The order-book and trade history of Kalshi's NYC Snowfall monthly series (a new event every month): 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.
Four parquet files per day, every market of the series in each. Sizes are this series' own averages over its 22 days on disk.
kalshi_l1Best 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.
kalshi_l2The 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.
kalshi_tradesEvery trade: YES and NO price, size in contracts, the taker's side, block-trade flag, trade id.
kalshi_tickerKalshi'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.
The 6 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.
KXNYCSNOWM-26DEC-10closes 2027-01-01 04:59 UTCKXNYCSNOWM-26DEC-12closes 2027-01-01 04:59 UTCKXNYCSNOWM-26DEC-2closes 2027-01-01 04:59 UTCKXNYCSNOWM-26DEC-4closes 2027-01-01 04:59 UTCKXNYCSNOWM-26DEC-6closes 2027-01-01 04:59 UTCKXNYCSNOWM-26DEC-8closes 2027-01-01 04:59 UTCA month of KXNYCSNOWM, every table, is about 14 MB. Bought for Kalshi, Starter ($29/mo) carries top of book, trades and the ticker for every series plus one series of your choice, KXNYCSNOWM 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.