Kalshi KXIHEART — IHEART Historical Data
Every Kalshi “IHEART” contract of the day — every trade print and the complete Level-2 book, captured co-located with nanosecond venue and receive timestamps. 21 trading days as day bundles, €1 per day, bought as a guest with instant download.
IHEART on Kalshi — activity
Per-day trade and turnover statistics exist from July 2026 onward — a limit of the statistics, not of the capture: older days are archived in full (every contract, every message) without a statistics row.
One purchase, the whole series for a day
A series-day bundle contains every IHEART contract that was listed on Kalshi on that UTC day — traded or not — 82 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 — 21 trading days, 18.4 MB compressed in total. A day typically holds 82 contract files (up to 82 on the busiest day, 3.07 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.
IHEART — last 21 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 day | Files | Size | Notes | |
|---|---|---|---|---|
| 2026-03-27 | 82 | 874 KB | Buy day → | |
| 2026-03-26 | 82 | 3.07 MB | Buy day → | |
| 2026-03-25 | 82 | 966 KB | Buy day → | |
| 2026-03-24 | 82 | 1.07 MB | Buy day → | |
| 2026-03-23 | 82 | 1.06 MB | Buy day → | |
| 2026-03-22 | 82 | 924 KB | Buy day → | |
| 2026-03-21 | 82 | 1.05 MB | Buy day → | |
| 2026-03-20 | 82 | 809 KB | Buy day → | |
| 2026-03-19 | 82 | 987 KB | Buy day → | |
| 2026-03-18 | 82 | 986 KB | Buy day → | |
| 2026-03-17 | 82 | 935 KB | Buy day → | |
| 2026-03-16 | 82 | 788 KB | Buy day → | |
| 2026-03-15 | 82 | 775 KB | Buy day → | |
| 2026-03-14 | 82 | 683 KB | Buy day → | |
| 2026-03-13 | 82 | 706 KB | Buy day → | |
| 2026-03-12 | 82 | 395 KB | Buy day → | |
| 2026-03-11 | 82 | 658 KB | Buy day → | |
| 2026-03-10 | 82 | 659 KB | Buy day → | |
| 2026-03-09 | 82 | 559 KB | Buy day → | |
| 2026-03-08 | 82 | 522 KB | Buy day → | |
| 2026-03-07 | 82 | 224 KB | Buy day → |
Trades and turnover per day appear here once our daily statistics have captured this series — normally the morning UTC after a day closes.
Latest IHEART contracts
The 24 largest IHEART contract files recorded on 2026-03-27— every contract of the series is inside that day's bundle; single contracts can also be bought as individual day files. Per-contract trades, turnover and prices appear here once the daily statistics have captured this series.
- KXIHEART-26-HHAOTY-TYL 158 KB buy file →
- KXIHEART-26-KXIHEARTRNBAOTY-KEH 95.3 KB buy file →
- KXIHEART-26-PSOFTY-ORD 77.3 KB buy file →
- KXIHEART-26-HHAOTY-CAR 47.7 KB buy file →
- KXIHEART-26-COUNS-JEL 35.4 KB buy file →
- KXIHEART-26-KXIHEARTRNBAOTY-SZA 23.3 KB buy file →
- KXIHEART-26-HHAOTY-GLO 21.6 KB buy file →
- KXIHEART-26-AOTY-TAY 21.2 KB buy file →
- KXIHEART-26-AOTY-BAD 20.3 KB buy file →
- KXIHEART-26-KXIHEARTRNBAOTY-MAR 18.6 KB buy file →
- KXIHEART-26-COUNS-LAI 18.5 KB buy file →
- KXIHEART-26-KXIHEARTRNBAOTY-CHR 18.4 KB buy file →
- KXIHEART-26-KXIHEARTRNBAOTY-LEO 17.5 KB buy file →
- KXIHEART-26-AOTY-SAB 16.2 KB buy file →
- KXIHEART-26-COUNS-MOR 15.6 KB buy file →
- KXIHEART-26-HHAOTY-KEN 13.3 KB buy file →
- KXIHEART-26-PAOTY-SAB 12.0 KB buy file →
- KXIHEART-26-PAOTY-TAY 9.65 KB buy file →
- KXIHEART-26-SOTY-FAT 9.31 KB buy file →
- KXIHEART-26-AOTY-KEN 8.67 KB buy file →
- KXIHEART-26-RBSOTY-FOL 6.49 KB buy file →
- KXIHEART-26-PSOFTY-GOL 6.20 KB buy file →
- KXIHEART-26-PSOFTY-FAT 6.19 KB buy file →
- KXIHEART-26-BC-APT. 5.94 KB buy file →
Build a IHEART model on this data
Every resolved IHEART contract is a labelled example — a count, a score, a date or a name — and the day bundle holds its full order-book path and trade tape, nanosecond-stamped. The statistics on this page cover the most traded contracts per day; the bundle holds every contract listed on Kalshi that day.
Split by time, never at random — adjacent contracts share a regime, and a random split leaks it into the test set. The training-data hub covers labels, leakage and walk-forward validation.
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 buy Kalshi IHEART 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
Kalshi IHEART data — FAQ
What Kalshi IHEART data can I download?
Tick-by-tick trades and Level-2 order-book depth for every contract of the IHEART series on Kalshi (82 contract files on the latest day). One bundle = one UTC day of the whole series.
What is the Kalshi series ticker for IHEART?
KXIHEART — 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 KXIHEART-* contract listed that UTC day.
How far back does the IHEART data go?
Coverage runs March 2026 — 21 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 IHEART 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 IHEART 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 IHEART 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 IHEART 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.