Tick-level Data

Get order book changes

Every order book change in a time window, from a full starting book.

POST/v1/order-book/rangehosted · Synpath API key

Hosted by Synpath. Authentication: Authorization: Bearer <Synpath API key>. Venue coverage: Kalshi.

Returns the window as segments. A data segment carries the full book at its start (initial_book) followed by every change in recorder order: a delta is one price level's exact quantity change on one side; a snapshot replaces the whole book. An absent segment marks an interval with no coverage. Apply the changes in order to reconstruct the book at any point in the window.

Windows are at most one hour. A response is always complete: when the changes exceed limit the request is refused with 413 rather than truncated; use a smaller window or a higher limit. next_cursor is always null.

Request body

Name	Type	Description
`market_id`	`string`	Synpath market id, `venue:native`.
`start_ms`	`integer`	Window start, inclusive, Unix milliseconds.
`end_ms`	`integer`	Window end, exclusive. At most one hour after `start_ms`.
`side`	`string` default yes	`yes` or `no`.
`limit`	`integer` default 1000	Maximum changes to return, up to 10000. Exceeding it answers 413.

Response fields

Name	Type	Description
`metadata.dataset_version`	`string`	Processed dataset the answer was read from. Pin it when comparing answers.
`metadata.time_basis`	`string`	`recorder_receive`: every timestamp below is the time the recorder received the event.
`segments[].kind`	`string`	`data` or `absent`.
`segments[].start_ms, end_ms`	`integer`	The interval the segment covers.
`segments[].initial_book`	`object`	Full book at `start_ms` of a `data` segment; same shape as Get order book snapshot's `book`.
`segments[].changes[].kind`	`string`	`delta` or `snapshot`.
`segments[].changes[].observed_at_ms`	`integer`	Recorder receive time of the change.
`segments[].changes[].book_side`	`string`	`bid` or `ask`, for a delta.
`segments[].changes[].price_exact`	`string`	Price level of a delta, as an exact decimal string.
`segments[].changes[].quantity_delta_exact`	`string`	Change in size at that level, exact decimal; negative when liquidity was removed.
`segments[].changes[].book`	`object`	The new full book, for a snapshot.
`segments[].reason`	`string`	Why an `absent` segment has no coverage.

Response

200 with the segments covering the window. 413 when the changes exceed limit.

import synpath

changes = synpath.fetch_order_book_range("kalshi:KXQUANTUM-30", 1789509479000, 1789509599000, limit=5000)
for segment in changes.segments:
    print(segment.kind, segment.start_ms, segment.end_ms, len(segment.changes), segment.reason)

200

{
  "metadata": {
    "dataset_version": "processed-v1-623446e80ca97c2b",
    "time_basis": "recorder_receive",
    "processed_through_ms": 1789725040929
  },
  "market_id": "kalshi:KXQUANTUM-30",
  "start_ms": 1789509479000,
  "end_ms": 1789509599000,
  "segments": [
    {
      "kind": "data",
      "start_ms": 1789509479000,
      "end_ms": 1789509599000,
      "initial_book": {
        "market_id": "kalshi:KXQUANTUM-30",
        "side": "yes",
        "venue": "kalshi",
        "bids": [
          {
            "price": 0.331,
            "size": 66
          },
          {
            "price": 0.33,
            "size": 500
          }
        ],
        "asks": [
          {
            "price": 0.36,
            "size": 10
          },
          {
            "price": 0.37,
            "size": 50
          }
        ],
        "timestamp": 1789509152200,
        "datetime": "2026-09-15T21:52:32.200Z",
        "book_model": "shared_complement",
        "derived": true,
        "depth_scope": "top_n",
        "info": {
          "...": "the venue's payload"
        },
        "as_of_ms": 1789509479000,
        "venue_timestamp_ms": null,
        "best_bid": {
          "price": 0.331,
          "size": 66
        },
        "best_ask": {
          "price": 0.36,
          "size": 10
        }
      },
      "changes": [
        {
          "kind": "delta",
          "observed_at_ms": 1789509521440,
          "venue_timestamp_ms": null,
          "book_side": "ask",
          "price_exact": "0.36",
          "quantity_delta_exact": "-10",
          "book": null
        }
      ],
      "reason": null
    }
  ],
  "next_cursor": null
}

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