points only: the closing Yes price of the hour or day. Such points carry no asks.
`source`	`venue`, `archive`	On candle points only: where the candle came from.

Three things to know when charting:

The first point is the last change before the window, so a step chart can start at the left edge.
Quotes are recorded on each crawl of a venue, Kalshi every 15 minutes and Polymarket every 30, so they arrive in bursts; timestamps are the crawl’s, not the venue’s.
At most 5,000 points are returned per request.

Before recording began

Where the window reaches back before a market’s first recorded quote, the gap is filled with candles. Hourly candles are used where they exist and daily candles elsewhere, and every candle point carries price_usd and source instead of asks:

`source`	From	Candles
`venue`	Kalshi’s own candlestick history, read by the backfill job	Daily over the market’s life; hourly over its last week for busy markets
`archive`	Imported Polymarket history	Daily over the market’s life; hourly over its last week, each closing at the last recorded probability of the period

A market that has been recorded since it was listed has no candle points. Candles are also what calibration reads.

Trades

GET /v1/markets/{venue}/{id}/trades returns public fills from the venue’s trade feed, newest first, paged by cursor.

Parameter	Type	Default	Meaning
`limit`	integer, 1 to 1000	`100`	Trades per page.
`cursor`	string		The previous page’s `next_cursor`.

curl "https://api.routeur.app/v1/markets/kalshi/KXNFLTOTAL-26SEP17DETBUF-55/trades?limit=2" \
  -H "X-API-Key: $ROUTEUR_API_KEY"

{
  "data": [
    { "venue": "kalshi", "id": "072212dc-ed81-8d17-ed33-19a53bdf175f", "market_id": "KXNFLTOTAL-26SEP17DETBUF-55", "outcome": "yes", "taker_action": "sell", "price_usd": "0.5200", "quantity": "558.16", "executed_at": "2026-09-17T12:38:23.028986Z" },
    { "venue": "kalshi", "id": "07221222-81e1-a4db-82e2-5c1a87e60667", "market_id": "KXNFLTOTAL-26SEP17DETBUF-55", "outcome": "yes", "taker_action": "sell", "price_usd": "0.5200", "quantity": "37.21", "executed_at": "2026-09-17T12:37:52.053896Z" }
  ],
  "next_cursor": "eyJ0IjoiMjAyNi0wOS0xN1QxMjozNzo1Mi4wNTM4OTZaIiwiaWQiOiIwNzIyMTIyMi04MWUxLWE0ZGItODJlMi01YzFhODdlNjA2NjcifQ"
}

Field	Type	Meaning
`id`	string	Kalshi’s trade id; on Polymarket, a hash of the fill’s transaction, token, side, size, price and time.
`outcome`	string	What the taker traded: `yes` or `no` on Kalshi, the outcome label on Polymarket.
`taker_action`	`buy`, `sell`	The taker’s side.
`price_usd`, `quantity`	decimal	Per contract paying $1; contracts on Kalshi, outcome shares on Polymarket.
`executed_at`	timestamp	The venue’s time.
`token`	string	Polymarket’s outcome token.
`block`	boolean	Reported by Kalshi as a block trade.

Recording runs every minute per venue. Polymarket fills that the feed served without a market are not included, and no account, wallet or transaction identity is kept. This endpoint reads only live recordings; archived fills appear on the signals endpoints, marked archived.

The imported archive

Polymarket fills and probability snapshots from before the live feeds began are imported in bulk and rolled up into the same five-minute buckets and daily and hourly candles the live recorder writes, marked source: archive. Archive buckets are only written for periods older than the earliest live bucket, so the two never overlap. Where it shows:

Where	How
`GET /v1/markets/{venue}/{id}/quotes`	Candle points with `source: archive` before the first recorded quote.
`GET /v1/insights/tape`	Fills with `archived: true` when `hours` reaches back before the live feed.
`GET /v1/insights/flows`	Windows with `archived: true` when part of the window comes from the archive.
Calibration and strategies	Polymarket markets in the archive that have since settled.

Archived fills carry no identity, and a fill of $10,000 or more is marked block by size, since the archive has no block flag.

Settled markets

For every settled Kalshi market in the venue’s archive, and every imported Polymarket market found to have settled, Routeur keeps the result (yes, no, a scalar value, or void), when it closed and settled, its volume and last price, and its candles. Polymarket markets in the archive are rechecked every six hours as more close. There is no endpoint that lists settled markets directly. They reach the API aggregated, through calibration and strategies.

Beyond quotes and trades

Order books are recorded live from each venue’s feed, with a top-of-book series per second of change; see Order books.
Quotes, trades and book changes are also pushed as they are recorded; see Live stream.
Every version of a market’s rules is kept from the day it was first seen; see Rules.

Signals: what is moving, large fills and one-sided money, read from this history.
Calibration: how prices in each band resolved.
Freshness: how old each number can be.
Price chart: drawing quotes and candles as one series.

Get started

Concepts

Agents & MCP

Webhooks

Reference

Quotes

Before recording began

Trades

The imported archive

Settled markets

Beyond quotes and trades

Quotes

Before recording began

Trades

The imported archive

Settled markets

Beyond quotes and trades

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