Tick-by-tick trades and order-book depth for every Kalshi “Core inflation” contract — 196 trading days as downloadable day bundles, €1 per day.
Trades and USD turnover summed over every contract of the series across 30 captured days to 2026-09-15, 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.
A series-day bundle contains every Core inflation contract that traded on Kalshi on that UTC day — 31 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 – September 2026 — 196 trading days, 238 MB compressed in total. A day typically holds 51 contract files (up to 90 on the busiest day, 16.5 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.
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.
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 Core inflation contracts on 2026-09-15 — 4 closed Yes (≥ 0.97), 1 closed No (≤ 0.03), 5 still open at the last print: 31 trades, $3.4K USD turnover. The busiest contract was KXCPICOREYOY-26SEP-T2.2 with $2.5K turnover.
| Contract | Open | High | Low | Close | VWAP | Implied outcome | Trades | Turnover | Buy share | |
|---|---|---|---|---|---|---|---|---|---|---|
| KXCPICOREYOY-26SEP-T2.2 | 0.940 | 0.970 | 0.940 | 0.970 | 0.952 | Yes | 7 | $2.5K | 99 % | buy file → |
| KXCPICOREYOY-26SEP-T2.3 | 0.810 | 0.820 | 0.810 | 0.810 | 0.814 | open | 5 | $397.62 | 37 % | buy file → |
| KXCPICOREYOY-26NOV-T2.1 | 0.980 | 0.980 | 0.980 | 0.980 | 0.980 | Yes | 1 | $153.86 | 0 % | buy file → |
| KXCPICOREYOY-26NOV-T2.2 |
On Kalshi, a Core inflation contract trades until its event settles, is listed roughly 36 min before it opens, and quotes in 1 ¢ price steps (0..1). Measured on the 10 contracts captured on 2026-09-15.
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.
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.
KXCPICOREYOY-26AUG-T2.3 traded in 1 of the day’s minutes (05:14–05:14 UTC): 3 trades, $2.3K turnover, opening at 0.670, ranging 0.640–0.650 and closing at 0.640.
| Minute (UTC) | Open | High | Low | Close | Trades | Turnover | Spread | Top-1 bid / ask |
|---|---|---|---|---|---|---|---|---|
| 05:14 | 0.670 | 0.650 | 0.640 | 0.640 | 3 | $2.3K | 2.91 ¢ | $995.97 / $2.5K |
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.
Tick-by-tick trades and Level-2 order-book depth for every contract of the Core inflation series on Kalshi (31 contract files on the latest day). One bundle = one UTC day of the whole series.
KXCPICOREYOY — 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 KXCPICOREYOY-* contract that traded that UTC day.
Coverage runs March 2026 – September 2026 — 196 trading days in total.
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.
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.
€1 per series-day bundle — every contract of the series for that day, with invoice on checkout. Buy it in the Data Shop.
On average 4 Core inflation contracts had at least one trade per UTC day over the last 30 captured days on Kalshi, with about 81.8K order-book level updates recorded per day. A day bundle contains every contract file of the series for that day.
