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Kalshi · Economics · monthly · KXCPI

Kalshi KXCPI — CPI Historical Data

Every Kalshi “CPI” contract of the day — every trade print and the complete Level-2 book, captured co-located with nanosecond venue and receive timestamps. 248 trading days as day bundles, €1 per day, bought as a guest with instant download.

Trading days
248
Coverage
March 2026 – present
Archive size
1.36 GB
Price per day
€1
Activity & identifier

CPI on Kalshi — activity

Trades and USD turnover summed over every contract of the series across 30 captured days to 2026-11-06, 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
KXCPI
Avg trades / day
580
Avg turnover / day
$25.1K
Captured days
30
Trades (30d)
17,396
Turnover (30d)
$752.0K
Contracts traded / day
20
Buy share
65 %
Avg spread
2.57 ¢
Top-1 depth
$5.5K
L2 updates / day
177.2K
L2 updates / trade
305.6
Turnover on settlement day
7 %
Days traded before settling (median)
7
Market types
strike ladder 106 · other 27
30d vs prior 30d
+13.6 %
Since 2026-07-08
54.2K trades · $2.3M
Record day
$236.5K · 2026-08-11
Files on latest day
32
What's in a bundle

One purchase, the whole series for a day

A series-day bundle contains every CPI contract that was listed on Kalshi on that UTC day — traded or not — 32 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 March 2026 – present — 248 trading days, 1.36 GB compressed in total. A day typically holds 52 contract files (up to 83 on the busiest day, 120 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

CPI — development since capture

54,248 trades and $2.3M of USD turnover over 122 captured days since 2026-07-08 — record day 2026-08-11 with $236.5K, biggest single contract KXCPI-26JUL-T0.0 (CPI · strike · ABOVE 0) (2026-08-11, $177.0K).

MonthDaysTradesTurnover (USD)Avg / dayContracts tradedL2 updatesvs previous month
Nov 2026 (month to date)62,216$90.7K$15.1K1011.1M—
Oct 20263118,186$957.5K$30.9K6935.9M+141.7 %
Sep 20263011,121$396.1K$13.2K64912.7M−39.6 %
Aug 20263111,600$655.4K$21.1K4174.4M+255.5 %
Jul 20262411,125$184.4K$7.7K———

Kalshi CPI — 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

CPI — activity by weekday

Wednesdays carry the most turnover, about $56.3K per day.

Weekday (UTC)Avg turnover / dayUSDAvg tradesDays
Monday$21.0K536.754
Tuesday$27.8K6124
Wednesday$56.3K803.254
Thursday$18.0K420.85
Friday$32.9K553.45
Saturday$13.8K678.754
Sunday$5.4K500.54

