Kalshi Historical Market Data — Every Tick, €1 a Day

Kalshi historical data on CryptoStruct is the complete record of every event contract the venue has listed since our capture began — 130,139 instruments so far, February 2026 – present. We record every message of the Kalshi market-data feed, not candles or samples: each contract is one instrument-day file holding every trade print and every Level-2 order-book update, recorded co-located with the venue and normalized into the same schema as our crypto venues. Prices are event probabilities in 0..1 (USD; the sample files quote a 0.01 tick), so a KXBTC15M-… contract file reads exactly like a Binance perpetual file — one parser, every venue.

The data is sold two ways. Series-day bundles are the natural unit: one bundle is every contract of a series — say all Bitcoin 15-minute windows — for one UTC day, from €1. Single contract-days are in the Data Shop at €1. 1,625 Kalshi series have their own pages with 30 days of per-day statistics, per-contract results grids and one free sample contract file each; Kalshi contract files are small (about 94 KB compressed on average, 2026-09), which is why a day of a whole series is the item, not a single file.

What the archive adds over a Kalshi price history pulled from the venue: the order book. The official API (check the current docs for what it serves today) lists markets and returns some historical trade and price data per market, but the Level-2 evolution of a contract — depth, spread, queue, the endgame into settlement — only exists if someone recorded it while the contract traded. That live recording is what you download here.

1. Find the series: browse Kalshi data by topic or by category, open the most-traded leaderboard, or type a ticker prefix such as KXBTC15M into the shop search.
2. Try the free sample: every series page offers one complete contract file of a recent settled day — native ticks, CSV/Parquet exports and a browser order-book replay — with no account or email.
3. Pick the days: the series page links into the shop calendar, where each UTC day of the series is one item (from €1). Pay by card with an invoice, or with Premium and pack credits.
4. Download in bulk: one request per day returns every contract file of that day as one ZIP (?kind=series_day&zip=1&complete=1), and the range endpoint streams up to 100 owned days as one resumable tar — details in the download notes.
5. Convert if you like: add ?format=trades.csv.gz or ?format=trades.parquet to any download link, or run the free Python reader for order-book grids (book --every 1s --depth 20 — depth is the reader's grid option, the files hold the full book) — see the formats overview.
6. Follow the walkthrough: How to download Kalshi historical data goes through every step with commands and an MCP recipe for agents.

• Every message of the venue feed, for every open contract — not a curated subset, not sampled prices: including the thousands of sports, politics and economics markets that never make a headline.
• Full Level-2 order-book depth per contract with nanosecond timestamps; top-of-book is derived by replaying the book (Kalshi publishes no separate BBO stream, so there is no BBO export — the free reader converts depth locally).
• Per-contract daily OHLC, VWAP, turnover and the outcome implied by the last print on every series page — the "Kalshi price history" view, computed from our own capture.
• One free sample contract per series and full-day samples on the downloads page.

Kalshi tick data has been recorded since February 2026, with new days added daily across prediction markets. The archive holds 130,139 instruments over 1 base assets, for 2.96 TB of recorded market data. Each day is one complete tick file — not a snapshot or candle feed — at €1 per instrument-day, self-service, with no subscription.

Over the 30 days to 2026-09-24, our tick capture recorded 266,732,603 trades and $10.7B of USD turnover on Kalshi across 211,615 active instruments — an average of $355.6M per day, +31.0 % versus the 30 days before.

Whole-venue totals from every trade print in our own co-located tick capture (211 recorded days in the last 365, window ending 2026-09-24) — not venue-reported volume. Averages are over recorded days only.

Most traded prediction markets — full leaderboard →