| Buy day → |
| 2026-09-11 | 46 | 2.24 MB | 5 | 41 | $11.0K | 94 % | 9.90 ¢ | $255.58 | 66.9K | Buy day → |
| 2026-09-10 | 46 | 3.16 MB | 3 | 13 | $412.97 | 80 % | 3.96 ¢ | $252.81 | 121.3K | Buy day → |
| 2026-09-09 | 46 | 2.27 MB | 4 | 58 | $1.9K | 9 % | 3.69 ¢ | $174.33 | 85.7K | Buy day → |
| 2026-09-08 | 46 | 1.33 MB | 4 | 27 | $237.42 | 60 % | 5.34 ¢ | $105.05 | 48.3K | Buy day → |
| 2026-09-07 | 46 | 16.5 MB | 6 | 115 | $4.8K | 68 % | 10.1 ¢ | $322.29 | 653.9K | Buy day → |
| 2026-09-06 | 46 | 2.60 MB | 3 | 23 | $1.1K | 65 % | 18.5 ¢ | $212.95 | 102.1K | Buy day → |
| 2026-09-05 | 46 | 1.36 MB | 6 | 22 | $2.3K | 1 % | 4.35 ¢ | $979.9 | 50.4K | Buy day → |
| 2026-09-04 | 46 | 1.09 MB | 6 | 18 | $232.42 | 95 % | 5.19 ¢ | $1.0K | 39.7K | Buy day → |
| 2026-09-03 | 46 | 2.29 MB | 1 | 1 | $52.8 | 100 % | 3.67 ¢ | $243.2 | 87.5K | Buy day → |
| 2026-09-02 | 46 | 1.28 MB | 5 | 8 | $101.72 | 1 % | 35.7 ¢ | $19.7 | 46.3K | Buy day → |
| 2026-09-01 | 46 | 4.34 MB | 6 | 16 | $187.45 | 55 % | 3.86 ¢ | $2.2K | 169.8K | Buy day → |
| 2026-08-31 | 46 | 4.14 MB | 8 | 45 | $499.37 | 56 % | 16.2 ¢ | $156.28 | 162.3K | Buy day → |
| 2026-08-30 | 46 | 1.92 MB | 3 | 4 | $19.22 | 0 % | 6.21 ¢ | $36.66 | 72.8K | Buy day → |
| 2026-08-29 | 46 | 838 KB | 2 | 7 | $41.32 | 89 % | 30.7 ¢ | $17.46 | 27.9K | Buy day → |
| 2026-08-28 | 46 | 897 KB | 1 | 1 | $0.8 | 100 % | 3.12 ¢ | $7.57 | 23.7K | Buy day → |
| 2026-08-27 | 46 | 1.21 MB | 2 | 5 | $21.37 | 0 % | 8.71 ¢ | $8.52 | 24.3K | Buy day → |
| 2026-08-26 | 46 | 523 KB | 0 | 0 | $0 | — | — | — | 12.1K | Buy day → |
| 2026-08-25 | 46 | 628 KB | 2 | 2 | $50.46 | 100 % | 10.6 ¢ | $27.97 | 17.3K | Buy day → |
| 2026-08-24 | 46 | 844 KB | 4 | 7 | $142.82 | 99 % | 17.9 ¢ | $19.82 | 27.9K | Buy day → |
| 2026-08-23 | 46 | 724 KB | 2 | 9 | $71.18 | 1 % | 14.4 ¢ | $13.34 | 23.7K | Buy day → |
| 2026-08-22 | 46 | 704 KB | 4 | 8 | $35.52 | 82 % | 24.2 ¢ | $37.19 | 23.4K | Buy day → |
| 2026-08-21 | 46 | 743 KB | 4 | 9 | $24.36 | 97 % | 30.9 ¢ | $94.77 | 23.3K | Buy day → |
| 2026-08-20 | 46 | 368 KB | 5 | 13 | $202.44 | 81 % | 14.6 ¢ | $789.89 | 9.9K | Buy day → |
| 2026-08-19 | 46 | 1.11 MB | 6 | 21 | $120.28 | 36 % | 11.2 ¢ | $424.4 | 36.8K | Buy day → |
| 2026-08-18 | 46 | 219 KB | 2 | 3 | $15.25 | 15 % | 16.8 ¢ | $8.44 | 5.4K | Buy day → |
| 2026-08-17 | 46 | 200 KB | 2 | 2 | $15.62 | 0 % | 21.7 ¢ | $25.53 | 5.3K | Buy 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 —.
| 0.970 |
| 0.970 |
| 0.970 |
| 0.970 |
| 0.970 |
| Yes |
| 1 |
| $48.5 |
| 0 % |
| buy file → |
| KXCPICOREYOY-26NOV-T2.0 | 0.970 | 0.970 | 0.970 | 0.970 | 0.970 | Yes | 1 | $48.5 | 0 % | buy file → |
| KXCPICOREYOY-26NOV-T2.3 | 0.930 | 0.930 | 0.930 | 0.930 | 0.930 | open | 1 | $46.5 | 0 % | buy file → |
| KXCPICOREYOY-26NOV-T3.0 | 0.030 | 0.080 | 0.030 | 0.080 | 0.070 | open | 10 | $42.56 | 81 % | buy file → |
| KXCPICOREYOY-26NOV-T2.5 | 0.770 | 0.770 | 0.770 | 0.770 | 0.770 | open | 1 | $38.5 | 100 % | buy file → |
| KXCPICOREYOY-26SEP-T3.5 | 0.010 | 0.010 | 0.010 | 0.010 | 0.010 | No | 2 | $35 | 0 % | buy file → |
| KXCPICOREYOY-26NOV-T2.8 | 0.130 | 0.130 | 0.130 | 0.130 | 0.130 | open | 2 | $29.77 | 0 % | buy 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.
