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kalshi historical data / mentions / KXEARNINGSMENTIONDAL
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Delta Earnings, tick by tick.
Kalshi series KXEARNINGSMENTIONDAL: order book and trades, 2026-09-28 → 2026-10-23.

The order-book and trade history of Kalshi's Delta Earnings 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 days2026-09-28 → 2026-10-23 · 3 of 26 days without a book · ~2 MB per day · 43 MB on disk · 15 open markets
pull KXEARNINGSMENTIONDAL days →schemapricing

What a KXEARNINGSMENTIONDAL 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.

~240 kB per KXEARNINGSMENTIONDAL 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 KXEARNINGSMENTIONDAL day
Tradeskalshi_trades

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

~21 kB per KXEARNINGSMENTIONDAL 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.

~124 kB per KXEARNINGSMENTIONDAL day

KXEARNINGSMENTIONDAL 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.

What will Delta Air Lines, Inc. say during their next earnings call?: Acquired / AcquisitionKXEARNINGSMENTIONDAL-27JAN13-ACQUcloses 2027-04-13 15:00 UTC
What will Delta Air Lines, Inc. say during their next earnings call?: Delta ConciergeKXEARNINGSMENTIONDAL-27JAN13-CONCcloses 2027-04-13 15:00 UTC
What will Delta Air Lines, Inc. say during their next earnings call?: DividendKXEARNINGSMENTIONDAL-27JAN13-DIVIcloses 2027-04-13 15:00 UTC
What will Delta Air Lines, Inc. say during their next earnings call?: GuidanceKXEARNINGSMENTIONDAL-27JAN13-GUIDcloses 2027-04-13 15:00 UTC
What will Delta Air Lines, Inc. say during their next earnings call?: HeadwindKXEARNINGSMENTIONDAL-27JAN13-HEADcloses 2027-04-13 15:00 UTC
What will Delta Air Lines, Inc. say during their next earnings call?: HyattKXEARNINGSMENTIONDAL-27JAN13-HYATcloses 2027-04-13 15:00 UTC
What will Delta Air Lines, Inc. say during their next earnings call?: Iran / Middle EastKXEARNINGSMENTIONDAL-27JAN13-IRANcloses 2027-04-13 15:00 UTC
What will Delta Air Lines, Inc. say during their next earnings call?: Nonstop / Non-StopKXEARNINGSMENTIONDAL-27JAN13-NONScloses 2027-04-13 15:00 UTC
What will Delta Air Lines, Inc. say during their next earnings call?: Oil / Gas / GasolineKXEARNINGSMENTIONDAL-27JAN13-OILcloses 2027-04-13 15:00 UTC
What will Delta Air Lines, Inc. say during their next earnings call?: PartnershipKXEARNINGSMENTIONDAL-27JAN13-PARTcloses 2027-04-13 15:00 UTC
What will Delta Air Lines, Inc. say during their next earnings call?: Shutdown / Shut DownKXEARNINGSMENTIONDAL-27JAN13-SHUTcloses 2027-04-13 15:00 UTC
What will Delta Air Lines, Inc. say during their next earnings call?: TariffKXEARNINGSMENTIONDAL-27JAN13-TARIcloses 2027-04-13 15:00 UTC

Coverage notes for KXEARNINGSMENTIONDAL

  • 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 KXEARNINGSMENTIONDAL 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 KXEARNINGSMENTIONDAL-.
  • 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 KXEARNINGSMENTIONDAL, every table, is about 56 MB. Bought for Kalshi, Starter ($29/mo) carries top of book, trades and the ticker for every series plus one series of your choice, KXEARNINGSMENTIONDAL 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: KXEARNINGSMENTIONDAL at full depth →L10: every series at 10 levelsL25: every series, 25 levelsfree sample day

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