common.predictions.kalshi_market_orderbook table provides orderbook snapshots for Kalshi prediction markets, capturing bid and ask price levels with their corresponding quantities at specific points in time.
Use this table to analyze market depth, liquidity distribution, bid-ask spreads, and order book dynamics across Kalshi prediction markets.
Table Columns
Data Notes:- Orderbook snapshots capture the state of the order book at specific timestamps
- Each row represents one price level on either the bid or ask side
- Prices are in dollars
- Multiple rows per market and timestamp represent different price levels
unique_key
| Column Name | Data Type | Description |
|---|---|---|
| project | VARCHAR | Project identifier (kalshi). |
| protocol | VARCHAR | Protocol identifier (kalshi). |
| order_date | DATE | Date of the orderbook snapshot. |
| market_ticker | VARCHAR | Market ticker identifier. |
| side | VARCHAR | Orderbook side (bid or ask). |
| price | FLOAT | Price level in dollars. |
| quantity | NUMBER | Quantity (number of contracts) at this price level. |
| order_timestamp | TIMESTAMP_NTZ(9) | Timestamp of the orderbook snapshot. |
| ingested_at | TIMESTAMP_NTZ(9) | Data ingestion timestamp. |
| unique_key | VARCHAR | Unique record key. |
Understanding Orderbook Data
Bid vs Ask
- Bid: Buy orders (traders willing to buy at these prices)
- Ask: Sell orders (traders willing to sell at these prices)
- Best bid: Highest price someone is willing to pay
- Best ask: Lowest price someone is willing to accept
Market Depth
Market depth refers to the market’s ability to sustain large orders without significantly impacting the price. More quantity at each price level = greater depth = more liquidity.Price Levels
Each row represents one price level in the orderbook. A typical orderbook snapshot will have:- Multiple bid price levels (descending from highest)
- Multiple ask price levels (ascending from lowest)