Kalshi CPI — 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

CPI — 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
2026-11-06327.39 MB20475$39.5K76 %2.02 ¢$4.9K278.7KBuy day →
2026-11-05324.73 MB17452$9.7K60 %3.56 ¢$2.1K169.0KBuy day →
2026-11-04304.02 MB16454$17.5K62 %3.01 ¢$1.3K142.9KBuy day →
2026-11-03304.42 MB16269$4.6K22 %2.91 ¢$840.14164.6KBuy day →
2026-11-02306.01 MB16397$18.0K63 %1.90 ¢$529.65229.9KBuy day →
2026-11-01302.40 MB16169$1.5K53 %1.46 ¢$1.4K79.5KBuy day →
2026-10-31303.53 MB17613$3.3K50 %2.83 ¢$439.98122.9KBuy day →
2026-10-30305.51 MB18409$10.2K44 %2.50 ¢$1.3K210.5KBuy day →
2026-10-29302.47 MB19268$5.7K75 %2.27 ¢$562.584.0KBuy day →
2026-10-28303.54 MB16305$8.6K16 %1.27 ¢$1.5K127.6KBuy day →
2026-10-27307.52 MB15359$2.8K32 %2.42 ¢$1.0K294.4KBuy day →
2026-10-26305.91 MB20640$12.0K71 %1.56 ¢$2.2K221.6KBuy day →
2026-10-25303.23 MB13757$6.1K35 %2.11 ¢$2.1K112.0KBuy day →
2026-10-24303.63 MB13655$7.8K73 %1.17 ¢$5.2K129.1KBuy day →
2026-10-23304.20 MB22538$6.4K54 %1.55 ¢$3.2K153.0KBuy day →
2026-10-22303.46 MB19356$18.0K83 %2.57 ¢$1.1K122.1KBuy day →
2026-10-21306.24 MB24867$22.5K51 %1.75 ¢$2.7K235.8KBuy day →
2026-10-20304.41 MB241,241$23.1K38 %1.64 ¢$2.3K164.5KBuy day →
2026-10-19306.83 MB19575$3.7K63 %2.74 ¢$2.8K269.8KBuy day →
2026-10-18304.83 MB17421$8.3K42 %1.69 ¢$1.3K178.9KBuy day →
2026-10-17306.20 MB15628$17.6K58 %2.46 ¢$854.19232.8KBuy day →
2026-10-16305.42 MB25705$13.2K57 %3.43 ¢$765.78202.6KBuy day →
2026-10-15306.69 MB23459$14.3K51 %2.87 ¢$1.6K250.9KBuy day →
2026-10-14449.81 MB361,587$176.6K75 %4.80 ¢$2.8K379.9KBuy day →
2026-10-13444.49 MB29579$80.9K70 %1.35 ¢$13.7K170.6KBuy day →
2026-10-12442.50 MB26535$50.5K87 %1.19 ¢$26.2K85.6KBuy day →
2026-10-11442.78 MB26655$5.9K58 %2.08 ¢$5.8K97.5KBuy day →
2026-10-10443.21 MB20819$26.6K65 %1.71 ¢$8.9K113.7KBuy day →
2026-10-09444.75 MB29640$95.2K62 %1.77 ¢$2.1K172.2KBuy day →
2026-10-08443.40 MB28569$42.2K47 %2.00 ¢$2.8K119.8KBuy 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 CPI 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 10 most traded CPI contracts on 2026-11-06 — 2 closed Yes (≥ 0.97), 1 closed No (≤ 0.03), 7 still open at the last print: 435 trades, $39.3K USD turnover. The busiest contract was KXCPI-26OCT-T0.1 with $23.3K turnover.

ContractSettles (UTC)OpenHighLowCloseVWAPImplied outcomeTradesTurnoverBuy shareSpreadTop-1 depthL2 updates
KXCPI-26OCT-T0.1 CPI · strike · ABOVE 0.12026-11-10 13:290.9500.9500.9100.9300.926open69$23.3K94 %1.67 ¢$7.8K6.8Kbuy file →
KXCPI-26OCT-T0.3 CPI · strike · ABOVE 0.32026-11-10 13:290.1500.1800.1300.1800.157open121$7.6K68 %1.22 ¢$390.7413.3Kbuy file →
KXCPI-26OCT-T0.2 CPI · strike · ABOVE 0.22026-11-10 13:290.6100.6300.5700.5900.586open125$7.4K34 %2.89 ¢$851.7923.2Kbuy file →
KXCPI-26NOV-T0.0 CPI · strike · ABOVE 02026-12-10 13:290.4500.5300.2100.4700.425open25$425.6719 %10.7 ¢$117.6212.3Kbuy file →
KXCPI-26NOV-T0.2 CPI · strike · ABOVE 0.22026-12-10 13:290.1800.2200.1200.1600.157open18$138.8770 %4.30 ¢$37.1413.7Kbuy file →
KXCPI-26OCT-T-0.1 CPI · 0.12026-11-10 13:290.9900.9900.9900.9900.990Yes1$990 %——529buy file →
KXCPI-26OCT-T0.0 CPI · strike · ABOVE 02026-11-10 13:290.9900.9900.9900.9900.990Yes1$990 %——278buy file →
KXCPI-26OCT-T0.4 CPI · strike · ABOVE 0.42026-11-10 13:290.0200.0400.0200.0300.031No66$86.7597 %1.36 ¢$499.862.1Kbuy file →
KXCPI-26DEC-T0.0 CPI · strike · ABOVE 02027-01-13 13:290.9100.9100.8600.8600.860open2$860 %6.95 ¢$2.3K431buy file →
KXCPI-26NOV-T-0.2 CPI · 0.22026-12-10 13:290.9700.9700.5700.5800.956open7$65.0298 %43.7 ¢$1.6K322buy 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).

