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, then 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 and future days return
404 not_final. For ready-made snapshots use Kalshi Orderbook History.Schema
Orderbook deltas (signed change in resting size at a price level), sorted by(ticker, timestamp, sequence).
Kalshi quotes sub-cent, down to a tenth of a cent.
price_dollars and delta_fp carry the exact values; the integer price and delta columns are rounded convenience copies. For sub-cent-accurate work, read price_dollars.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.
