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

The order-book and trade history of Kalshi's Constellation Brands 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 · ~406 kB per day · 11 MB on disk · 11 open markets
pull KXSTZ days →schemapricing

What a KXSTZ 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.

~27 kB per KXSTZ 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.

~343 kB per KXSTZ day
Tradeskalshi_trades

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

~6 kB per KXSTZ 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.

~30 kB per KXSTZ day

KXSTZ markets

The 11 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 Constellation Brands, Inc. report Above 100 million beer shipments (24-pack, 12-oz case equivalents) in Q3 2027?: Above 100 millionKXSTZ-27MARBEER-100000000closes 2027-07-29 14:00 UTC
Will Constellation Brands, Inc. report Above 102 million beer shipments (24-pack, 12-oz case equivalents) in Q3 2027?: Above 102 millionKXSTZ-27MARBEER-102000000closes 2027-07-29 14:00 UTC
Will Constellation Brands, Inc. report Above 104 million beer shipments (24-pack, 12-oz case equivalents) in Q3 2027?: Above 104 millionKXSTZ-27MARBEER-104000000closes 2027-07-29 14:00 UTC
Will Constellation Brands, Inc. report Above 106 million beer shipments (24-pack, 12-oz case equivalents) in Q3 2027?: Above 106 millionKXSTZ-27MARBEER-106000000closes 2027-07-29 14:00 UTC
Will Constellation Brands, Inc. report Above 110 million beer shipments (24-pack, 12-oz case equivalents) in Q3 2027?: Above 110 millionKXSTZ-27MARBEER-110000000closes 2027-07-29 14:00 UTC
Will Constellation Brands, Inc. report Above 86 million beer shipments (24-pack, 12-oz case equivalents) in Q3 2027?: Above 86 millionKXSTZ-27MARBEER-86000000closes 2027-07-29 14:00 UTC
Will Constellation Brands, Inc. report Above 90 million beer shipments (24-pack, 12-oz case equivalents) in Q3 2027?: Above 90 millionKXSTZ-27MARBEER-90000000closes 2027-07-29 14:00 UTC
Will Constellation Brands, Inc. report Above 92 million beer shipments (24-pack, 12-oz case equivalents) in Q3 2027?: Above 92 millionKXSTZ-27MARBEER-92000000closes 2027-07-29 14:00 UTC
Will Constellation Brands, Inc. report Above 94 million beer shipments (24-pack, 12-oz case equivalents) in Q3 2027?: Above 94 millionKXSTZ-27MARBEER-94000000closes 2027-07-29 14:00 UTC
Will Constellation Brands, Inc. report Above 96 million beer shipments (24-pack, 12-oz case equivalents) in Q3 2027?: Above 96 millionKXSTZ-27MARBEER-96000000closes 2027-07-29 14:00 UTC
Will Constellation Brands, Inc. report Above 98 million beer shipments (24-pack, 12-oz case equivalents) in Q3 2027?: Above 98 millionKXSTZ-27MARBEER-98000000closes 2027-07-29 14:00 UTC

Coverage notes for KXSTZ

  • 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 KXSTZ 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 KXSTZ-.
  • 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 KXSTZ, every table, is about 12 MB. Bought for Kalshi, Starter ($29/mo) carries top of book, trades and the ticker for every series plus one series of your choice, KXSTZ 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: KXSTZ at full depth →L10: every series at 10 levelsL25: every series, 25 levelsfree sample day

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