Orderbook

The common.perpetuals.kalshi_orderbook table provides high-freshness orderbook snapshots for Kalshi perpetual markets. Each row captures the full bid and ask ladders for a market at a point in time. Use this table for liquidity analysis, spread monitoring, and market-depth assessment.

Table Columns

Data Notes:

One row per market per snapshot (snapshot_ts).
bids and asks are arrays of [price, quantity] levels, with prices per contract in US dollars.
underlying_bids and underlying_asks are the same ladders with prices converted to the underlying asset (price / contract_size); quantities are unchanged.

Unique Key: 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 orderbook snapshot.
market_ticker	VARCHAR	Perp market ticker.
snapshot_ts	TIMESTAMP_NTZ(9)	Snapshot timestamp.
contract_size	FLOAT	Units of the underlying asset represented by one contract.
bids	ARRAY	Bid levels as an array of [price, quantity] entries (price per contract, USD).
asks	ARRAY	Ask levels as an array of [price, quantity] entries (price per contract, USD).
underlying_bids	ARRAY	Bid levels with prices converted to the underlying asset (USD).
underlying_asks	ARRAY	Ask levels with prices converted to the underlying asset (USD).
bids_depth	NUMBER	Number of bid levels in the snapshot.
asks_depth	NUMBER	Number of ask levels in the snapshot.
partition_date	DATE	Snapshot date (used for partitioning).
ingested_at	TIMESTAMP_NTZ(9)	Timestamp the record was ingested into Allium’s database.

Sample Query

select
  market_ticker,
  snapshot_ts,
  bids_depth,
  asks_depth,
  bids[0] as best_bid,
  asks[0] as best_ask
from common.perpetuals.kalshi_orderbook
where market_ticker = 'KXBTCPERP'
  and partition_date >= current_date - interval '1 day'
order by snapshot_ts desc
limit 100

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Table Columns

Sample Query

​Table Columns

​Sample Query

Table Columns

Sample Query