Guides / Trade History

SOL Trade History — Executed Fills on Kalshi & Polymarket Up/Down

The SOL Up/Down trade tape is the list of fills that actually happened: price, size, side, and timestamp for every execution on Solana's Up/Down markets. Where orderbook history records what was offered, the tape records what was taken — and the gap between the two is where most optimistic backtests live.

Intervals covered

Contract interval	What it means for SOL Up/Down
`5m`	Resolves every 5 minutes. Thinnest books; spread is usually the dominant cost.
`15m`	Resolves every 15 minutes. Enough depth to test size without moving the book much.
`1h`	Hourly resolution. The most consistently quoted interval across both venues.
`4h`	Four-hour resolution. Slower drift, fewer independent observations per day.
`24h`	Daily resolution. Closest to a directional bet; overnight gaps matter most here.

Contract interval vs. snapshot granularity

These are two different things, and mixing them up is the usual reason a backtest looks wrong. The contract interval (5m through 24h) is a property of the market itself — how often that series resolves. The snapshot granularity is how often ProbSights recorded the book, set with the granularity query parameter, which accepts 1m or 5m. A 24h contract sampled at 1m gives you roughly 1,440 snapshots across its life; a 5m contract sampled at 5m gives you a handful. Pick the granularity from the resolution your strategy needs, not from the contract interval.

Fields, by venue

Trade records keep venue-specific identifiers rather than discarding them, because they are what let you reconcile against the venue's own records later.

Field	Venue	Meaning
`market_id`	both	Normalized market identifier
`timestamp`	both	Unix seconds of the fill
`price`	both	Execution price in cents
`size`	both	Contracts filled
`taker_side`	Kalshi	Which side lifted the book
`trade_id`	Kalshi	Venue trade identifier
`side`	Polymarket	Direction of the fill
`transaction_hash`	Polymarket	On-chain settlement reference
`fee_rate_bps`	Polymarket	Fee applied, in basis points
`asset_id`	Polymarket	Outcome token the fill was against

Querying it

GET /api/v1/historical/polymarket/trades
      ?market_id=<market_id>
      &start_time=1737331200
      &end_time=1737417600
      &limit=1000

The response is { trades, pagination }, paged the same way as orderbook history: follow pagination.pagination_key while pagination.has_more is true. Use /api/v1/historical/kalshi/trades for the Kalshi side of the same window.

Reading the tape against the book

Validate fill assumptions. If your backtest fills 500 contracts at a timestamp where the tape shows 40 contracts trading, the backtest is fiction.
Measure realized spread. Compare fill price to the prevailing mid from the matching snapshot to see what crossing actually cost.
Find the active windows. Trade counts per hour show when SOL Up/Down markets are worth trading at all.
Spot size clustering. Repeated identical sizes often mean a bot; whale tracking covers the large-fill end of this directly.

Access

SOL Up/Down trade history is included from the Pro plan; Builder adds Kalshi alongside Polymarket across a 60-day window.

Related guides

Data from Kalshi and Polymarket. Search live API docs Pricing