The 10 most traded Core inflation contracts on 2026-09-14 — 1 closed Yes (≥ 0.97), 3 closed No (≤ 0.03), 6 still open at the last print: 63 trades, $2.2K USD turnover. The busiest contract was KXCPICOREYOY-26SEP-T2.2 with $1.2K turnover.
| Contract | Open | High | Low | Close | VWAP | Implied outcome | Trades | Turnover | Buy share | |
|---|---|---|---|---|---|---|---|---|---|---|
| KXCPICOREYOY-26SEP-T2.2 | 0.970 | 0.980 | 0.860 | 0.940 | 0.974 | open | 16 | $1.2K | 97 % | buy file → |
| KXCPICOREYOY-26SEP-T2.1 | 0.970 | 0.980 | 0.970 | 0.980 | 0.978 | Yes | 5 | $587 | 100 % | buy file → |
| KXCPICOREYOY-26SEP-T2.4 | 0.340 | 0.490 | 0.340 | 0.470 | 0.438 | open | 28 | $392.21 | 34 % | buy file → |
| KXCPICOREYOY-26NOV-T2.7 | 0.230 | 0.250 | 0.230 | 0.250 | 0.235 | open | 2 | $61.25 | 0 % | buy file → |
| KXCPICOREYOY-26NOV-T2.9 | 0.120 | 0.120 | 0.120 | 0.120 | 0.120 | open | 1 | $24 | 0 % | buy file → |
| KXCPICOREYOY-26SEP-T2.8 | 0.030 | 0.030 | 0.020 | 0.020 | 0.024 | No | 3 | $6.4 | 0 % | buy file → |
| KXCPICOREYOY-26SEP-T3.0 | 0.020 | 0.020 | 0.020 | 0.020 | 0.020 | No | 1 | $5.12 | 0 % | buy file → |
| KXCPICOREYOY-26SEP-T2.5 | 0.200 | 0.200 | 0.200 | 0.200 | 0.200 | open | 3 | $4 | 0 % | buy file → |
| KXCPICOREYOY-26SEP-T2.7 | 0.020 | 0.020 | 0.020 | 0.020 | 0.020 | No | 1 | $2 | 0 % | buy file → |
| KXCPICOREYOY-26SEP-T2.6 | 0.060 | 0.060 | 0.050 | 0.050 | 0.050 | open | 3 | $1.01 | 100 % | buy file → |
The 1 most traded Core inflation contracts on 2026-09-12 — 0 closed Yes (≥ 0.97), 1 closed No (≤ 0.03): 1 trades, $3 USD turnover. The busiest contract was KXCPICOREYOY-26NOV-T3.0 with $3 turnover.
| Contract | Open | High | Low | Close | VWAP | Implied outcome | Trades | Turnover | Buy share | |
|---|---|---|---|---|---|---|---|---|---|---|
| KXCPICOREYOY-26NOV-T3.0 | 0.030 | 0.030 | 0.030 | 0.030 | 0.030 | No | 1 | $3 | 0 % | buy file → |
The 5 most traded Core inflation contracts on 2026-09-11 — 1 closed Yes (≥ 0.97), 0 closed No (≤ 0.03), 4 still open at the last print: 41 trades, $11.0K USD turnover. The busiest contract was KXCPICOREYOY-26AUG-T2.2 with $7.2K turnover.
| Contract | Open | High | Low | Close | VWAP | Implied outcome | Trades | Turnover | Buy share | |
|---|---|---|---|---|---|---|---|---|---|---|
| KXCPICOREYOY-26AUG-T2.2 | 0.970 | 0.970 | 0.940 | 0.960 | 0.959 | open | 6 | $7.2K | 100 % | buy file → |
| KXCPICOREYOY-26AUG-T2.3 | 0.650 | 0.670 | 0.610 | 0.650 | 0.640 | open | 16 | $3.7K | 84 % | buy file → |
| KXCPICOREYOY-26AUG-T3.0 | 0.020 | 0.980 | 0.020 | 0.980 | 0.118 | Yes | 13 | $39.22 | 100 % | buy file → |
| KXCPICOREYOY-26AUG-T2.4 | 0.200 | 0.200 | 0.130 | 0.150 | 0.148 | open | 5 | $11.1 | 100 % | buy file → |
| KXCPICOREYOY-26SEP-T2.8 | 0.050 | 0.050 | 0.050 | 0.050 | 0.050 | open | 1 | $1.5 | 100 % | buy file → |
The 3 most traded Core inflation contracts on 2026-09-10 — 1 closed Yes (≥ 0.97), 0 closed No (≤ 0.03), 2 still open at the last print: 13 trades, $412.97 USD turnover. The busiest contract was KXCPICOREYOY-26AUG-T2.4 with $212.73 turnover.
