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kalshi historical data / financials / KXAUDUSDAW
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AUDUSD Weekly, tick by tick.
Kalshi series KXAUDUSDAW: order book and trades, 2026-09-28 → 2026-10-23.

The order-book and trade history of Kalshi's AUDUSD Weekly series (a new event every week): 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.

20 days2026-09-28 → 2026-10-23 · 6 of 26 days without a book · ~1 MB per day · 23 MB on disk · 20 open markets
pull KXAUDUSDAW days →schemapricing

What a KXAUDUSDAW day contains

Four parquet files per day, every market of the series in each. Sizes are this series' own averages over its 20 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.

~190 kB per KXAUDUSDAW 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.

~829 kB per KXAUDUSDAW day
Tradeskalshi_trades

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

~11 kB per KXAUDUSDAW 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.

~130 kB per KXAUDUSDAW day

KXAUDUSDAW 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 AUDUSD be Above 0.677 at 5pm ET on Oct 23?: Above 0.677KXAUDUSDAW-26OCT23-0.6770closed 2026-10-23 21:00 UTC
Will AUDUSD be Above 0.679 at 5pm ET on Oct 23?: Above 0.679KXAUDUSDAW-26OCT23-0.6790closed 2026-10-23 21:00 UTC
Will AUDUSD be Above 0.681 at 5pm ET on Oct 23?: Above 0.681KXAUDUSDAW-26OCT23-0.6810closed 2026-10-23 21:00 UTC
Will AUDUSD be Above 0.683 at 5pm ET on Oct 23?: Above 0.683KXAUDUSDAW-26OCT23-0.6830closed 2026-10-23 21:00 UTC
Will AUDUSD be Above 0.685 at 5pm ET on Oct 23?: Above 0.685KXAUDUSDAW-26OCT23-0.6850closed 2026-10-23 21:00 UTC
Will AUDUSD be Above 0.687 at 5pm ET on Oct 23?: Above 0.687KXAUDUSDAW-26OCT23-0.6870closed 2026-10-23 21:00 UTC
Will AUDUSD be Above 0.689 at 5pm ET on Oct 23?: Above 0.689KXAUDUSDAW-26OCT23-0.6890closed 2026-10-23 21:00 UTC
Will AUDUSD be Above 0.691 at 5pm ET on Oct 23?: Above 0.691KXAUDUSDAW-26OCT23-0.6910closed 2026-10-23 21:00 UTC
Will AUDUSD be Above 0.693 at 5pm ET on Oct 23?: Above 0.693KXAUDUSDAW-26OCT23-0.6930closed 2026-10-23 21:00 UTC
Will AUDUSD be Above 0.695 at 5pm ET on Oct 23?: Above 0.695KXAUDUSDAW-26OCT23-0.6950closed 2026-10-23 21:00 UTC
Will AUDUSD be Above 0.697 at 5pm ET on Oct 23?: Above 0.697KXAUDUSDAW-26OCT23-0.6970closed 2026-10-23 21:00 UTC
Will AUDUSD be Above 0.699 at 5pm ET on Oct 23?: Above 0.699KXAUDUSDAW-26OCT23-0.6990closed 2026-10-23 21:00 UTC

Coverage notes for KXAUDUSDAW

  • First day on disk: 2026-09-28. 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 KXAUDUSDAW 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 KXAUDUSDAW-.
  • 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 KXAUDUSDAW, every table, is about 34 MB. Bought for Kalshi, Starter ($29/mo) carries top of book, trades and the ticker for every series plus one series of your choice, KXAUDUSDAW 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: KXAUDUSDAW at full depth →L10: every series at 10 levelsL25: every series, 25 levelsfree sample day

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