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kalshi historical data / financials / KXCMGFT
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Chipotle Foot Traffic, tick by tick.
Kalshi series KXCMGFT: order book and trades, 2026-09-27 → 2026-10-23.

The order-book and trade history of Kalshi's Chipotle 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 · 29 MB on disk · 10 open markets
pull KXCMGFT days →schemapricing

What a KXCMGFT 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.

~200 kB per KXCMGFT 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.

~698 kB per KXCMGFT day
Tradeskalshi_trades

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

~8 kB per KXCMGFT 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.

~181 kB per KXCMGFT day

KXCMGFT markets

The 10 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 Chipotle Foot Traffic for October 2026 be above 101?: Above 101KXCMGFT-26NOV08-T101closes 2026-11-08 04:59 UTC
Will Chipotle Foot Traffic for October 2026 be above 104?: Above 104KXCMGFT-26NOV08-T104closes 2026-11-08 04:59 UTC
Will Chipotle Foot Traffic for October 2026 be above 105?: Above 105KXCMGFT-26NOV08-T105closes 2026-11-08 04:59 UTC
Will Chipotle Foot Traffic for October 2026 be above 106?: Above 106KXCMGFT-26NOV08-T106closes 2026-11-08 04:59 UTC
Will Chipotle Foot Traffic for October 2026 be above 107?: Above 107KXCMGFT-26NOV08-T107closes 2026-11-08 04:59 UTC
Will Chipotle Foot Traffic for October 2026 be above 108?: Above 108KXCMGFT-26NOV08-T108closes 2026-11-08 04:59 UTC
Will Chipotle Foot Traffic for October 2026 be above 111?: Above 111KXCMGFT-26NOV08-T111closes 2026-11-08 04:59 UTC
Will Chipotle Foot Traffic for October 2026 be above 92?: Above 92KXCMGFT-26NOV08-T92closes 2026-11-08 04:59 UTC
Will Chipotle Foot Traffic for October 2026 be above 95?: Above 95KXCMGFT-26NOV08-T95closes 2026-11-08 04:59 UTC
Will Chipotle Foot Traffic for October 2026 be above 98?: Above 98KXCMGFT-26NOV08-T98closes 2026-11-08 04:59 UTC

Coverage notes for KXCMGFT

  • 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 KXCMGFT 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 KXCMGFT-.
  • 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 KXCMGFT, every table, is about 32 MB. Bought for Kalshi, Starter ($29/mo) carries top of book, trades and the ticker for every series plus one series of your choice, KXCMGFT 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: KXCMGFT at full depth →L10: every series at 10 levelsL25: every series, 25 levelsfree sample day

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