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

Cava Foot Traffic, tick by tick.
Kalshi series KXCAVAFT: order book and trades, 2026-09-27 → 2026-10-23.

The order-book and trade history of Kalshi's Cava Foot Traffic 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 · ~1 MB per day · 31 MB on disk · 9 open markets
pull KXCAVAFT days →schemapricing

What a KXCAVAFT 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.

~189 kB per KXCAVAFT 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.

~792 kB per KXCAVAFT day
Tradeskalshi_trades

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

~9 kB per KXCAVAFT 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.

~171 kB per KXCAVAFT day

KXCAVAFT markets

The 9 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 Cava Foot Traffic for October 2026 be above 100?: Above 100KXCAVAFT-26NOV08-T100closes 2026-11-08 04:59 UTC
Will Cava Foot Traffic for October 2026 be above 101?: Above 101KXCAVAFT-26NOV08-T101closes 2026-11-08 04:59 UTC
Will Cava Foot Traffic for October 2026 be above 102?: Above 102KXCAVAFT-26NOV08-T102closes 2026-11-08 04:59 UTC
Will Cava Foot Traffic for October 2026 be above 108?: Above 108KXCAVAFT-26NOV08-T108closes 2026-11-08 04:59 UTC
Will Cava Foot Traffic for October 2026 be above 90?: Above 90KXCAVAFT-26NOV08-T90closes 2026-11-08 04:59 UTC
Will Cava Foot Traffic for October 2026 be above 96?: Above 96KXCAVAFT-26NOV08-T96closes 2026-11-08 04:59 UTC
Will Cava Foot Traffic for October 2026 be above 97?: Above 97KXCAVAFT-26NOV08-T97closes 2026-11-08 04:59 UTC
Will Cava Foot Traffic for October 2026 be above 98?: Above 98KXCAVAFT-26NOV08-T98closes 2026-11-08 04:59 UTC
Will Cava Foot Traffic for October 2026 be above 99?: Above 99KXCAVAFT-26NOV08-T99closes 2026-11-08 04:59 UTC

Coverage notes for KXCAVAFT

  • 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 KXCAVAFT 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 KXCAVAFT-.
  • 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 KXCAVAFT, 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, KXCAVAFT 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: KXCAVAFT 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