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Kalshi · Economics · weekly · KXB200WS

Kalshi KXB200WS — B200 Weekly Historical Data

Every Kalshi “B200 Weekly” contract of the day — every trade print and the complete Level-2 book, captured co-located with nanosecond venue and receive timestamps. 120 trading days as day bundles, €1 per day, bought as a guest with instant download.

Trading days
120
Coverage
June 2026 – October 2026
Archive size
203 MB
Price per day
€1
Activity & identifier

B200 Weekly on Kalshi — activity

Trades and USD turnover summed over every contract of the series across 4 captured days to 2026-10-09, from the recorded tick data — the per-day averages divide by the captured days. Buy share, quoted spread (in contract price cents, 0..1 = 100 ¢), best-bid/ask depth and Level-2 update counts are turnover-weighted over the same window.

Series ticker
KXB200WS
Avg trades / day
17
Avg turnover / day
$646.87
Captured days
4
Trades (30d)
66
Turnover (30d)
$2.6K
Contracts traded / day
3
Buy share
46 %
Avg spread
9.07 ¢
Top-1 depth
$95.41
L2 updates / day
5.7K
L2 updates / trade
346.3
Turnover on settlement day
39 %
Days traded before settling (median)
2
Since 2026-07-18
9.6K trades · $210.6K
Record day
$17.8K · 2026-08-01
Files on latest day
13
What's in a bundle

One purchase, the whole series for a day

A series-day bundle contains every B200 Weekly contract that was listed on Kalshi on that UTC day — traded or not — 13 contract files on the latest covered day. Each file carries the full raw feed: every trade print with price, size and side, plus Level-2 order-book updates, in the same zstd-compressed schema as our crypto venues. Event contracts quote 0..1; turnover is USD-normalized.

Coverage runs June 2026 – October 2026 — 120 trading days, 203 MB compressed in total. A day typically holds 62 contract files (up to 115 on the busiest day, 6.13 MB). Pick individual days in the shop calendar for €1 each; delivery is an instant per-file download or one archive for the whole day.

Month by month

B200 Weekly — development since capture

9,613 trades and $210.6K of USD turnover over 84 captured days since 2026-07-18 — record day 2026-08-01 with $17.8K, biggest single contract KXB200WS-26AUG28-5.500 (B200WS · 5.500) (2026-08-28, $4.7K).

MonthDaysTradesTurnover (USD)Avg / dayContracts tradedL2 updatesvs previous month
Oct 2026994$3.0K$329.111933.6K−93.5 %
Sep 202630849$45.6K$1.5K171726.1K−59.7 %
Aug 2026314,899$113.1K$3.6K3961.5M+130.6 %
Jul 2026143,771$49.0K$3.5K———

Kalshi B200 Weekly — trades and USD turnover summed per calendar month (UTC) over every contract, from our own daily statistics of the recorded tick data. Days = captured UTC days; a partial month shows no month-over-month change. Contracts traded and L2 (order-book) updates exist for days captured with the extended statistics.

When it trades

B200 Weekly — activity by weekday

Wednesdays carry the most turnover, about $1.2K per day.

Weekday (UTC)Avg turnover / dayUSDAvg tradesDays
Monday——0
Tuesday$300.0161
Wednesday$1.2K51
Thursday$884.27141
Friday$229.77411
Saturday——0
Sunday——0

Kalshi B200 Weekly — average USD turnover and trades per weekday over the captured days of the last 30, from our own daily statistics; weekdays without a captured day show —.

Daily statistics

B200 Weekly — last 30 days in the archive

Files, size, contracts traded, trades, USD turnover, buy share, quoted spread, top-of-book depth and order-book updates per UTC day, from the recorded tick data.

