Kalshi Head of the Charles Historical Data

A series-day bundle contains every Head of the Charles contract that was listed on Kalshi on that UTC day — traded or not — 86 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 October 2026 – present — 4 trading days, 3.85 MB compressed in total. A day typically holds 86 contract files (up to 86 on the busiest day, 1.69 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.

The 10 most traded Head of the Charles contracts on 2026-10-18 — 1 closed Yes (≥ 0.97), 7 closed No (≤ 0.03), 2 still open at the last print: 187 trades, $543.63 USD turnover. The busiest contract was KXHEADOFCHARLES-26OCT18MCH8-NL84 with $237.05 turnover.

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).

On Kalshi, a Head of the Charles contract trades for about 3.0 days from open to close, is listed roughly 2.0 h before it opens, and quotes in 1 ¢ price steps (0..1). Measured on the 10 contracts captured on 2026-10-18.

Split by season and match day, never at random — the contracts of one slate share injuries, weather and the same public money, and a random split leaks the slate's results into training; walk forward over game days and purge the days whose contracts were still open. The sports-model guide works the closing-line benchmark, the pre-game line path and that split 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.

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