▌tickfoundry
capture livesign inget the data →
kalshi historical data / financials / KXATZ
§financials

Aritzia KPI, tick by tick.
Kalshi series KXATZ: order book and trades, 2026-09-27 → 2026-10-23.

The order-book and trade history of Kalshi's Aritzia KPI 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.

23 days2026-09-27 → 2026-10-23 · 4 of 27 days without a book · ~400 kB per day · 9 MB on disk · 8 open markets
pull KXATZ days →schemapricing

What a KXATZ day contains

Four parquet files per day, every market of the series in each. Sizes are this series' own averages over its 23 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.

~35 kB per KXATZ 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.

~323 kB per KXATZ day
Tradeskalshi_trades

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

~6 kB per KXATZ 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.

~36 kB per KXATZ day

KXATZ markets

The 8 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 Aritzia Inc. report Above 15% comparable sales growth in Q3 2027?: Above 15%KXATZ-27MARCOMP-15closes 2027-07-29 14:00 UTC
Will Aritzia Inc. report Above 18% comparable sales growth in Q3 2027?: Above 18%KXATZ-27MARCOMP-18closes 2027-07-29 14:00 UTC
Will Aritzia Inc. report Above 21% comparable sales growth in Q3 2027?: Above 21%KXATZ-27MARCOMP-21closes 2027-07-29 14:00 UTC
Will Aritzia Inc. report Above 24% comparable sales growth in Q3 2027?: Above 24%KXATZ-27MARCOMP-24closes 2027-07-29 14:00 UTC
Will Aritzia Inc. report Above 27% comparable sales growth in Q3 2027?: Above 27%KXATZ-27MARCOMP-27closes 2027-07-29 14:00 UTC
Will Aritzia Inc. report Above 30% comparable sales growth in Q3 2027?: Above 30%KXATZ-27MARCOMP-30closes 2027-07-29 14:00 UTC
Will Aritzia Inc. report Above 33% comparable sales growth in Q3 2027?: Above 33%KXATZ-27MARCOMP-33closes 2027-07-29 14:00 UTC
Will Aritzia Inc. report Above 36% comparable sales growth in Q3 2027?: Above 36%KXATZ-27MARCOMP-36closes 2027-07-29 14:00 UTC

Coverage notes for KXATZ

  • 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 KXATZ 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 KXATZ-.
  • 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 KXATZ, every table, is about 12 MB. Bought for Kalshi, Starter ($29/mo) carries top of book, trades and the ticker for every series plus one series of your choice, KXATZ 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: KXATZ at full depth →L10: every series at 10 levelsL25: every series, 25 levelsfree sample day

Other financials series on Kalshi

Nasdaq above/belowS&P 500 above/belowDJI HourlyFifteen-min USDJPY15-minute EURUSD15-minute GBPUSD15-minute AUDUSD15-minute USDCADS&P 500 max yearlyUSD/JPY daily rangeElon Musk net worth on [date]EUR/USD daily range30Y how high monthlyUST 10 Year DailyINXDUDS&P 500 range10Y how high monthlyFear and Greed indexUSDJPY WeeklyCompany Merger… the whole venue