UTC dayFilesSizeTradedTradesTurnoverBuy shareAvg spreadTop-1 depthL2 updatesNotes
2026-10-0913336 KB441$229.7795 %32.8 ¢$44.899.9KBuy day →
2026-10-0813226 KB214$884.2777 %8.36 ¢$136.36.0KBuy day →
2026-10-0713140 KB25$1.2K0 %5.32 ¢$57.763.1KBuy day →
2026-10-0613163 KB36$300.0194 %7.63 ¢$160.793.9KBuy day →
2026-10-0513111 KB35$2.872 %32.3 ¢$45.532.0KBuy day →
2026-10-0413101 KB00$0———1.5KBuy day →
2026-10-0313130 KB00$0———2.1KBuy day →
2026-10-0226169 KB117$49.9138 %47.2 ¢$16.343.4KBuy day →
2026-10-011389.4 KB46$321.758 %28.2 ¢$156.261.8KBuy day →
2026-09-301361.1 KB00$0———1.0KBuy day →
2026-09-291386.4 KB13$14.99100 %56.8 ¢$38.862.0KBuy day →
2026-09-281346.5 KB14$2.0645 %43.8 ¢$25.17563Buy day →
2026-09-271330.0 KB00$0———248Buy day →
2026-09-261360.7 KB00$0———820Buy day →
2026-09-2526167 KB719$599.554 %7.84 ¢$98.463.2KBuy day →
2026-09-2426172 KB35$505.6584 %20.4 ¢$124.633.1KBuy day →
2026-09-2326221 KB00$0———4.3KBuy day →
2026-09-2226286 KB45$35.4172 %10.4 ¢$98.466.7KBuy day →
2026-09-2126323 KB36$98.7100 %12.1 ¢$87.468.5KBuy day →
2026-09-2026185 KB45$145.0998 %7.83 ¢$101.053.5KBuy day →
2026-09-1926358 KB55$192.21100 %8.82 ¢$54.148.3KBuy day →
2026-09-18391.94 MB718$769.8655 %21.1 ¢$76.8161.5KBuy day →
2026-09-1739827 KB332$493.7241 %9.61 ¢$32.0220.3KBuy day →
2026-09-16392.16 MB536$1.1K91 %6.79 ¢$66.2664.0KBuy day →
2026-09-15394.04 MB1072$1.9K75 %6.82 ¢$57.33158.9KBuy day →
2026-09-14391.39 MB8103$4.0K19 %6.75 ¢$88.0848.1KBuy day →
2026-09-1339837 KB665$3.6K88 %6.39 ¢$142.3923.6KBuy day →
2026-09-12392.03 MB28$254.035 %8.80 ¢$26.962.6KBuy day →
2026-09-1152899 KB1029$1.2K19 %1.81 ¢$166.118.0KBuy day →
2026-09-10521.09 MB2082$2.1K82 %4.89 ¢$411.1630.1KBuy day →

Traded = contracts with at least one trade that day. Buy share = taker-buy side of USD turnover. Avg spread = quoted bid-ask spread in contract price cents (0..1 = 100 ¢), weighted by turnover across the day’s contracts. Top-1 depth = mean of the best bid and best ask notional in USD, weighted by turnover. L2 updates = order-book level updates recorded across all contracts of the day. Days captured before the extended statistics show —.

Contracts

Most traded B200 Weekly contracts by day

The ten contracts with the most USD turnover per UTC day — open, high, low, close, VWAP and the outcome implied by the last print; the six previous days fold out below.

The 4 most traded B200 Weekly contracts on 2026-10-09 — 0 closed Yes (≥ 0.97), 0 closed No (≤ 0.03), 4 still open at the last print: 41 trades, $229.77 USD turnover. The busiest contract was KXB200WS-26OCT09-7.500 with $214.64 turnover.

ContractSettles (UTC)OpenHighLowCloseVWAPImplied outcomeTradesTurnoverBuy shareSpreadTop-1 depthL2 updates
KXB200WS-26OCT09-7.500 B200WS · 7.5002026-10-09 20:010.5400.7200.0100.3800.426open38$214.6496 %33.0 ¢$44.896.7Kbuy file →
KXB200WS-26OCT09-8.500 B200WS · 8.5002026-10-09 20:010.0200.1100.0200.1100.110open1$14.12100 %——133buy file →
KXB200WS-26OCT09-5.000 B200WS · 5.0002026-10-09 20:010.9000.9000.9000.9000.900open1$0.90 %4.00 ¢—178buy file →
KXB200WS-26OCT09-8.000 B200WS · 8.0002026-10-09 20:010.1000.1100.1000.1100.110open1$0.11100 %9.00 ¢—98buy file →

Prices quote 0..1 (probability of Yes). Open/high/low/close/VWAP are that UTC day’s trade prints per contract; the implied outcome reads the last print — ≥ 0.97 as Yes, ≤ 0.03 as No, anything between as still open — venues publish the official result. Buy share = taker-buy side of turnover; spread = the contract's turnover-weighted quoted bid-ask spread in cents, top-1 depth = mean best-bid/ask notional per side, L2 updates = order-book level updates recorded for the contract that day. “Settles” is the venue-listed close time of the contract where the venue publishes one (UTC).

