Kalshi historical order book data

Kalshi Eye records Kalshi's public market feed around the clock: every order book change on every market, every trade and every settlement, since October 12, 2026. Each UTC day is published the next morning as Parquet files, one per dataset and series, with a manifest of row counts and SHA-256 checksums.

Recorded since: October 12, 2026, every day, published the next morning.
Catalog: More than 5,500 series and 900,000 markets (October 2026). Browse them in Markets.
Completeness: every hour's recording, per venue, on Data coverage.
Access: daily Parquet through Downloads, S3 sync with aws, rclone or DuckDB, and the REST API.

Datasets

Dataset	What it holds	Plan	Free sample
Order book (L2, incremental) `book_l2`	Every price level and every change to the YES and NO bid books. Snapshot rows set a level; delta rows add to it.	Full book	Parquet · CSV
Order book snapshots (top 10, 1 second) `book_snap_1s`	The top ten YES bid and ask levels at the end of every second in which the book changed.	Research	Parquet · CSV
Top of book (every change) `bbo`	Best YES bid and ask with sizes, one row each time any of the four values changes.	Research	Parquet · CSV
Top of book (1-minute bars) `bbo_1m`	Minute bars of the YES mid with closing bid and ask, plus trade count and volume.	Explorer	Parquet · CSV
Trades `trades`	Every recorded fill with YES price, size, and taker side.	Explorer	Parquet · CSV
Markets (point-in-time universe) `markets`	One row per market open at any time during the day: terms, strikes, times, tick size, rules, fees, and outcome.	Explorer	Parquet · CSV
Settlements `settlements`	Every market that settled during the day: result, settlement value, the underlying value it settled on, and when.	Explorer	Parquet · CSV
Series reference `series`	Every Kalshi series: title, category, frequency, fee schedule, settlement sources, and contract terms.	Explorer	Parquet · CSV
Underlying spot (crypto) `spot`	Best bid, ask, and last for each crypto underlying on Coinbase, Bitstamp, and Kraken, every update.	Research	Parquet · CSV
Recorder incidents `incidents`	Every hour of the day where the recorder was blind, missed sequence numbers, or dropped messages.	Explorer	Parquet · CSV

A full free day is on Hugging Face: the Kalshi order book sample has October 13, 2026 for seven series, every dataset above, with no account needed. Runnable examples on GitHub read it in place.

Series

2,839 Kalshi series have their own page. The ones with the most markets:

SOL Range (KXSOLE): 49,952 markets
Hype Directional (KXHYPED): 28,961 markets
SOL Directional (KXSOLD): 26,425 markets
Hype (KXHYPE): 26,044 markets
Ethereum price Above/below (KXETHD): 25,902 markets
Ethereum range (KXETH): 25,789 markets
Nasdaq above/below (KXNASDAQ100U): 25,440 markets
XRP Range (KXXRP): 21,515 markets
XRP Price above/below (KXXRPD): 21,460 markets
ESoccer Game (KXESOCCERGAME): 18,132 markets
Platinum Hourly (KXPLATINUMH): 17,645 markets
Bitcoin range (KXBTC): 17,255 markets

All 2,839 Kalshi series

Why this archive

Kalshi's API returns the order book as it is now, plus trades and candlesticks; it has no endpoint for past order books. Backtesting against depth, spreads or queue position needs a recording of the book as it changed, which is what these files are.

Reading the files

Kalshi books are bids only: a NO bid at price p is a YES ask at 1 − p. The top-of-book and snapshot datasets already show asks in YES terms.
Each book_l2 file opens with a snapshot of every book at 00:00:00 UTC, so a single day replays on its own. On a snapshot replace the side's levels; on a delta add the size and drop levels at or below zero.
Prices are dollars between 0 and 1, sizes are contracts, and timestamps are nanoseconds UTC: ts_recv when we received the message, ts_venue when Kalshi sent it.
The markets file is a survivorship-free universe: every market open at any time that day, with strikes, rules and fees. Kalshi's taker fee per contract is fee_multiplier × 0.07 × P × (1 − P), rounded up to the cent per order.

Spread and depth at the top of the book for one series and day, in DuckDB:

SELECT ts_recv, ticker, yes_bid, yes_bid_size, yes_ask, yes_ask_size,
       yes_ask - yes_bid AS spread
FROM 'kalshieye-data/bbo/date=2026-10-20/series=KXBTC15M/bbo-KXBTC15M-2026-10-20.parquet'
ORDER BY ts_recv;

Plans

Explorer (free): Top of book (1-minute bars), Trades, Markets (point-in-time universe), Settlements, Series reference, Recorder incidents.
Research ($79/month): Order book snapshots (top 10, 1 second), Top of book (every change), Top of book (1-minute bars), Trades, Markets (point-in-time universe), Settlements, Series reference, Underlying spot (crypto), Recorder incidents.
Full book ($149/month): Order book (L2, incremental), Order book snapshots (top 10, 1 second), Top of book (every change), Top of book (1-minute bars), Trades, Markets (point-in-time universe), Settlements, Series reference, Underlying spot (crypto), Recorder incidents.
Institutional: every dataset, with a commercial license. Talk to us.

Details and yearly prices are on Pricing.

Questions

How far back does the Kalshi data go?

Recording started on October 12, 2026. Every day since then is in the archive, and each day is published the next morning. How much of every hour was recorded is public on the Data coverage page.

Does it include the full Kalshi order book?

Yes. The book_l2 dataset has every price level and every change on both sides of every market, on the Full book plan. The Research plan includes 1-second snapshots of the top ten levels and every top-of-book change.

Can I try the Kalshi data for free?

Yes. Every dataset has a free sample file, no account needed, linked in the table above. A free account downloads every dataset for the free sample days (October 13, 2026, and the 1st of every month from November 2026), and the free Explorer plan downloads the last 30 days of minute bars, trades, settlements and market lists. One full day of seven Kalshi series, every dataset, is also on Hugging Face with no account needed.

Is Kalshi Eye affiliated with Kalshi?

No. Kalshi Eye is independent and not affiliated with Kalshi. We record Kalshi's public market data ourselves.