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kalshi historical data / mentions / KXVANCEMENTION
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Vance Says, tick by tick.
Kalshi series KXVANCEMENTION: order book and trades, 2026-09-28 → 2026-10-22.

The order-book and trade history of Kalshi's Vance Says 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.

20 days2026-09-28 → 2026-10-22 · 5 of 25 days without a book · ~20 MB per day · 404 MB on disk · 20 open markets
pull KXVANCEMENTION days →schemapricing

What a KXVANCEMENTION day contains

Four parquet files per day, every market of the series in each. Sizes are this series' own averages over its 20 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.

~2 MB per KXVANCEMENTION 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.

~18 MB per KXVANCEMENTION day
Tradeskalshi_trades

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

~100 kB per KXVANCEMENTION 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.

~725 kB per KXVANCEMENTION day

KXVANCEMENTION 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.

What will JD Vance say during 2026 New York Times DealBook Summit originally scheduled for November 18, 2026?: 2028 / CampaignKXVANCEMENTION-26NOV18-2028closes 2026-12-02 15:00 UTC
What will JD Vance say during 2026 New York Times DealBook Summit originally scheduled for November 18, 2026?: Afford / Affordable / AffordabilityKXVANCEMENTION-26NOV18-AFFOcloses 2026-12-02 15:00 UTC
What will JD Vance say during 2026 New York Times DealBook Summit originally scheduled for November 18, 2026?: AI / Artificial IntelligenceKXVANCEMENTION-26NOV18-AIcloses 2026-12-02 15:00 UTC
What will JD Vance say during 2026 New York Times DealBook Summit originally scheduled for November 18, 2026?: America FirstKXVANCEMENTION-26NOV18-AMERcloses 2026-12-02 15:00 UTC
What will JD Vance say during 2026 New York Times DealBook Summit originally scheduled for November 18, 2026?: BidenKXVANCEMENTION-26NOV18-BIDEcloses 2026-12-02 15:00 UTC
What will JD Vance say during 2026 New York Times DealBook Summit originally scheduled for November 18, 2026?: China / ChineseKXVANCEMENTION-26NOV18-CHINcloses 2026-12-02 15:00 UTC
What will JD Vance say during 2026 New York Times DealBook Summit originally scheduled for November 18, 2026?: Data CenterKXVANCEMENTION-26NOV18-DATAcloses 2026-12-02 15:00 UTC
What will JD Vance say during 2026 New York Times DealBook Summit originally scheduled for November 18, 2026?: DemocratKXVANCEMENTION-26NOV18-DEMOcloses 2026-12-02 15:00 UTC
What will JD Vance say during 2026 New York Times DealBook Summit originally scheduled for November 18, 2026?: Economy / EconomicKXVANCEMENTION-26NOV18-ECONcloses 2026-12-02 15:00 UTC
What will JD Vance say during 2026 New York Times DealBook Summit originally scheduled for November 18, 2026?: FraudKXVANCEMENTION-26NOV18-FRAUcloses 2026-12-02 15:00 UTC
What will JD Vance say during 2026 New York Times DealBook Summit originally scheduled for November 18, 2026?: HealthcareKXVANCEMENTION-26NOV18-HEALcloses 2026-12-02 15:00 UTC
What will JD Vance say during 2026 New York Times DealBook Summit originally scheduled for November 18, 2026?: InflationKXVANCEMENTION-26NOV18-INFLcloses 2026-12-02 15:00 UTC

Coverage notes for KXVANCEMENTION

  • First day on disk: 2026-09-28. 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 KXVANCEMENTION 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 KXVANCEMENTION-.
  • 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 KXVANCEMENTION, every table, is about 606 MB. Bought for Kalshi, Starter ($29/mo) carries top of book, trades and the ticker for every series plus one series of your choice, KXVANCEMENTION 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: KXVANCEMENTION at full depth →L10: every series at 10 levelsL25: every series, 25 levelsfree sample day

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