common.perpetuals.kalshi_funding_rates table provides settled funding rates for Kalshi perpetual markets. Funding is exchanged every 8 hours to keep the contract price aligned with the underlying. Each row is one settled funding event for a market.
A positive funding rate means longs pay shorts; a negative rate means shorts pay longs. Use this table for funding-cost analysis, carry studies, and reconciling realized funding on positions.
Table Columns
Data Notes:- One row per market per funding time (8-hour cadence).
mark_priceis per-contract in US dollars;underlying_mark_priceis the per-underlying-asset equivalent (mark_price / contract_size).partition_dateis the event date of the funding time.
unique_key
| Column Name | Data Type | Description |
|---|---|---|
| project | VARCHAR | Project identifier, always ‘kalshi’. |
| protocol | VARCHAR | Protocol identifier, always ‘kalshi’. |
| unique_key | VARCHAR | Unique identifier for the funding event. |
| market_ticker | VARCHAR | Perp market ticker. |
| funding_time | TIMESTAMP_NTZ(9) | Funding time the settled rate applies to. |
| funding_rate | FLOAT | Settled funding rate (positive: longs pay shorts; negative: shorts pay longs). |
| mark_price | FLOAT | Mark price at the funding time, per contract (USD). |
| contract_size | FLOAT | Units of the underlying asset represented by one contract. |
| underlying_mark_price | FLOAT | Mark price of the underlying asset in USD (mark_price / contract_size). |
| partition_date | DATE | Event date of the funding time (used for partitioning). |
| ingested_at | TIMESTAMP_NTZ(9) | Timestamp the record was ingested into Allium’s database. |