Data Schemas
Ticker
Schema for Kalshi ticker updates.
Each row is a message from the Kalshi ticker channel, sent when any of its fields changes. One file per market per UTC day.
Data type: ticker · Download sample ↗
Schema
| Field | Type | Description |
|---|---|---|
market_ticker | string | Kalshi market ticker. |
timestamp | timestamp[us] | Kalshi timestamp (ts_ms). |
local_timestamp | timestamp[us] | KacData receive timestamp. |
event_type | string | ticker. |
price | decimal(18,4) | Last traded price. |
yes_bid | decimal(18,4) | Best YES bid. |
yes_bid_size | decimal(18,4) | Contracts at the best YES bid. |
yes_ask | decimal(18,4) | Best YES ask. |
yes_ask_size | decimal(18,4) | Contracts at the best YES ask. |
last_trade_size | decimal(18,4) | Contracts in the last trade. |
volume | decimal(18,4) | Cumulative contracts traded. |
open_interest | decimal(18,4) | Open interest, in contracts. |
dollar_volume | int64 | Cumulative traded value, in whole dollars. |
dollar_open_interest | int64 | Open interest value, in whole dollars. |
When one side of the book is empty, Kalshi sends placeholder values (bid 0.0000, ask 1.0000); they are kept as received.