2026-10-08 — 2 contracts, 14 trades, $884.27 turnover

The 2 most traded B200 Weekly contracts on 2026-10-08 — 1 closed Yes (≥ 0.97), 0 closed No (≤ 0.03), 1 still open at the last print: 14 trades, $884.27 USD turnover. The busiest contract was KXB200WS-26OCT09-7.500 with $502.27 turnover.

ContractSettles (UTC)OpenHighLowCloseVWAPImplied outcomeTradesTurnoverBuy shareSpreadTop-1 depthL2 updates
KXB200WS-26OCT09-7.500 B200WS · 7.5002026-10-09 20:010.5200.5400.4800.5400.506open12$502.2760 %9.25 ¢$692.2Kbuy file →
KXB200WS-26OCT09-7.000 B200WS · 7.0002026-10-09 20:010.9300.9700.9300.9700.955Yes2$382100 %7.18 ¢$224.8537buy file →
2026-10-07 — 2 contracts, 5 trades, $1.2K turnover

The 2 most traded B200 Weekly contracts on 2026-10-07 — 1 closed Yes (≥ 0.97), 0 closed No (≤ 0.03), 1 still open at the last print: 5 trades, $1.2K USD turnover. The busiest contract was KXB200WS-26OCT09-4.500 with $1.1K turnover.

ContractSettles (UTC)OpenHighLowCloseVWAPImplied outcomeTradesTurnoverBuy shareSpreadTop-1 depthL2 updates
KXB200WS-26OCT09-4.500 B200WS · 4.5002026-10-09 20:010.9900.9900.9900.9900.990Yes1$1.1K0 %——114buy file →
KXB200WS-26OCT09-7.500 B200WS · 7.5002026-10-09 20:010.4800.6100.4800.5200.549open4$117.10 %5.32 ¢$57.76491buy file →
2026-10-06 — 3 contracts, 6 trades, $300.01 turnover

The 3 most traded B200 Weekly contracts on 2026-10-06 — 0 closed Yes (≥ 0.97), 0 closed No (≤ 0.03), 3 still open at the last print: 6 trades, $300.01 USD turnover. The busiest contract was KXB200WS-26OCT09-7.000 with $186 turnover.

ContractSettles (UTC)OpenHighLowCloseVWAPImplied outcomeTradesTurnoverBuy shareSpreadTop-1 depthL2 updates
KXB200WS-26OCT09-7.000 B200WS · 7.0002026-10-09 20:010.9300.9300.9300.9300.930open1$186100 %9.15 ¢$236.76384buy file →
KXB200WS-26OCT09-7.500 B200WS · 7.5002026-10-09 20:010.0100.4800.0100.4800.480open3$97.4199 %4.49 ¢$41.16436buy file →
KXB200WS-26OCT09-8.000 B200WS · 8.0002026-10-09 20:010.2100.2100.1000.1000.100open2$16.60 %8.97 ¢$11.66364buy file →
2026-10-05 — 3 contracts, 5 trades, $2.87 turnover

The 3 most traded B200 Weekly contracts on 2026-10-05 — 0 closed Yes (≥ 0.97), 2 closed No (≤ 0.03), 1 still open at the last print: 5 trades, $2.87 USD turnover. The busiest contract was KXB200WS-26OCT09-8.000 with $2.72 turnover.

ContractSettles (UTC)OpenHighLowCloseVWAPImplied outcomeTradesTurnoverBuy shareSpreadTop-1 depthL2 updates
KXB200WS-26OCT09-8.000 B200WS · 8.0002026-10-09 20:010.2100.2100.2100.2100.210open3$2.720 %33.3 ¢$45.56180buy file →
KXB200WS-26OCT09-8.500 B200WS · 8.5002026-10-09 20:010.0200.0200.0200.0200.020No1$0.10 %9.05 ¢$44.08140buy file →
KXB200WS-26OCT09-7.500 B200WS · 7.5002026-10-09 20:010.0100.0100.0100.0100.010No1$0.05100 %27.1 ¢$46.66182buy file →
2026-10-02 — 1 contract, 17 trades, $49.91 turnover

The 1 most traded B200 Weekly contracts on 2026-10-02 — 0 closed Yes (≥ 0.97), 0 closed No (≤ 0.03), 1 still open at the last print: 17 trades, $49.91 USD turnover. The busiest contract was KXB200WS-26OCT02-8.000 with $49.91 turnover.