2026-11-05 — 10 contracts, 428 trades, $9.5K turnover

The 10 most traded CPI contracts on 2026-11-05 — 0 closed Yes (≥ 0.97), 1 closed No (≤ 0.03), 9 still open at the last print: 428 trades, $9.5K USD turnover. The busiest contract was KXCPI-26OCT-T0.1 with $2.9K turnover.

ContractSettles (UTC)OpenHighLowCloseVWAPImplied outcomeTradesTurnoverBuy shareSpreadTop-1 depthL2 updates
KXCPI-26OCT-T0.1 CPI · strike · ABOVE 0.12026-11-10 13:290.9500.9500.9300.9500.946open80$2.9K78 %1.59 ¢$5.2K4.1Kbuy file →
KXCPI-26OCT-T0.2 CPI · strike · ABOVE 0.22026-11-10 13:290.5900.6400.5400.6100.589open87$1.9K59 %3.56 ¢$802.7414.3Kbuy file →
KXCPI-26OCT-T0.3 CPI · strike · ABOVE 0.32026-11-10 13:290.1500.1700.1300.1500.149open111$1.7K87 %1.57 ¢$1.2K5.8Kbuy file →
KXCPI-26NOV-T-0.1 CPI · 0.12026-12-10 13:290.9300.9300.5500.7300.788open21$1.5K25 %8.14 ¢$239.2119.6Kbuy file →
KXCPI-26NOV-T0.0 CPI · strike · ABOVE 02026-12-10 13:290.6100.6100.4300.4500.511open20$1.0K37 %5.16 ¢$160.6528.5Kbuy file →
KXCPI-26NOV-T0.3 CPI · strike · ABOVE 0.32026-12-10 13:290.2000.2000.0600.0700.092open32$175.849 %3.04 ¢$40.211.2Kbuy file →
KXCPI-26NOV-T0.1 CPI · strike · ABOVE 0.12026-12-10 13:290.4700.4700.1600.1800.319open26$165.7474 %3.60 ¢$1.7K41.4Kbuy file →
KXCPI-26OCT-T0.4 CPI · strike · ABOVE 0.42026-11-10 13:290.0400.0400.0200.0200.022No40$82.1961 %1.13 ¢$420.842.2Kbuy file →
KXCPI-26NOV-T0.2 CPI · strike · ABOVE 0.22026-12-10 13:290.2900.2900.1600.1800.181open10$71.2638 %3.85 ¢$905.5410.8Kbuy file →
KXCPI-26DEC-T0.2 CPI · strike · ABOVE 0.22027-01-13 13:290.6000.6100.6000.6100.610open1$53.54100 %16.0 ¢$658.733.4Kbuy file →
2026-11-04 — 10 contracts, 373 trades, $17.4K turnover

The 10 most traded CPI contracts on 2026-11-04 — 1 closed Yes (≥ 0.97), 0 closed No (≤ 0.03), 9 still open at the last print: 373 trades, $17.4K USD turnover. The busiest contract was KXCPI-26OCT-T0.1 with $10.1K turnover.

