ABSTRACT We present a uniform analysis of six examples of embedded wind shock (EWS) O star X-ray sources observed at high resolution with the Chandra grating spectrometers. By modelling both the hot plasma emission and the continuum absorption of the soft X-rays by the cool, partially ionized bulk of the wind we derive the temperature distribution of the shock-heated plasma and the wind mass-loss rate of each star. We find a similar temperature distribution for each star’s hot wind plasma, consistent with a power-law differential emission measure, $\frac{{\rm d}\log EM}{{\rm d}\log T}$, with a slope a little steeper than −2, up to temperatures of only about 107 K. The wind mass-loss rates, which are derived from the broadband X-ray absorption signatures in the spectra, are consistent with those found from other diagnostics. The most notable conclusion of this study is that wind absorption is a very important effect, especially at longer wavelengths. More than 90 per cent of the X-rays between 18 and 25 Å produced by shocks in the wind of ζ Pup are absorbed, for example. It appears that the empirical trend of X-ray hardness with spectral subtype among O stars is primarily an absorption effect.