ContractSettles (UTC)OpenHighLowCloseVWAPImplied outcomeTradesTurnoverBuy shareSpreadTop-1 depthL2 updates
KXB200WS-26OCT02-8.000 B200WS · 8.0002026-10-02 20:010.3700.3700.0100.0700.023open17$49.9138 %47.2 ¢$16.34172buy file →
2026-10-01 — 4 contracts, 6 trades, $321.7 turnover

The 4 most traded B200 Weekly contracts on 2026-10-01 — 0 closed Yes (≥ 0.97), 0 closed No (≤ 0.03), 4 still open at the last print: 6 trades, $321.7 USD turnover. The busiest contract was KXB200WS-26OCT02-7.500 with $188 turnover.

ContractSettles (UTC)OpenHighLowCloseVWAPImplied outcomeTradesTurnoverBuy shareSpreadTop-1 depthL2 updates
KXB200WS-26OCT02-7.500 B200WS · 7.5002026-10-02 20:010.8000.9400.8000.9400.940open1$188100 %15.1 ¢$216.1147buy file →
KXB200WS-26OCT02-8.000 B200WS · 8.0002026-10-02 20:010.8100.8100.3700.3700.380open2$79.70 %69.1 ¢$105.48484buy file →
KXB200WS-26OCT02-8.500 B200WS · 8.5002026-10-02 20:010.4100.4100.0600.0600.105open2$420 %14.9 ¢$25.3158buy file →
KXB200WS-26OCT02-9.000 B200WS · 9.0002026-10-02 20:010.0600.0600.0600.0600.060open1$120 %10.0 ¢$14.392buy file →
Contract anatomy

How a B200 Weekly contract trades

Trading window
42 days
Listed ahead
10 min
Tick size
0.01
Contracts measured
4
Quoted in
USD

On Kalshi, a B200 Weekly contract trades for about 42 days from open to close, is listed roughly 10 min before it opens, and quotes in 1 ¢ price steps (0..1). Measured on the 4 contracts captured on 2026-10-09.

Build a bot

Build a B200 Weekly model on this data

Every B200 Weekly event lists a ladder of strikes — one contract per range — and the rung that settles in the money is the label, so the ladder's prices read as an implied distribution rather than one probability. The day bundle holds the full order-book path and trade tape of every rung, nanosecond-stamped; the statistics on this page cover the most traded contracts per day; the bundle holds every contract listed on Kalshi that day.

Turnover on settlement day, 65 contracts to 2026-10-09
39 %
Median days traded before settlement
2

Split by release or event day, never at random — every rung of one ladder settles on the same print, so the whole ladder is one example; walk forward over releases. The ladder guide works distribution labels, cross-strike features and the link to the crypto strike grids through.

Purchased data is for your own use — backtesting, research, analytics and training your own models, in-house or in your own products; the trained models and derived data you build from it are yours. The raw files and tick streams themselves may not be redistributed, resold or published. The full terms are on the data license page.

Why CryptoStruct

Why buy Kalshi B200 Weekly data here

Four things every page on this site is built on — and the reason the numbers above exist at all.

We record everything

The complete public feed of each venue as it was published: every Level-2 snapshot and update at the venue's full book depth, every trade with its aggressor side, every quote, funding, mark-price and liquidation event — for every instrument the venue lists, every UTC day since we added the venue. Nothing sampled, no top-N cut, no on-demand capture.

Institutional grade

Captured co-located at the venue with the exchange timestamp and our receive timestamp in integer nanoseconds, an event-id chain that makes any gap visible, and one normalized schema across 35+ venues — the same capture our own high-frequency trading engine and enterprise feeds run on.

€1 per instrument-day

Any instrument-day is €1, series-day bundles start at €1 — no subscription, no minimum order, no tiers to unlock. Credit packs lower the effective price and never expire, and free full-day samples from the major venues let you test first.

Self-service for everyone

Pick the days in the Data Shop, pay by card as a guest and download immediately — no sales call, no enterprise contract, no KYC. Coding agents buy the same files through the MCP server, and the free Agent Skill teaches them the format.

