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kalshi historical data / financials / KXINXDIRY
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INXDIRY, tick by tick.
Kalshi series KXINXDIRY: order book and trades, 2026-09-27 → 2026-10-22.

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

26 days2026-09-27 → 2026-10-22 · every day since its first · ~3 MB per day · 84 MB on disk · 34 open markets
pull KXINXDIRY days →schemapricing

What a KXINXDIRY day contains

Four parquet files per day, every market of the series in each. Sizes are this series' own averages over its 26 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.

~344 kB per KXINXDIRY 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.

~3 MB per KXINXDIRY day
Tradeskalshi_trades

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

~14 kB per KXINXDIRY 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.

~267 kB per KXINXDIRY day

KXINXDIRY 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 the S&P 500 be above 6900 on Dec 31, 2026 at 4pm EST?: 6,900 or aboveKXINXDIRY-26DEC31H1600-T6900closes 2026-12-31 21:00 UTC
Will the S&P 500 be above 7000 on Dec 31, 2026 at 4pm EST?: 7,000 or aboveKXINXDIRY-26DEC31H1600-T7000closes 2026-12-31 21:00 UTC
Will the S&P 500 be above 7100 on Dec 31, 2026 at 4pm EST?: 7,100 or aboveKXINXDIRY-26DEC31H1600-T7100closes 2026-12-31 21:00 UTC
Will the S&P 500 be above 7200 on Dec 31, 2026 at 4pm EST?: 7,200 or aboveKXINXDIRY-26DEC31H1600-T7200closes 2026-12-31 21:00 UTC
Will the S&P 500 be above 7300 on Dec 31, 2026 at 4pm EST?: 7,300 or aboveKXINXDIRY-26DEC31H1600-T7300closes 2026-12-31 21:00 UTC
Will the S&P 500 be above 7400 on Dec 31, 2026 at 4pm EST?: 7,400 or aboveKXINXDIRY-26DEC31H1600-T7400closes 2026-12-31 21:00 UTC
Will the S&P 500 be above 7500 on Dec 31, 2026 at 4pm EST?: 7,500 or aboveKXINXDIRY-26DEC31H1600-T7500closes 2026-12-31 21:00 UTC
Will the S&P 500 be above 7600 on Dec 31, 2026 at 4pm EST?: 7,600 or aboveKXINXDIRY-26DEC31H1600-T7600closes 2026-12-31 21:00 UTC
Will the S&P 500 be above 7700 on Dec 31, 2026 at 4pm EST?: 7,700 or aboveKXINXDIRY-26DEC31H1600-T7700closes 2026-12-31 21:00 UTC
Will the S&P 500 be above 7800 on Dec 31, 2026 at 4pm EST?: 7,800 or aboveKXINXDIRY-26DEC31H1600-T7800closes 2026-12-31 21:00 UTC
Will the S&P 500 be above 7900 on Dec 31, 2026 at 4pm EST?: 7,900 or aboveKXINXDIRY-26DEC31H1600-T7900closes 2026-12-31 21:00 UTC
Will the S&P 500 be above 8000 on Dec 31, 2026 at 4pm EST?: 8,000 or aboveKXINXDIRY-26DEC31H1600-T8000closes 2026-12-31 21:00 UTC

Coverage notes for KXINXDIRY

  • 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 KXINXDIRY 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 KXINXDIRY-.
  • 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 KXINXDIRY, every table, is about 97 MB. Bought for Kalshi, Starter ($29/mo) carries top of book, trades and the ticker for every series plus one series of your choice, KXINXDIRY 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: KXINXDIRY at full depth →L10: every series at 10 levelsL25: every series, 25 levelsfree sample day

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