Kalshi KXCPI: Consumer price index (headline) — order book & trade data
44.0K book and trade events for Kalshi's consumer price index (headline) markets, recorded live since 2026-10-01 — about 1,760 events a day.
Coverage
KXCPI CPI Inflation data coverage
What is recorded, how often it updates and how much there is.
Recording since
2026-10-01
25 days so far · no backfill
Events recorded
44,000
≈ 44.0K as of 2026-10-25
Avg events / day
1,760
book snapshot · book delta · trade
Update frequency
Order-book snapshots, deltas and trades streamed in real time
Daily activity · last 25 days
Indicative daily event volume, last 25 days to 2026-10-25. Shape modeled from collector stats; mean matches the average events/day above.
About this market
What is KXCPI CPI Inflation?
KXCPI lets traders bet on the headline US inflation print before it is published: contracts across a ladder of year-over-year readings go from quiet to frantic at 8:30 ET on release day. AymarData has been recording the KXCPI series since 2026-10-01 and holds 44.0K events so far — about 1,760 a day. History is forward-only; we record live and do not backfill Kalshi.
Each contract resolves on the published CPI figure, so the market's final price is the crowd's best forecast. Between releases the market is thinly traded; in the final minutes before the BLS publishes, prices move on economists' nowcasts, bond-market positioning and cross-asset tells.
KXCPI is the textbook event-study series: align book updates to the 8:30 ET timestamp and measure how far the market's forecast was from the print, and how crypto and equity-index contracts on Kalshi and Binance reacted in the seconds after.
What moves KXCPI
- Energy and shelter components that economists nowcast ahead of release
- Bond-market and inflation-swap pricing, which Kalshi tends to follow
- The BLS release itself at 8:30 ET, which settles the market to 0 or 100 within minutes
Schema
KXCPI CPI Inflation fields and sample rows
The same columns are returned by the API and in Parquet and CSV files.
| Field | Type | Description |
|---|---|---|
| ts_ms | int64 | Exchange event time, Unix milliseconds |
| ticker | string | Full Kalshi market ticker |
| event_type | string | book_snapshot | book_delta | trade |
| side | string | buy / sell on trades; bid / ask on book events |
| yes_bid | number | Best YES bid, 0–1 dollars |
| yes_ask | number | Best YES ask, 0–1 dollars |
| volume | int64 | Contracts traded or resting at the level |
Sample rows
| ts_ms | ticker | event_type | side | yes_bid | yes_ask | volume |
|---|---|---|---|---|---|---|
| 1791981001830 | KXCPI-26OCT-T3.0 | book_snapshot | bid | 0.78 | 0.81 | 1434 |
| 1791981002774 | KXCPI-26OCT-T3.1 | trade | buy | 0.54 | 0.57 | 2073 |
| 1791981002678 | KXCPI-26OCT-T3.2 | book_delta | ask | 0.29 | 0.32 | 682 |
Illustrative rows for the KXCPI series; tickers follow Kalshi's naming and prices are YES quotes in dollars (0–1).
Code
Pull KXCPI CPI Inflation in Python, cURL or MCP
Market id: KXCPI-26OCT-T3.0. Export AYMARDATA_API_KEY from your dashboard, then run the Python requests example.
import os
import requests
API = "https://api.aymardata.com/v1"
KEY = os.environ["AYMARDATA_API_KEY"] # export AYMARDATA_API_KEY=ad_live_…
H = {"Authorization": f"Bearer {KEY}", "User-Agent": "aymardata-docs/1.0"}
# KXCPI: ten minutes of trades and book updates for one contract
trades = requests.get(
f"{API}/trades",
headers=H,
params={
"source": "kalshi",
"market": "KXCPI-26OCT-T3.0",
"start": "2026-10-14T12:28:00Z",
"end": "2026-10-14T12:35:00Z",
"limit": 500,
},
timeout=30,
).json()["data"]
last = trades[-1]
print(last["ticker"], last["yes_bid"], last["yes_ask"])
book = requests.get(
f"{API}/book",
headers=H,
params={
"source": "kalshi",
"market": "KXCPI-26OCT-T3.0",
"at": "2026-10-14T12:30:00Z",
"depth": 10,
},
timeout=30,
).json()
print(book.get("spread"), len(trades))FAQ
KXCPI CPI Inflation: common questions
How does the KXCPI market behave on release day?
Trading is thin in the hours before the release, then book activity bursts at 8:30 ET as the figure is published and contracts converge to 0 or 100. The data includes both the pre-release forecast prices and the post-release convergence.
How should I join KXCPI with Fed contracts?
Use the BLS publication timestamp as time zero and look at KXFED and KXRATECUT book updates in the same window. A hotter print usually raises hold odds within seconds on the Fed ladder.
What moves KXCPI prices?
Energy and shelter components that economists nowcast ahead of release; bond-market and inflation-swap pricing, which Kalshi tends to follow; and the BLS release itself at 8:30 ET, which settles the market to 0 or 100 within minutes.
How much KXCPI history is available?
Recording began 2026-10-01 and is forward-only. At the time of this page that is 25 days, 44.0K events and about 1,760 events a day.
How do I query KXCPI data with the API?
Use market=<full ticker> such as KXCPI-26OCT-T3.0 with source=kalshi on /v1/trades or /v1/book, or ask the MCP server for the series by name. The snippets on this page are ready to run with your API key.
Backtest KXCPI CPI Inflation with real tick data
Get an API key, pull your first window and join it with the other sources in the catalog.