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kalshi historical data / financials / KX5YRRATEH
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US 5Y Treasury yield hourly, tick by tick.
Kalshi series KX5YRRATEH: order book and trades, 2026-10-09 → 2026-10-23.

The order-book and trade history of Kalshi's US 5Y Treasury yield hourly series (new markets every hour): 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.

15 days2026-10-09 → 2026-10-23 · every day since its first · ~3 MB per day · 42 MB on disk · 378 open markets
pull KX5YRRATEH days →schemapricing

What a KX5YRRATEH day contains

Four parquet files per day, every market of the series in each. Sizes are this series' own averages over its 15 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.

~894 kB per KX5YRRATEH 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.

~2 MB per KX5YRRATEH day
Tradeskalshi_trades

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

~16 kB per KX5YRRATEH 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.

~557 kB per KX5YRRATEH day

KX5YRRATEH markets

The 12 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 the Pyth 5Y U.S. Treasury yield be above 4.72% on Oct 23 at 5:00pm ET?: Above 4.72%KX5YRRATEH-23OCT2617-T472closed 2026-10-23 20:59 UTC
Will the Pyth 5Y U.S. Treasury yield be above 4.73% on Oct 23 at 5:00pm ET?: Above 4.73%KX5YRRATEH-23OCT2617-T473closed 2026-10-23 20:59 UTC
Will the Pyth 5Y U.S. Treasury yield be above 4.74% on Oct 23 at 5:00pm ET?: Above 4.74%KX5YRRATEH-23OCT2617-T474closed 2026-10-23 20:59 UTC
Will the Pyth 5Y U.S. Treasury yield be above 4.75% on Oct 23 at 5:00pm ET?: Above 4.75%KX5YRRATEH-23OCT2617-T475closed 2026-10-23 20:59 UTC
Will the Pyth 5Y U.S. Treasury yield be above 4.76% on Oct 23 at 5:00pm ET?: Above 4.76%KX5YRRATEH-23OCT2617-T476closed 2026-10-23 20:59 UTC
Will the Pyth 5Y U.S. Treasury yield be above 4.77% on Oct 23 at 5:00pm ET?: Above 4.77%KX5YRRATEH-23OCT2617-T477closed 2026-10-23 20:59 UTC
Will the Pyth 5Y U.S. Treasury yield be above 4.78% on Oct 23 at 5:00pm ET?: Above 4.78%KX5YRRATEH-23OCT2617-T478closed 2026-10-23 20:59 UTC
Will the Pyth 5Y U.S. Treasury yield be above 4.79% on Oct 23 at 5:00pm ET?: Above 4.79%KX5YRRATEH-23OCT2617-T479closed 2026-10-23 20:59 UTC
Will the Pyth 5Y U.S. Treasury yield be above 4.80% on Oct 23 at 5:00pm ET?: Above 4.80%KX5YRRATEH-23OCT2617-T480closed 2026-10-23 20:59 UTC
Will the Pyth 5Y U.S. Treasury yield be above 4.81% on Oct 23 at 5:00pm ET?: Above 4.81%KX5YRRATEH-23OCT2617-T481closed 2026-10-23 20:59 UTC
Will the Pyth 5Y U.S. Treasury yield be above 4.82% on Oct 23 at 5:00pm ET?: Above 4.82%KX5YRRATEH-23OCT2617-T482closed 2026-10-23 20:59 UTC
Will the Pyth 5Y U.S. Treasury yield be above 4.83% on Oct 23 at 5:00pm ET?: Above 4.83%KX5YRRATEH-23OCT2617-T483closed 2026-10-23 20:59 UTC

Coverage notes for KX5YRRATEH

  • First day on disk: 2026-10-09. The series' first book appeared then. New days are added daily.
  • Trades before 2026-09-27. Kalshi's historical API has no tick-level order book, so earlier KX5YRRATEH 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 KX5YRRATEH-.
  • 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 KX5YRRATEH, every table, is about 99 MB. Bought for Kalshi, Starter ($29/mo) carries top of book, trades and the ticker for every series plus one series of your choice, KX5YRRATEH 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: KX5YRRATEH at full depth →L10: every series at 10 levelsL25: every series, 25 levelsfree sample day

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