Candlesticks - Allium Documentation Hub

The common.perpetuals.kalshi_candlesticks table provides per-minute candlestick data for Kalshi perpetual markets. Each row represents one minute of activity for a market, with open/high/low/close for trade price, bid, and ask, plus volume and end-of-period open interest. Use this table for technical analysis, charting, volatility studies, and tracking intraday open interest.

Table Columns

Data Notes:

One row per market per minute (period_interval = 1).
price_* and bid_*/ask_* are per-contract in US dollars. underlying_price_* is the per-underlying-asset equivalent (price / contract_size).
Coarser intervals (hourly, daily) can be built from this minute-level data.
partition_date is the event date of the candle (date of period_end_ts).

Unique Key: unique_key

Column Name	Data Type	Description
project	VARCHAR	Project identifier, always ‘kalshi’.
protocol	VARCHAR	Protocol identifier, always ‘kalshi’.
unique_key	VARCHAR	Unique identifier for the candlestick record.
market_ticker	VARCHAR	Perp market ticker.
period_interval	NUMBER	Candle interval in minutes (1 for per-minute candles).
end_period_ts	NUMBER	End of the candle period as a Unix epoch (seconds).
period_end_ts	TIMESTAMP_NTZ(9)	End of the candle period as a timestamp.
price_open	FLOAT	Opening trade price for the minute (USD).
price_high	FLOAT	Highest trade price during the minute (USD).
price_low	FLOAT	Lowest trade price during the minute (USD).
price_close	FLOAT	Closing trade price for the minute (USD).
price_mean	FLOAT	Mean trade price during the minute (USD).
price_previous	FLOAT	Closing trade price of the previous minute (USD).
contract_size	FLOAT	Units of the underlying asset represented by one contract.
underlying_price_open	FLOAT	Opening underlying-asset price for the minute (USD).
underlying_price_high	FLOAT	Highest underlying-asset price during the minute (USD).
underlying_price_low	FLOAT	Lowest underlying-asset price during the minute (USD).
underlying_price_close	FLOAT	Closing underlying-asset price for the minute (USD).
bid_open	FLOAT	Opening best bid for the minute (USD).
bid_high	FLOAT	Highest best bid during the minute (USD).
bid_low	FLOAT	Lowest best bid during the minute (USD).
bid_close	FLOAT	Closing best bid for the minute (USD).
ask_open	FLOAT	Opening best ask for the minute (USD).
ask_high	FLOAT	Highest best ask during the minute (USD).
ask_low	FLOAT	Lowest best ask during the minute (USD).
ask_close	FLOAT	Closing best ask for the minute (USD).
volume	FLOAT	Number of contracts traded during the minute.
volume_notional_value_dollars	FLOAT	Notional USD value of volume traded during the minute.
open_interest	FLOAT	Open interest at the end of the minute (contracts).
open_interest_notional_value_dollars	FLOAT	Notional USD value of open interest at end of minute.
partition_date	DATE	Event date of the candle (used for partitioning).
ingested_at	TIMESTAMP_NTZ(9)	Timestamp the record was ingested into Allium’s database.

Sample Query

select
  market_ticker,
  period_end_ts,
  price_open,
  price_high,
  price_low,
  price_close,
  volume,
  open_interest
from common.perpetuals.kalshi_candlesticks
where market_ticker = 'KXBTCPERP'
  and partition_date >= current_date - interval '1 day'
order by period_end_ts asc

​Table Columns

​Sample Query

Table Columns

Sample Query