ContractSettles (UTC)OpenHighLowCloseVWAPImplied outcomeTradesTurnoverBuy shareSpreadTop-1 depthL2 updates
KXCPI-26OCT-T0.1 CPI · strike · ABOVE 0.12026-11-10 13:290.9200.9500.8600.9500.910open103$10.1K92 %1.80 ¢$1.9K9.6Kbuy file →
KXCPI-26NOV-T0.1 CPI · strike · ABOVE 0.12026-12-10 13:290.6500.6600.4700.4700.604open47$2.2K1 %3.32 ¢$411.3710.8Kbuy file →
KXCPI-26NOV-T-0.1 CPI · 0.12026-12-10 13:290.8900.9300.8100.9300.892open23$1.8K13 %4.47 ¢$94.42.8Kbuy file →
KXCPI-26OCT-T0.2 CPI · strike · ABOVE 0.22026-11-10 13:290.5900.6900.5500.5900.605open91$1.3K65 %6.20 ¢$77.9721.7Kbuy file →
KXCPI-26NOV-T0.0 CPI · strike · ABOVE 02026-12-10 13:290.8600.8600.6100.6100.781open20$866.424 %4.76 ¢$56.610.5Kbuy file →
KXCPI-26NOV-T0.3 CPI · strike · ABOVE 0.32026-12-10 13:290.2200.3200.1100.2000.201open23$416.824 %11.4 ¢$36.7311.7Kbuy file →
KXCPI-26OCT-T0.0 CPI · strike · ABOVE 02026-11-10 13:290.9800.9900.9800.9900.990Yes3$252.44100 %1.00 ¢$11.5K1.0Kbuy file →
KXCPI-26NOV-T0.2 CPI · strike · ABOVE 0.22026-12-10 13:290.4100.4400.2900.2900.319open32$231.5613 %3.23 ¢$499.7432.9Kbuy file →
KXCPI-26OCT-T0.3 CPI · strike · ABOVE 0.32026-11-10 13:290.1800.1800.1500.1500.165open19$113.1954 %2.62 ¢$147.024.8Kbuy file →
KXCPI-26NOV-T0.5 CPI · strike · ABOVE 0.52026-12-10 13:290.0500.0800.0500.0700.055open12$59.7734 %2.59 ¢$111.292.4Kbuy file →
2026-11-03 — 10 contracts, 254 trades, $4.6K turnover

The 10 most traded CPI contracts on 2026-11-03 — 0 closed Yes (≥ 0.97), 0 closed No (≤ 0.03), 10 still open at the last print: 254 trades, $4.6K USD turnover. The busiest contract was KXCPI-26NOV-T0.0 with $1.2K turnover.

ContractSettles (UTC)OpenHighLowCloseVWAPImplied outcomeTradesTurnoverBuy shareSpreadTop-1 depthL2 updates
KXCPI-26NOV-T0.0 CPI · strike · ABOVE 02026-12-10 13:290.8600.8600.8200.8600.841open12$1.2K14 %3.18 ¢$145.6614.0Kbuy file →
KXCPI-26NOV-T-0.1 CPI · 0.12026-12-10 13:290.9200.9300.8900.8900.920open10$1.1K0 %2.34 ¢$766.385.3Kbuy file →
KXCPI-26OCT-T0.1 CPI · strike · ABOVE 0.12026-11-10 13:290.9500.9600.9200.9200.941open42$1.0K23 %1.14 ¢$2.5K6.3Kbuy file →
KXCPI-26OCT-T0.2 CPI · strike · ABOVE 0.22026-11-10 13:290.6700.6700.5500.5900.633open65$460.554 %4.93 ¢$127.869.9Kbuy file →
KXCPI-26NOV-T0.2 CPI · strike · ABOVE 0.22026-12-10 13:290.4800.5400.4000.4100.431open28$259.65 %8.29 ¢$32.8142.4Kbuy file →
KXCPI-26DEC-T0.8 CPI · strike · ABOVE 0.82027-01-13 13:290.0300.0500.0300.0500.041open10$199.22100 %1.11 ¢$444.41.2Kbuy file →
KXCPI-26OCT-T0.3 CPI · strike · ABOVE 0.32026-11-10 13:290.1900.2000.1500.1800.168open26$89.8750 %2.71 ¢$94.218.4Kbuy file →
KXCPI-26NOV-T0.4 CPI · strike · ABOVE 0.42026-12-10 13:290.1900.1900.1000.1000.142open10$60.996 %5.88 ¢$32.366.8Kbuy file →
KXCPI-26NOV-T0.5 CPI · strike · ABOVE 0.52026-12-10 13:290.0700.1500.0500.0500.059open17$56.1831 %2.82 ¢$50.342.1Kbuy file →
KXCPI-26OCT-T0.4 CPI · strike · ABOVE 0.42026-11-10 13:290.0700.1000.0400.0500.068open34$42.7739 %4.00 ¢$32.117.0Kbuy file →
2026-11-02 — 10 contracts, 338 trades, $17.9K turnover

