kalshi::GetHistoricalMarketsParams Struct Reference

Query parameters for get_historical_markets. More...

#include <kalshi/models.hpp>

Public Attributes
std::optional< std::int64_t >	limit
	Number of results per page.
std::optional< std::string >	cursor
	Pagination cursor.
std::optional< std::string >	tickers
	Filter by specific market tickers.
std::optional< std::string >	event_ticker
	Event ticker to filter by.
std::optional< std::string >	series_ticker
	Filter by series ticker.
std::optional< GetHistoricalMarketsMveFilter >	mve_filter
	Filter by multivariate events (combos).

Detailed Description

Query parameters for get_historical_markets.

Member Data Documentation

limit

std::optional<std::int64_t> kalshi::GetHistoricalMarketsParams::limit

Number of results per page.

cursor

std::optional<std::string> kalshi::GetHistoricalMarketsParams::cursor

Pagination cursor.

tickers

std::optional<std::string> kalshi::GetHistoricalMarketsParams::tickers

Filter by specific market tickers.

event_ticker

std::optional<std::string> kalshi::GetHistoricalMarketsParams::event_ticker

Event ticker to filter by.

series_ticker

std::optional<std::string> kalshi::GetHistoricalMarketsParams::series_ticker

Filter by series ticker.

mve_filter

std::optional<GetHistoricalMarketsMveFilter> kalshi::GetHistoricalMarketsParams::mve_filter

Filter by multivariate events (combos).

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The documentation for this struct was generated from the following file:

• kalshi/models.hpp