Agents: /llms.txt · MCP server /mcp · every page as markdown via Accept: text/markdown

FAQ

Kalshi B200 Weekly data — FAQ

What Kalshi B200 Weekly data can I download?

Tick-by-tick trades and Level-2 order-book depth for every contract of the B200 Weekly series on Kalshi (13 contract files on the latest day). One bundle = one UTC day of the whole series.

What is the Kalshi series ticker for B200 Weekly?

KXB200WS — every contract of the series carries this prefix in its ticker (followed by the event date and strike). Files in a day bundle are named by the full contract ticker, so a bundle holds every KXB200WS-* contract listed that UTC day.

How far back does the B200 Weekly data go?

Coverage runs June 2026 – October 2026 — 120 trading days in total.

What format are the Kalshi files in?

One zstd-compressed text file per contract per UTC day, in the same normalized schema as our crypto venues — see the market-data specification; free samples on the downloads page.

Can I get Kalshi B200 Weekly data as CSV or Parquet?

Yes — trades export as gzipped CSV or Parquet at no extra cost, with integer microsecond UTC timestamps that load straight into pandas, polars or DuckDB. Kalshi records full order-book depth without a separate BBO stream, so book data ships in the native tick file — the free reader script converts it locally. See the formats overview.

How much does Kalshi B200 Weekly historical data cost?

€1 per series-day bundle — every contract of the series for that day — no subscription, no minimum order; buy as a guest in the Data Shop and download immediately. Credit packs lower the effective price and never expire.

Do I need an account or a sales call?

No. Pick the B200 Weekly series-days in the Data Shop, pay by card as a guest and download immediately — no subscription, no minimum order, no KYC, no enterprise contract, no sales call. Coding agents buy the same bundles through the MCP server.

How is the Kalshi B200 Weekly data captured?

Co-located at the venue, message by message: every Level-2 update and every trade print carries the exchange timestamp and our receive timestamp in integer nanoseconds, an event-id chain makes any gap visible, and one normalized schema across 35+ venues means a parser written for Binance reads these files unchanged. It is the same capture our own high-frequency trading engine runs on — nothing sampled, no top-N cut.

How many B200 Weekly contracts trade per day on Kalshi?

On average 3 B200 Weekly contracts had at least one trade per UTC day over the last 4 captured days on Kalshi, with about 5.7K order-book level updates recorded per day. A day bundle contains every contract file of the series for that day.

How liquid are Kalshi B200 Weekly contracts?

Over the last 4 captured days, the turnover-weighted quoted bid-ask spread was 9.07 ¢ (contracts quote 0..1 = 100 ¢), the mean best-bid/best-ask notional was about $95.41 per side, 46 % of USD turnover was taker-buy. These figures are computed from the recorded Level-2 order books and trade prints — the same data in the day bundles.

What was the most traded B200 Weekly contract on 2026-10-09?

KXB200WS-26OCT09-7.500 (B200WS · 7.500) — $214.64 USD turnover over 38 trades on Kalshi. The 4 most traded contracts of the series did 41 trades and $229.77 that UTC day. Open, high, low, close and VWAP per contract are listed on this page; the tick-level data is in the day bundle.

What was the busiest B200 Weekly trading day on Kalshi?

2026-08-01, with $17.8K of USD turnover over 390 trades across every B200 Weekly contract of the day; the busiest full month was Aug 2026 at $113.1K. Since our statistics began on 2026-07-18 the series has recorded 9,613 trades and $210.6K over 84 captured days; the single biggest contract was KXB200WS-26AUG28-5.500 (B200WS · 5.500) on 2026-08-28 with $4.7K. Any of these days is a downloadable bundle.

How much of B200 Weekly turnover trades on event day?

39 % — across 65 settled B200 Weekly contracts between 2026-08-09 and 2026-10-09 on Kalshi, 39 % of their USD turnover printed on the UTC day the contract settled and 61 % on the days before, summed from every trade of the most traded contracts per day. The pre-event share is where line-movement features live; the day bundles hold both.

How long before an event do B200 Weekly contracts trade?

A median of 2 captured trading days per contract, settlement day included (a quarter traded 5 days or more) — across 65 settled B200 Weekly contracts to 2026-10-09 on Kalshi, counting the UTC days a contract ranked among the series' most traded. Buy those days as a range (/shop/bundles?bundle=kalshi-kxb200ws&d=<from>..<to>) to get the whole pre-event path of each contract.

Topics

Topic hubs featuring this series