The 10 most traded CPI contracts on 2026-11-02 — 0 closed Yes (≥ 0.97), 1 closed No (≤ 0.03), 9 still open at the last print: 338 trades, $17.9K USD turnover. The busiest contract was KXCPI-26OCT-T0.1 with $7.4K turnover.

ContractSettles (UTC)OpenHighLowCloseVWAPImplied outcomeTradesTurnoverBuy shareSpreadTop-1 depthL2 updates
KXCPI-26OCT-T0.1 CPI · strike · ABOVE 0.12026-11-10 13:290.8700.9900.8500.9500.945open98$7.4K83 %1.23 ¢$856.8813.5Kbuy file →
KXCPI-26NOV-T0.1 CPI · strike · ABOVE 0.12026-12-10 13:290.6300.7100.6300.6300.655open28$5.5K43 %2.08 ¢$259.187.4Kbuy file →
KXCPI-26OCT-T0.2 CPI · strike · ABOVE 0.22026-11-10 13:290.6100.6700.5500.6700.616open56$2.5K95 %3.16 ¢$220.8418.2Kbuy file →
KXCPI-26NOV-T0.0 CPI · strike · ABOVE 02026-12-10 13:290.8900.8900.8100.8600.855open35$1.4K3 %2.52 ¢$291.3721.9Kbuy file →
KXCPI-26NOV-T-0.1 CPI · 0.12026-12-10 13:290.9100.9300.9100.9200.921open16$599.721 %1.57 ¢$1.1K18.6Kbuy file →
KXCPI-26OCT-T0.3 CPI · strike · ABOVE 0.32026-11-10 13:290.1900.2000.1800.1900.189open28$201.1129 %1.06 ¢$413.297.8Kbuy file →
KXCPI-26NOV-T0.5 CPI · strike · ABOVE 0.52026-12-10 13:290.0800.0800.0400.0700.069open13$96.6199 %1.33 ¢$140.434.1Kbuy file →
KXCPI-26NOV-T0.4 CPI · strike · ABOVE 0.42026-12-10 13:290.1600.1900.1500.1900.182open10$63.1797 %1.24 ¢$41.293.7Kbuy file →
KXCPI-26OCT-T0.5 CPI · strike · ABOVE 0.52026-11-10 13:290.0300.0300.0100.0100.012No36$51.6727 %1.53 ¢$79.161.4Kbuy file →
KXCPI-26NOV-T0.2 CPI · strike · ABOVE 0.22026-12-10 13:290.6000.6000.4800.4800.492open18$47.6311 %8.37 ¢$25.7517.9Kbuy file →
2026-11-01 — 10 contracts, 157 trades, $1.5K turnover

The 10 most traded CPI contracts on 2026-11-01 — 2 closed Yes (≥ 0.97), 1 closed No (≤ 0.03), 7 still open at the last print: 157 trades, $1.5K USD turnover. The busiest contract was KXCPI-26NOV-T-0.1 with $1.1K turnover.

