Tick-by-tick trades and order-book depth for every Kalshi “College Football Big Ten Award Winner” contract — 2 trading days as downloadable day bundles, €1 per day.
Trades and USD turnover summed over every contract of the series across 2 captured days to 2026-08-27, 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 College Football Big Ten Award Winner contract that traded on Kalshi on that UTC day — 98 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 August 2026 — 2 trading days, 209 KB compressed in total. A day typically holds 98 contract files (up to 98 on the busiest day, 107 KB). 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.
| UTC day | Files | Size | Traded | Trades | Turnover | Buy share | Avg spread | Top-1 depth | L2 updates | Notes | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-08-27 | 98 | 102 KB | 0 | 0 | $0 | — | — | — | 98 | Buy day → | |
| 2026-08-26 | 98 | 107 KB | 0 | 0 | $0 | — | — | — | 175 | 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 —.
The 24 largest College Football Big Ten Award Winner contract files recorded on 2026-08-27— 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.
Tick-by-tick trades and Level-2 order-book depth for every contract of the College Football Big Ten Award Winner series on Kalshi (98 contract files on the latest day). One bundle = one UTC day of the whole series.
KXNCAAFBIGTENAWARD — 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 KXNCAAFBIGTENAWARD-* contract that traded that UTC day.
Coverage runs August 2026 — 2 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 0 College Football Big Ten Award Winner contracts had at least one trade per UTC day over the last 2 captured days on Kalshi, with about 136.5 order-book level updates recorded per day. A day bundle contains every contract file of the series for that day.