Download Tick Data
Ticks
Tick Data
Download raw, tick-level Kalshi orderbook deltas as bulk columnar Parquet
GET
Download Tick Data
Download the raw orderbook-delta firehose behind Kalshi — every price-level change at full resolution, as sorted,
zstd-compressed Parquet. Call with venue=kalshi; feed the signed URLs into your own DuckDB, Polars, or Spark. Replay the deltas to reconstruct the book at any instant.
Finalized data only (T-1). Ticks are compacted daily at 06:00 UTC; today/future days return
404 not_final. For ready-made snapshots use Kalshi Orderbook History.| Constraint | Value |
|---|---|
| Date range | Up to 31 days per request |
| Signed URL TTL | ~1 hour (expires_at) |
| Day selection | exactly one of date, start_date+end_date, or start_time+end_time |
Schema
Orderbook deltas (signed change in resting size at a price level), sorted by(ticker, timestamp, sequence).
| Column | Type | Notes |
|---|---|---|
ticker | string | Kalshi market ticker |
timestamp | int64 | Event time (epoch ms) |
price | int32 | Price level, integer cents (1–99) |
delta | int32 | Signed change in resting quantity |
side | string | yes / no |
sequence | int64 | Monotonic per-ticker sequence |
Authorizations
Query Parameters
Dataset key: polymarket (CLOB price changes), kalshi, or opinion (orderbook deltas).
Dataset key.
Available options:
polymarket, kalshi, opinion Single UTC day, YYYY-MM-DD.
Range start, YYYY-MM-DD (pair with end_date).
Range end, YYYY-MM-DD (inclusive).
Window start, epoch ms UTC. Selects/derives days and prunes parts by ts range.
Window end, epoch ms UTC (inclusive).
Prune to the part(s) covering this market/ticker.
Response
Successful Response
Signed-URL download response for a venue/date (or date range).
Column names and types in the Parquet files.
Columns the files are globally sorted by.