| Contract | Open | High | Low | Close | VWAP | Implied outcome | Trades | Turnover | Buy share | |
|---|---|---|---|---|---|---|---|---|---|---|
| KXCPICOREYOY-26AUG-T2.4 | 0.200 | 0.200 | 0.130 | 0.200 | 0.190 | open | 7 | $212.73 | 100 % | buy file → |
| KXCPICOREYOY-26AUG-T2.3 | 0.630 | 0.650 | 0.620 | 0.650 | 0.627 | open | 5 | $105.53 | 24 % | buy file → |
| KXCPICOREYOY-26AUG-T2.2 | 0.920 | 0.970 | 0.920 | 0.970 | 0.970 | Yes | 1 | $94.71 | 100 % | buy file → |
The 4 most traded Core inflation contracts on 2026-09-09 — 0 closed Yes (≥ 0.97), 1 closed No (≤ 0.03), 3 still open at the last print: 58 trades, $1.9K USD turnover. The busiest contract was KXCPICOREYOY-26AUG-T2.2 with $1.3K turnover.
| Contract | Open | High | Low | Close | VWAP | Implied outcome | Trades | Turnover | Buy share | |
|---|---|---|---|---|---|---|---|---|---|---|
| KXCPICOREYOY-26AUG-T2.2 | 0.950 | 0.950 | 0.920 | 0.920 | 0.921 | open | 32 | $1.3K | 0 % | buy file → |
| KXCPICOREYOY-26AUG-T2.4 | 0.260 | 0.260 | 0.170 | 0.200 | 0.228 | open | 21 | $529.91 | 27 % | buy file → |
| KXCPICOREYOY-26AUG-T2.3 | 0.650 | 0.650 | 0.620 | 0.630 | 0.630 | open | 2 | $21.44 | 100 % | buy file → |
| KXCPICOREYOY-26AUG-T2.7 | 0.020 | 0.020 | 0.010 | 0.020 | 0.019 | No | 3 | $3.88 | 100 % | buy file → |
The 4 most traded Core inflation contracts on 2026-09-08 — 0 closed Yes (≥ 0.97), 0 closed No (≤ 0.03), 4 still open at the last print: 27 trades, $237.42 USD turnover. The busiest contract was KXCPICOREYOY-26AUG-T2.3 with $125.69 turnover.
| Contract | Open | High | Low | Close | VWAP | Implied outcome | Trades | Turnover | Buy share | |
|---|---|---|---|---|---|---|---|---|---|---|
| KXCPICOREYOY-26AUG-T2.3 | 0.620 | 0.650 | 0.620 | 0.650 | 0.637 | open | 7 | $125.69 | 100 % | buy file → |
| KXCPICOREYOY-26AUG-T2.4 | 0.260 | 0.290 | 0.230 | 0.260 | 0.253 | open | 16 | $93.34 | 15 % | buy file → |
| KXCPICOREYOY-26SEP-T2.4 | 0.300 | 0.300 | 0.260 | 0.260 | 0.293 | open | 3 | $16.4 | 0 % | buy file → |
| KXCPICOREYOY-26AUG-T2.2 | 0.930 | 0.950 | 0.930 | 0.950 | 0.950 | open | 1 | $1.99 | 100 % | buy file → |
Over the last 30 captured days, the turnover-weighted quoted bid-ask spread was 8.85 ¢ (contracts quote 0..1 = 100 ¢), the mean best-bid/best-ask notional was about $395.35 per side, 71 % 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.
KXCPICOREYOY-26SEP-T2.2 — $2.5K USD turnover over 7 trades on Kalshi. The 10 most traded contracts of the series did 31 trades and $3.4K 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.