Tick-by-tick trades and order-book depth for every Kalshi “French Open Men's” contract — 96 trading days as downloadable day bundles, €1 per day.
Per-day trade and turnover statistics exist from July 2026 onward; older days are archived without them.
A series-day bundle contains every French Open Men's contract that traded on Kalshi on that UTC day — 2 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 – June 2026 — 96 trading days, 107 MB compressed in total. A day typically holds 24 contract files (up to 61 on the busiest day, 16.1 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 and — where our daily statistics exist — trades and USD turnover per UTC day. “—” means the day predates the statistics capture, not zero activity.
The 2 largest French Open Men's contract files recorded on 2026-06-07 with that day’s trades, USD turnover and last price per contract— every contract of the series is inside that day's bundle; single contracts can also be bought as individual day files.
| Contract | File | Trades | Turnover | Close | |
|---|---|---|---|---|---|
| KXFOMEN-26-COB | 9.00 MB | 38,928 | $2.8M | 0.010 | buy file → |
| KXFOMEN-26-ZVE | 7.08 MB | 20,909 | $11.7M | 0.990 | buy file → |
Tick-by-tick trades and Level-2 order-book depth for every contract of the French Open Men's series on Kalshi (2 contract files on the latest day). One bundle = one UTC day of the whole series.
KXFOMEN — 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 KXFOMEN-* contract that traded that UTC day.
Coverage runs March 2026 – June 2026 — 96 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.
| Buy day → |
| 2026-05-31 | 18 | 12.9 MB | — | — | Buy day → |
| 2026-05-30 | 25 | 6.68 MB | — | — | Buy day → |
| 2026-05-29 | 31 | 7.27 MB | — | — | Buy day → |
| 2026-05-28 | 57 | 5.28 MB | — | — | Buy day → |
| 2026-05-27 | 61 | 662 KB | — | — | Buy day → |
| 2026-05-26 | 23 | 514 KB | — | — | Buy day → |
| 2026-05-25 | 23 | 560 KB | — | — | Buy day → |