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kalshi historical data / financials / KXSNOWFLAKE
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Snowflake KPI, tick by tick.
Kalshi series KXSNOWFLAKE: order book and trades, 2026-09-27 → 2026-10-23.

The order-book and trade history of Kalshi's Snowflake KPI 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 · ~310 kB per day · 8 MB on disk · 12 open markets
pull KXSNOWFLAKE days →schemapricing

What a KXSNOWFLAKE 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.

~10 kB per KXSNOWFLAKE 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.

~283 kB per KXSNOWFLAKE day
Tradeskalshi_trades

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

~3 kB per KXSNOWFLAKE 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.

~14 kB per KXSNOWFLAKE day

KXSNOWFLAKE 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 Snowflake Inc. report Above 835 customers with trailing 12-month revenue >$1m in Q3 2027?: Above 835KXSNOWFLAKE-26NOVCUST1M-835closes 2027-03-25 05:00 UTC
Will Snowflake Inc. report Above 840 customers with trailing 12-month revenue >$1m in Q3 2027?: Above 840KXSNOWFLAKE-26NOVCUST1M-840closes 2027-03-25 05:00 UTC
Will Snowflake Inc. report Above 845 customers with trailing 12-month revenue >$1m in Q3 2027?: Above 845KXSNOWFLAKE-26NOVCUST1M-845closes 2027-03-25 05:00 UTC
Will Snowflake Inc. report Above 850 customers with trailing 12-month revenue >$1m in Q3 2027?: Above 850KXSNOWFLAKE-26NOVCUST1M-850closes 2027-03-25 05:00 UTC
Will Snowflake Inc. report Above 855 customers with trailing 12-month revenue >$1m in Q3 2027?: Above 855KXSNOWFLAKE-26NOVCUST1M-855closes 2027-03-25 05:00 UTC
Will Snowflake Inc. report Above 860 customers with trailing 12-month revenue >$1m in Q3 2027?: Above 860KXSNOWFLAKE-26NOVCUST1M-860closes 2027-03-25 05:00 UTC
Will Snowflake Inc. report Above 865 customers with trailing 12-month revenue >$1m in Q3 2027?: Above 865KXSNOWFLAKE-26NOVCUST1M-865closes 2027-03-25 05:00 UTC
Will Snowflake Inc. report Above 870 customers with trailing 12-month revenue >$1m in Q3 2027?: Above 870KXSNOWFLAKE-26NOVCUST1M-870closes 2027-03-25 05:00 UTC
Will Snowflake Inc. report Above 875 customers with trailing 12-month revenue >$1m in Q3 2027?: Above 875KXSNOWFLAKE-26NOVCUST1M-875closes 2027-03-25 05:00 UTC
Will Snowflake Inc. report Above 880 customers with trailing 12-month revenue >$1m in Q3 2027?: Above 880KXSNOWFLAKE-26NOVCUST1M-880closes 2027-03-25 05:00 UTC
Will Snowflake Inc. report Above 885 customers with trailing 12-month revenue >$1m in Q3 2027?: Above 885KXSNOWFLAKE-26NOVCUST1M-885closes 2027-03-25 05:00 UTC
Will Snowflake Inc. report Above 890 customers with trailing 12-month revenue >$1m in Q3 2027?: Above 890KXSNOWFLAKE-26NOVCUST1M-890closes 2027-03-25 05:00 UTC

Coverage notes for KXSNOWFLAKE

  • 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 KXSNOWFLAKE 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 KXSNOWFLAKE-.
  • 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 KXSNOWFLAKE, every table, is about 9 MB. Bought for Kalshi, Starter ($29/mo) carries top of book, trades and the ticker for every series plus one series of your choice, KXSNOWFLAKE 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: KXSNOWFLAKE at full depth →L10: every series at 10 levelsL25: every series, 25 levelsfree sample day

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