It is almost correct. As far as I understand it is not a question. So there are basically three options:
1. "Ich hätte die Tickets vor dem Konzert kaufen sollen." (neutral)
2. "Ich hätte die Tickets vor dem Konzert kaufen sollen!" (The exclamation mark indicates your emotions. It stresses more that you regret that you did not buy them.
3. "Ich hätte die Tickets vor dem Konzert kaufen sollen ..." (It indicates that you think about it.)
The sentences use "Konjunktiv II". the sentence contains hypothetical handlings. I think it is called "irrealis" and is a special usage.
It indicates an irreal wish.
I see. Thank you.
When I wrote documentation, I found this style. It seems to be different between American and English style.
So in English it is correct in some style. But hard to understand. (And I see it was by accident.)
The German sentence need a closing mark nevertheless.
I just found a context were in German the question mark is correct.
4. "Bist du sicher? Ich hätte die Tickets vor dem Konzert kaufen sollen?" (It indicates that you are in doubt about an answer/proposition.) (Rückfrage, it is similar to the original question.)