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

The order-book and trade history of Kalshi's McDonald's 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 · 7 open markets
pull KXMCDFT days →schemapricing

What a KXMCDFT 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.

~202 kB per KXMCDFT 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.

~730 kB per KXMCDFT day
Tradeskalshi_trades

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

~9 kB per KXMCDFT 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.

~174 kB per KXMCDFT day

KXMCDFT markets

The 7 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 McDonald's Foot Traffic for October 2026 be above 101?: Above 101KXMCDFT-26NOV08-T101closes 2026-11-08 04:59 UTC
Will McDonald's Foot Traffic for October 2026 be above 103?: Above 103KXMCDFT-26NOV08-T103closes 2026-11-08 04:59 UTC
Will McDonald's Foot Traffic for October 2026 be above 105?: Above 105KXMCDFT-26NOV08-T105closes 2026-11-08 04:59 UTC
Will McDonald's Foot Traffic for October 2026 be above 109?: Above 109KXMCDFT-26NOV08-T109closes 2026-11-08 04:59 UTC
Will McDonald's Foot Traffic for October 2026 be above 93?: Above 93KXMCDFT-26NOV08-T93closes 2026-11-08 04:59 UTC
Will McDonald's Foot Traffic for October 2026 be above 97?: Above 97KXMCDFT-26NOV08-T97closes 2026-11-08 04:59 UTC
Will McDonald's Foot Traffic for October 2026 be above 99?: Above 99KXMCDFT-26NOV08-T99closes 2026-11-08 04:59 UTC

Coverage notes for KXMCDFT

  • 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 KXMCDFT 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 KXMCDFT-.
  • 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 KXMCDFT, every table, is about 33 MB. Bought for Kalshi, Starter ($29/mo) carries top of book, trades and the ticker for every series plus one series of your choice, KXMCDFT 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: KXMCDFT at full depth →L10: every series at 10 levelsL25: every series, 25 levelsfree sample day

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