API Reference
The K-Market Insight API provides structured Korean equity intelligence — AI-analyzed disclosures, sector signals, market radar, and event-driven backtest performance — via a REST interface. Responses are JSON by default (XML available via ?format=xml). Timestamps are ISO 8601 UTC.
Base URL
https://k-marketinsight.com/api/v1Current version
v1Response format
JSON by default — pass ?format=xml or Accept: application/xml for XMLAuthentication
X-API-Key headerTimestamp format
ISO 8601 UTC (e.g. 2026-03-10T06:38:00Z)CORS
Enabled — browser requests supportedRate Limits
Rate limits are enforced per API key. If you exceed your limit, the API returns HTTP 429 with a Retry-After header indicating seconds until the next window.
Public Beta — all approved keys
5,000 requests / monthPagination
Most list endpoints are date-range filtered — pass date_from / date_to and limit to control the window and page size. /v1/performance/trades is the one exception — it uses limit + offset instead, since full trade history matters regardless of recency. There is no cursor field in any response.
// /v1/performance/trades — offset pagination
const page1 = await fetch('/v1/performance/trades?limit=50&offset=0', { headers }).then(r => r.json());
// page1.total = total matching rows across all pages
const page2 = await fetch('/v1/performance/trades?limit=50&offset=50', { headers }).then(r => r.json());