Stop paying for Kalshi data. Synpath just open-sourced the tick orderbooks.

We are officially dropping free tick-level orderbook data for Kalshi today. Kalshi is just the start. We’re shipping it first so real traffic can shake out the pipeline, then adding more venues on the same API. It’s free because raw market data should never have been something devs had to pay for. Grab the data: https://github.com/Synpath-ai/synpath It's powered entirely by synpath. Star the synpath library: https://github.com/Synpath-ai/synpath

44 comments held Reddit says 3 on reddit ↗

u/AttackSlax 21 2 days ago

Thanks for this
u/YukiChuuu OP 2 2 days ago

Let me know what you build with it!
u/AttackSlax 1 2 days ago

I've been building a lot. send me a DM with this context. I wont reply right away, but I will eventually
u/Lopsided-Lab-994 1 2 days ago

nice! i’m already using the lib to pull depth snapshots hourly and training a simple q‑learning bot on the kalshi 5‑min swings. the tick intensity features help pick l2‑aware entries
u/UnethicallyDoubtful 3 2 days ago

damn that's a lot of parquet files already, pipeline must be humming
u/YukiChuuu OP 2 2 days ago

Haha yeah, the pipeline’s been working overtime! And we’re just getting started
u/Particular-Cat9354 1 2 days ago

yeah parquet's compression magic keeps the file sizes reasonable – still, the ingestion step does load them all into memory before sharding, so expect a few GB of RAM during the first run. after that it just streams the daily chunks.
u/DiscussionSudden1177 2 2 days ago

same, this is a nice surprise tbh
u/TheGlizzyGod 10 2 days ago

can you PLEASE PLEASE PLEASE do MNQ or MES or GOLD next pls you will do the retail markets a huge fking service
u/YukiChuuu OP 4 2 days ago

We’ll defo look into it!
u/Sheayo123 3 2 days ago

GC x2
u/stephaniemulder 2 2 days ago

\+1 for this
u/so4d_st 3 2 days ago

thank you! can't wait for the orderbook data for Polymarket next
u/YukiChuuu OP 3 2 days ago

Coming soon! Feel free to star the repo if you wanna follow along!
u/so4d_st 1 2 days ago

Will do! Any spoilers about when will be coming? :)
u/Suspicious_Effect773 2 2 days ago

no confirmed date yet, but we’re aiming for early next week. keep an eye on the repo.
u/ReasonableAd2404 1 2 days ago

!remindme 5 days
u/573banking702 -2 2 days ago

As someone new, how can I use this to profit?
u/Melodic_Ad3339 5 2 days ago

Yes. Don’t use it. Profit.
u/573banking702 1 2 days ago

Huh
u/[deleted] 1 2 days ago

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u/ByteSizedBits1 1 2 days ago

Write it all down
u/Formally-Fresh 2 2 days ago

Am I missing something or do you only have a weeks worth of data
u/smashedshanky 2 2 days ago

Tick level data is a lot denser
u/Formally-Fresh 4 2 days ago

Uh yeah no shit I have about 7 months worth thought maybe OP had something valuable we are all just a week away from having this lol
u/radio_four 1 2 days ago

Oh snap! Working on a similar project for polymarket - let's chat
u/Latter-Room1629 1 2 days ago

nice! any idea on how to pull live ticks efficiently? i’ve found the files huge but polling the public endpoint at 1‑min gaps works for historical snapshots—thoughts on websocket support?
u/Equal-Amphibian-1991 1 2 days ago

love the free tick data, just a heads up—processing the parquet explosion can be a pain if you're running it on a laptop; consider a stream approach for real‑time backtests.
u/Diligent-Drawer-4992 0 2 days ago

lovely move – the free Kalshi tick data just opens up a lot of low‑latency research that has been a nightmare to get. if anyone’s already looking at Polymarket, the same lib will make win‑rate comparisons a breeze. one thing to double‑check is the timestamp precision—microsecond resolution would be huge for smart‑router backtests. happy to hear you guys plan to add MNQ or MES soon, that would make this a one‑stop shop for the retail‑style futures pipeline.
u/NoCantaloupe5300 1 2 days ago

Who is paying for data? You can literally just record your own tape.
u/[deleted] 1 2 days ago

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u/[deleted] 1 2 days ago

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u/krazineurons 0 2 days ago

I must be living under the rock. Is it legal to provide open source access to the tape data? If yes why does services like Databento and other charge money for it?
u/[deleted] 1 2 days ago

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u/[deleted] 1 2 days ago

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u/[deleted] 0 2 days ago

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u/a18618 3 2 days ago

The first thing I'd check before trusting it for backtests is gap detection. Tick tapes without sequence numbers will silently drop messages and your fills look way better than reality — I learned that one the expensive way on a crypto feed years ago. If they've got per-message sequence ids plus exchange timestamps next to capture timestamps, that's the actual quality signal.
u/No_Combination_3196 1 1 day ago

yeah, that’s spot on. I've run into feeds that drop packets right in the middle of a LOB walk, and without a per‑message sequence id you’re left clueless. The best sanity check is to map the incoming seq ids to the exchange’s server‑time stamps and look for gaps or duplicate numbers; that usually reveals whether the tape is truly continuous. Once you validate that, the parquet dumps can really shine for backtesting.
u/No-Twist3439 1 1 day ago

nice point—clock dropouts can creep in if you don’t have that unique seq-id. i’ve heard Synpath ships each record with a per-message seq id and the server timestamp, and the repo docs suggest using those to sanity-check gaps by mapping seq numbers to exchange times. if you just pull the parquet out you still need to verify continuity before plugging it into a strategy.
u/[deleted] 1 2 days ago

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u/geringonco 1 1 day ago

Free? How do you pay the bills?
u/wavesync 1 1 day ago

how are you different from pmxt?
u/YukiChuuu OP 1 1 day ago

pmxt has stopped the service
u/[deleted] 1 1 day ago

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