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kalshi historical data / economics / KXSIENNAMSRP
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Toyota Sienna starting MSRP, tick by tick.
Kalshi series KXSIENNAMSRP: order book and trades, 2026-10-03 → 2026-10-23.

The order-book and trade history of Kalshi's Toyota Sienna starting MSRP 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.

21 days2026-10-03 → 2026-10-23 · every day since its first · ~608 kB per day · 12 MB on disk · 9 open markets
pull KXSIENNAMSRP days →schemapricing

What a KXSIENNAMSRP day contains

Four parquet files per day, every market of the series in each. Sizes are this series' own averages over its 21 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.

~87 kB per KXSIENNAMSRP 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.

~440 kB per KXSIENNAMSRP day
Tradeskalshi_trades

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

~6 kB per KXSIENNAMSRP 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.

~75 kB per KXSIENNAMSRP day

KXSIENNAMSRP markets

The 9 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.

2027 Toyota Sienna starting MSRP above $41,000?: Above $41,000KXSIENNAMSRP-TOY-SIENNA-2027-T41000closes 2027-04-01 04:00 UTC
2027 Toyota Sienna starting MSRP above $41,500?: Above $41,500KXSIENNAMSRP-TOY-SIENNA-2027-T41500closes 2027-04-01 04:00 UTC
2027 Toyota Sienna starting MSRP above $42,000?: Above $42,000KXSIENNAMSRP-TOY-SIENNA-2027-T42000closes 2027-04-01 04:00 UTC
2027 Toyota Sienna starting MSRP above $42,500?: Above $42,500KXSIENNAMSRP-TOY-SIENNA-2027-T42500closes 2027-04-01 04:00 UTC
2027 Toyota Sienna starting MSRP above $43,000?: Above $43,000KXSIENNAMSRP-TOY-SIENNA-2027-T43000closes 2027-04-01 04:00 UTC
2027 Toyota Sienna starting MSRP above $43,500?: Above $43,500KXSIENNAMSRP-TOY-SIENNA-2027-T43500closes 2027-04-01 04:00 UTC
2027 Toyota Sienna starting MSRP above $44,000?: Above $44,000KXSIENNAMSRP-TOY-SIENNA-2027-T44000closes 2027-04-01 04:00 UTC
2027 Toyota Sienna starting MSRP above $44,500?: Above $44,500KXSIENNAMSRP-TOY-SIENNA-2027-T44500closes 2027-04-01 04:00 UTC
2027 Toyota Sienna starting MSRP above $45,000?: Above $45,000KXSIENNAMSRP-TOY-SIENNA-2027-T45000closes 2027-04-01 04:00 UTC

Coverage notes for KXSIENNAMSRP

  • First day on disk: 2026-10-03. 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 KXSIENNAMSRP 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 KXSIENNAMSRP-.
  • 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 KXSIENNAMSRP, every table, is about 18 MB. Bought for Kalshi, Starter ($29/mo) carries top of book, trades and the ticker for every series plus one series of your choice, KXSIENNAMSRP 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: KXSIENNAMSRP at full depth →L10: every series at 10 levelsL25: every series, 25 levelsfree sample day

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