ContractSettles (UTC)OpenHighLowCloseVWAPImplied outcomeTradesTurnoverBuy shareSpreadTop-1 depthL2 updates
KXCPI-26NOV-T-0.1 CPI · 0.12026-12-10 13:290.9200.9300.9100.9100.923open65$1.1K55 %1.51 ¢$1.2K5.9Kbuy file →
KXCPI-26OCT-T0.1 CPI · strike · ABOVE 0.12026-11-10 13:290.8700.8900.8600.8700.879open20$17950 %1.31 ¢$164.527.7Kbuy file →
KXCPI-26OCT-T0.0 CPI · strike · ABOVE 02026-11-10 13:290.9800.9800.9800.9800.980Yes2$49.980 %1.00 ¢$13.2K1.1Kbuy file →
KXCPI-26OCT-T0.2 CPI · strike · ABOVE 0.22026-11-10 13:290.5600.6100.5600.6100.592open13$44.7866 %1.00 ¢$431.0411.1Kbuy file →
KXCPI-26OCT-T0.3 CPI · strike · ABOVE 0.32026-11-10 13:290.1900.1900.1800.1900.189open9$26.9988 %1.01 ¢$67.097.5Kbuy file →
KXCPI-26OCT-T-0.1 CPI · 0.12026-11-10 13:290.9800.9900.9800.9900.990Yes2$25.7496 %1.00 ¢$1.6K246buy file →
KXCPI-26NOV-T0.0 CPI · strike · ABOVE 02026-12-10 13:290.9000.9100.8700.8900.891open19$22.2940 %2.00 ¢$22.638.3Kbuy file →
KXCPI-26OCT-T0.5 CPI · strike · ABOVE 0.52026-11-10 13:290.0500.0500.0200.0300.033No13$16.3532 %1.09 ¢$63.71.6Kbuy file →
KXCPI-26OCT-T0.4 CPI · strike · ABOVE 0.42026-11-10 13:290.0900.0900.0600.0800.061open13$10.788 %2.54 ¢$48.171.9Kbuy file →
KXCPI-26NOV-T0.1 CPI · strike · ABOVE 0.12026-12-10 13:290.6300.6300.6300.6300.630open1$6.30 %4.57 ¢$265.617.0Kbuy file →
2026-10-31 — 10 contracts, 599 trades, $3.3K turnover

The 10 most traded CPI contracts on 2026-10-31 — 0 closed Yes (≥ 0.97), 1 closed No (≤ 0.03), 9 still open at the last print: 599 trades, $3.3K USD turnover. The busiest contract was KXCPI-26OCT-T0.1 with $982 turnover.

ContractSettles (UTC)OpenHighLowCloseVWAPImplied outcomeTradesTurnoverBuy shareSpreadTop-1 depthL2 updates
KXCPI-26OCT-T0.1 CPI · strike · ABOVE 0.12026-11-10 13:290.8700.9300.8300.8700.881open121$98244 %2.56 ¢$115.4218.9Kbuy file →
KXCPI-26NOV-T0.0 CPI · strike · ABOVE 02026-12-10 13:290.9000.9500.8600.9000.908open192$807.546 %2.41 ¢$23.0112.3Kbuy file →
KXCPI-26NOV-T-0.1 CPI · 0.12026-12-10 13:290.9200.9300.9200.9200.925open30$532.7850 %1.00 ¢$1.8K1.4Kbuy file →
KXCPI-26OCT-T0.2 CPI · strike · ABOVE 0.22026-11-10 13:290.6000.6200.5600.5600.601open66$501.4772 %4.39 ¢$433.6913.1Kbuy file →
KXCPI-26NOV-T0.2 CPI · strike · ABOVE 0.22026-12-10 13:290.5300.6000.4700.6000.514open16$134.4459 %8.50 ¢$208.478.1Kbuy file →
KXCPI-26NOV-T0.1 CPI · strike · ABOVE 0.12026-12-10 13:290.6900.7200.6300.6300.666open21$112.5912 %4.19 ¢$103.722.5Kbuy file →
KXCPI-26OCT-T0.3 CPI · strike · ABOVE 0.32026-11-10 13:290.1800.2000.1500.1900.176open46$111.870 %2.27 ¢$98.987.1Kbuy file →
KXCPI-26OCT-T0.4 CPI · strike · ABOVE 0.42026-11-10 13:290.0600.1300.0600.0900.074open73$86.647 %3.19 ¢$144.61.7Kbuy file →
KXCPI-26NOV-T0.5 CPI · strike · ABOVE 0.52026-12-10 13:290.1300.1300.0700.0800.091open20$38.4654 %1.52 ¢$56.212.3Kbuy file →
KXCPI-26OCT-T0.6 CPI · strike · ABOVE 0.62026-11-10 13:290.0200.0300.0200.0200.027No14$10.62100 %1.06 ¢$106.042.3Kbuy file →
Market types

