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

The order-book and trade history of Kalshi's Toll Brothers Annual 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 · ~362 kB per day · 9 MB on disk · 12 open markets
pull KXTOLA days →schemapricing

What a KXTOLA 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.

~18 kB per KXTOLA 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.

~317 kB per KXTOLA day
Tradeskalshi_trades

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

~3 kB per KXTOLA 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.

~24 kB per KXTOLA day

KXTOLA 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 Toll Brothers Inc. report Above 10000 deliveries in fiscal 2026?: Above 10000KXTOLA-26DECDELIV-10000closes 2027-03-09 05:00 UTC
Will Toll Brothers Inc. report Above 10100 deliveries in fiscal 2026?: Above 10100KXTOLA-26DECDELIV-10100closes 2027-03-09 05:00 UTC
Will Toll Brothers Inc. report Above 10200 deliveries in fiscal 2026?: Above 10200KXTOLA-26DECDELIV-10200closes 2027-03-09 05:00 UTC
Will Toll Brothers Inc. report Above 10300 deliveries in fiscal 2026?: Above 10300KXTOLA-26DECDELIV-10300closes 2027-03-09 05:00 UTC
Will Toll Brothers Inc. report Above 10400 deliveries in fiscal 2026?: Above 10400KXTOLA-26DECDELIV-10400closes 2027-03-09 05:00 UTC
Will Toll Brothers Inc. report Above 10500 deliveries in fiscal 2026?: Above 10500KXTOLA-26DECDELIV-10500closes 2027-03-09 05:00 UTC
Will Toll Brothers Inc. report Above 10600 deliveries in fiscal 2026?: Above 10600KXTOLA-26DECDELIV-10600closes 2027-03-09 05:00 UTC
Will Toll Brothers Inc. report Above 10700 deliveries in fiscal 2026?: Above 10700KXTOLA-26DECDELIV-10700closes 2027-03-09 05:00 UTC
Will Toll Brothers Inc. report Above 9600 deliveries in fiscal 2026?: Above 9600KXTOLA-26DECDELIV-9600closes 2027-03-09 05:00 UTC
Will Toll Brothers Inc. report Above 9700 deliveries in fiscal 2026?: Above 9700KXTOLA-26DECDELIV-9700closes 2027-03-09 05:00 UTC
Will Toll Brothers Inc. report Above 9800 deliveries in fiscal 2026?: Above 9800KXTOLA-26DECDELIV-9800closes 2027-03-09 05:00 UTC
Will Toll Brothers Inc. report Above 9900 deliveries in fiscal 2026?: Above 9900KXTOLA-26DECDELIV-9900closes 2027-03-09 05:00 UTC

Coverage notes for KXTOLA

  • 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 KXTOLA 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 KXTOLA-.
  • 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 KXTOLA, every table, is about 11 MB. Bought for Kalshi, Starter ($29/mo) carries top of book, trades and the ticker for every series plus one series of your choice, KXTOLA 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: KXTOLA at full depth →L10: every series at 10 levelsL25: every series, 25 levelsfree sample day

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