kalshi historical data / commodities / KXWTIDIRY

§commodities

WTIDIRY, tick by tick.
Kalshi series KXWTIDIRY: order book and trades, 2026-09-27 → 2026-10-23.

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

27 days2026-09-27 → 2026-10-23 · every day since its first · ~5 MB per day · 130 MB on disk · 11 open markets

pull KXWTIDIRY days →schema pricing

What a KXWTIDIRY 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.

~211 kB per KXWTIDIRY 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.

~4 MB per KXWTIDIRY day

Tradeskalshi_trades

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

~16 kB per KXWTIDIRY 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.

~173 kB per KXWTIDIRY day

KXWTIDIRY 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 the price of WTI oil be above 100 on December 31, 2026 at 02:30 PM EST?: 100 or aboveKXWTIDIRY-26DEC31H1430-T100closes 2026-12-31 19:30 UTC

Will the price of WTI oil be above 105 on December 31, 2026 at 02:30 PM EST?: 105 or aboveKXWTIDIRY-26DEC31H1430-T105closes 2026-12-31 19:30 UTC

Will the price of WTI oil be above 110 on December 31, 2026 at 02:30 PM EST?: 110 or aboveKXWTIDIRY-26DEC31H1430-T110closes 2026-12-31 19:30 UTC

Will the price of WTI oil be above 115 on December 31, 2026 at 02:30 PM EST?: 115 or aboveKXWTIDIRY-26DEC31H1430-T115closes 2026-12-31 19:30 UTC

Will the price of WTI oil be above 120 on December 31, 2026 at 02:30 PM EST?: 120 or aboveKXWTIDIRY-26DEC31H1430-T120closes 2026-12-31 19:30 UTC

Will the price of WTI oil be above 125 on December 31, 2026 at 02:30 PM EST?: 125 or aboveKXWTIDIRY-26DEC31H1430-T125closes 2026-12-31 19:30 UTC

Will the price of WTI oil be above 75 on December 31, 2026 at 02:30 PM EST?: 75 or aboveKXWTIDIRY-26DEC31H1430-T75closes 2026-12-31 19:30 UTC

Will the price of WTI oil be above 80 on December 31, 2026 at 02:30 PM EST?: 80 or aboveKXWTIDIRY-26DEC31H1430-T80closes 2026-12-31 19:30 UTC

Will the price of WTI oil be above 85 on December 31, 2026 at 02:30 PM EST?: 85 or aboveKXWTIDIRY-26DEC31H1430-T85closes 2026-12-31 19:30 UTC

Will the price of WTI oil be above 90 on December 31, 2026 at 02:30 PM EST?: 90 or aboveKXWTIDIRY-26DEC31H1430-T90closes 2026-12-31 19:30 UTC

Will the price of WTI oil be above 95 on December 31, 2026 at 02:30 PM EST?: 95 or aboveKXWTIDIRY-26DEC31H1430-T95closes 2026-12-31 19:30 UTC

Coverage notes for KXWTIDIRY

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 KXWTIDIRY 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 KXWTIDIRY-.
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 KXWTIDIRY, every table, is about 144 MB. Bought for Kalshi, Starter ($29/mo) carries top of book, trades and the ticker for every series plus one series of your choice, KXWTIDIRY 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: KXWTIDIRY at full depth →L10: every series at 10 levels L25: every series, 25 levels free sample day

Other commodities series on Kalshi

Gold 15-minute WTI 15-minute Silver 15-minute WTI oil on day Gold Hourly Platinum 15-minute Natural Gas 15-minute Palladium 15-minute Silver Hourly Copper 15-minute Gold Daily WTI Hourly Silver daily Natural Gas Daily Gold Weekly price WTI oil high Copper Monthly Price Brent Oil Daily Brent Monthly Daily Copper … the whole venue