CPI — market types in the family

The CPI family on Kalshi has listed 133 contracts as of 2026-11-07: strike ladder 106 · other 27. Counted from every contract file of the family, not from the traded top-10.

Market typeContracts listed (all time)Listed last 30 daysShare
strike ladder1061080 %
other27420 %
Total13314100 %

Kalshi CPI— market type read from each contract's venue identifier (ticker suffix on Kalshi, slug suffix on Polymarket, market description on predict.fun and OG.com), counted over every contract listed in the family as of 2026-11-07; “listed last 30 days” counts contracts whose venue settlement time falls in that window. Every one of them is in the day bundle of its day.

Contract anatomy

How a CPI contract trades

Listed ahead
12 days
Tick size
0.01
Contracts measured
10
Quoted in
USD

On Kalshi, a CPI contract trades until its event settles, is listed roughly 12 days before it opens, and quotes in 1 ¢ price steps (0..1). Measured on the 10 contracts captured on 2026-11-06.

Free sample

Try a CPI contract file for free

The busiest contract of a settled day, byte-identical to the files in the paid bundle — download the native tick file, a CSV/Parquet export, or replay its order book in the browser.

KXCPI-26OCT-T0.12026-10-28 (UTC) · 127 KB · 31 trades · $6.6K turnover · 0.910 → 0.890Full tick file: every trade print and Level-2 order-book update of the contract on that day, zstd-compressed JSON lines — no account needed.
Replay
Intraday profile

KXCPI-26OCT-T0.1 minute by minute — 2026-10-28

One-minute open/high/low/close, trades, USD turnover, quoted spread and top-of-book depth of the sample contract — the same 1-minute statistics every instrument’s analytics page offers.

KXCPI-26OCT-T0.1 traded in 21 of the day’s minutes (04:38–23:41 UTC): 31 trades, $6.6K turnover, opening at 0.910, ranging 0.880–0.920 and closing at 0.890.

0.00.51.004:38 UTC23:41 UTC
Minute (UTC)OpenHighLowCloseTradesTurnoverSpreadTop-1 bid / ask
04:380.9100.9100.9100.9101$11.00 ¢$7.1K / $3.4K
06:460.9100.9000.9000.9005$6.3K1.02 ¢$4.3K / $2.3K
15:360.9000.9100.9000.9102$22.531.59 ¢$164.33 / $31.47
16:490.9100.9000.9000.9001$0.91.53 ¢$165.44 / $237
17:110.9000.9100.9100.9101$0.912.00 ¢$165.22 / $37.46
17:160.9100.9200.9100.9202$44.672.55 ¢$80.97 / $3.8K
17:220.9200.9100.9000.9003$9.982.71 ¢$22.77 / $7.3K
17:240.9000.9000.9000.9002$9.93.02 ¢$77.68 / $4.9K
17:590.9000.8900.8900.8901$0.891.00 ¢$159.09 / $679.5
18:090.8900.9000.9000.9001$9.271.00 ¢$183.34 / $478.51
18:360.9000.8900.8900.8901$0.891.00 ¢$182.93 / $477
19:370.8900.8900.8900.8901$0.891.00 ¢$163.4 / $477
19:520.8900.8900.8900.8901$0.891.00 ¢$162.04 / $477
20:070.8900.9000.9000.9001$12.761.00 ¢$161.98 / $474.34
20:450.9000.9000.9000.9001$23.41.00 ¢$161.98 / $442.1
21:190.9000.8900.8900.8902$161.981.00 ¢$344.48 / $1.4K
21:460.8900.8800.8800.8801$0.881.00 ¢$572.32 / $1.7K
22:220.8800.8800.8800.8801$9.681.00 ¢$608.4 / $1.7K
23:140.8800.8800.8800.8801$0.881.00 ¢$605.45 / $1.7K
23:160.8800.8800.8800.8801$0.881.00 ¢$605.03 / $1.7K
23:410.8800.8900.8900.8901$29.371.00 ¢$604.39 / $1.7K

