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kalshi historical data / financials / KX10Y2YDATE
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treasury spread 10y2y on date, tick by tick.
Kalshi series KX10Y2YDATE: order book and trades, 2026-09-27 → 2026-10-23.

The order-book and trade history of Kalshi's treasury spread 10y2y on date series (a one-off event): top of book on every change, the 25-level book on every change in YES terms, every trade with the taker's side, and Kalshi's own ticker, with exchange timestamps to the millisecond. Captured by us from Kalshi's websocket on two independent legs and checked against the exchange's own book snapshots.

27 days2026-09-27 → 2026-10-23 · every day since its first · ~371 kB per day · 10 MB on disk · 11 open markets
pull KX10Y2YDATE days →schemapricing

What a KX10Y2YDATE day contains

Four parquet files per day, every market of the series in each. Sizes are this series' own averages over its 27 days on disk.

Top of book (every change)kalshi_l1

Best YES bid and ask with sizes and the spread, one row whenever either changed, derived tick by tick from the rebuilt book: not Kalshi's conflated ticker.

~21 kB per KX10Y2YDATE day
Order book, 25 levels, every changekalshi_l2

The whole ladder after every book event, in YES terms (the NO bids become the asks, at their sizes), 25 levels a side: wide columns bid_px_1 … ask_sz_25, plus the exchange's own hourly snapshots. Each row is self-contained, so you can start reading mid-day.

~317 kB per KX10Y2YDATE day
Tradeskalshi_trades

Every trade: YES and NO price, size in contracts, the taker's side, block-trade flag, trade id.

~4 kB per KX10Y2YDATE day
Kalshi ticker (~1 s)kalshi_ticker

Kalshi's own ticker feed, about one update a second per market: last price, YES bid/ask with sizes, cumulative volume and open interest in contracts and dollars.

~28 kB per KX10Y2YDATE day

KX10Y2YDATE markets

The 11 closing nearest to now, from Kalshi's daily market list. Each is a row key (market_ticker) in every table, captured from the day it opens until it settles.

Will daily 10-Year Treasury Constant Maturity minus the 2-year Treasury Constant Maturity for December 31, 2026 be above -10bps?: Above -10bpsKX10Y2YDATE-26DEC31-T-10closes 2027-01-01 04:59 UTC
Will daily 10-Year Treasury Constant Maturity minus the 2-year Treasury Constant Maturity for December 31, 2026 be above -20bps?: Above -20bpsKX10Y2YDATE-26DEC31-T-20closes 2027-01-01 04:59 UTC
Will daily 10-Year Treasury Constant Maturity minus the 2-year Treasury Constant Maturity for December 31, 2026 be above -30bps?: Above -30bpsKX10Y2YDATE-26DEC31-T-30closes 2027-01-01 04:59 UTC
Will daily 10-Year Treasury Constant Maturity minus the 2-year Treasury Constant Maturity for December 31, 2026 be above 0bps?: Above 0bpsKX10Y2YDATE-26DEC31-T0closes 2027-01-01 04:59 UTC
Will daily 10-Year Treasury Constant Maturity minus the 2-year Treasury Constant Maturity for December 31, 2026 be above 10bps?: Above 10bpsKX10Y2YDATE-26DEC31-T10closes 2027-01-01 04:59 UTC
Will daily 10-Year Treasury Constant Maturity minus the 2-year Treasury Constant Maturity for December 31, 2026 be above 20bps?: Above 20bpsKX10Y2YDATE-26DEC31-T20closes 2027-01-01 04:59 UTC
Will daily 10-Year Treasury Constant Maturity minus the 2-year Treasury Constant Maturity for December 31, 2026 be above 30bps?: Above 30bpsKX10Y2YDATE-26DEC31-T30closes 2027-01-01 04:59 UTC
Will daily 10-Year Treasury Constant Maturity minus the 2-year Treasury Constant Maturity for December 31, 2026 be above 40bps?: Above 40bpsKX10Y2YDATE-26DEC31-T40closes 2027-01-01 04:59 UTC
Will daily 10-Year Treasury Constant Maturity minus the 2-year Treasury Constant Maturity for December 31, 2026 be above 50bps?: Above 50bpsKX10Y2YDATE-26DEC31-T50closes 2027-01-01 04:59 UTC
Will daily 10-Year Treasury Constant Maturity minus the 2-year Treasury Constant Maturity for December 31, 2026 be above 60bps?: Above 60bpsKX10Y2YDATE-26DEC31-T60closes 2027-01-01 04:59 UTC
Will daily 10-Year Treasury Constant Maturity minus the 2-year Treasury Constant Maturity for December 31, 2026 be above 70bps?: Above 70bpsKX10Y2YDATE-26DEC31-T70closes 2027-01-01 04:59 UTC

Coverage notes for KX10Y2YDATE

  • First day on disk: 2026-09-27. That is the day our Kalshi capture began, not the series' launch. New days are added daily.
  • Trades before 2026-09-27. Kalshi's historical API has no tick-level order book, so earlier KX10Y2YDATE trades are in the whole-exchange trades history (from 2021-06-30, one file a day): filter market_ticker to this series' markets, which start with KX10Y2YDATE-.
  • The first day starts at 11:00 UTC. Our capture began at 11:00 UTC on 27 September 2026: 13 hours that day, not 24, and no CF Benchmarks index file (that capture starts on the 28th).
  • A book-quality dip on 2026-09-29. During a pipeline cutover 10,255 exchange snapshots disagreed with the rebuilt book (41 to 1,378 on every other day) and 16,678 negative levels were clamped to zero. The book resynchronises at every exchange snapshot; trades and ticker are unaffected.
  • Every bundle ships a README with the schemas and, per day, how often the rebuilt book matched the exchange's own snapshots, for your exact range.

Pricing

A month of KX10Y2YDATE, every table, is about 11 MB. Bought for Kalshi, Starter ($29/mo) carries top of book, trades and the ticker for every series plus one series of your choice, KX10Y2YDATE if you like, at full book depth; L10 ($49/mo) carries every series' book at 10 levels and L25 ($99/mo) the full 25-level book. Each includes 7 days before you join and every day after. Any free account can pull 2026-10-07, any series, up to 1.0 GB.

Starter: KX10Y2YDATE at full depth →L10: every series at 10 levelsL25: every series, 25 levelsfree sample day

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