1-minute statistics computed from the recorded ticks; minutes without a trade are omitted. Spread in contract price cents; top-1 depth = resting notional at the best bid / best ask. Every minute of every day is in the free analytics; the raw ticks are in the sample file above.

Build a bot

Build a CPI model on this data

Every CPI 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, 32 contracts to 2026-11-06
7 %
Median days traded before settlement
7
Market types, 2026-11-07
strike ladder 106 · other 27

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 CPI 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 CPI data — FAQ

What Kalshi CPI data can I download?

Tick-by-tick trades and Level-2 order-book depth for every contract of the CPI series on Kalshi (32 contract files on the latest day). One bundle = one UTC day of the whole series.

What is the Kalshi series ticker for CPI?

KXCPI — 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 KXCPI-* contract listed that UTC day.

How far back does the CPI data go?

Coverage runs March 2026 – present — 248 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 CPI 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 CPI 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 CPI 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 CPI 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 CPI contracts trade per day on Kalshi?

On average 20 CPI contracts had at least one trade per UTC day over the last 30 captured days on Kalshi, with about 177.2K order-book level updates recorded per day. A day bundle contains every contract file of the series for that day.

How liquid are Kalshi CPI contracts?

Over the last 30 captured days, the turnover-weighted quoted bid-ask spread was 2.57 ¢ (contracts quote 0..1 = 100 ¢), the mean best-bid/best-ask notional was about $5.5K per side, 65 % 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 CPI contract on 2026-11-06?

KXCPI-26OCT-T0.1 (CPI · strike · ABOVE 0.1) — $23.3K USD turnover over 69 trades on Kalshi. The 10 most traded contracts of the series did 435 trades and $39.3K 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 CPI trading day on Kalshi?

2026-08-11, with $236.5K of USD turnover over 2,866 trades across every CPI contract of the day; the busiest full month was Oct 2026 at $957.5K. Since our statistics began on 2026-07-08 the series has recorded 54,248 trades and $2.3M over 122 captured days; the single biggest contract was KXCPI-26JUL-T0.0 (CPI · strike · ABOVE 0) on 2026-08-11 with $177.0K. Any of these days is a downloadable bundle.

Which market types does the CPI series include?

As of 2026-11-07 the CPI family on Kalshi had listed 133 contracts: strike ladder 106 · other 27. All of them are in that day's bundle — the market type is read from each contract's venue identifier, counted over every contract of the family, not from the traded top-10.

Which weekday does Kalshi CPI trade most?

Wednesdays — about $56.3K of USD turnover per Wednesday and 30 % of the series' turnover over the 30 captured days to 2026-11-06 on Kalshi, summed from every trade print of the series' contracts. The weekday profile on this page shows all seven days; the day bundles carry the full tape behind them.

How much of CPI turnover trades on event day?

7 % — across 32 settled CPI contracts between 2026-08-09 and 2026-11-06 on Kalshi, 7 % of their USD turnover printed on the UTC day the contract settled and 93 % 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 CPI contracts trade?

A median of 7 captured trading days per contract, settlement day included (a quarter traded 16 days or more) — across 32 settled CPI contracts to 2026-11-06 on Kalshi, counting the UTC days a contract ranked among the series' most traded. Buy those days as a range (/shop/bundles?bundle=kalshi-kxcpi&d=<from>..<to>) to get the whole pre-event path of each contract.

Topics

Topic hubs featuring this series