Tick-by-tick trades and order-book depth for every Kalshi “PGA Round 2 Top 5 Finishers” contract — 21 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 PGA Round 2 Top 5 Finishers contract that traded on Kalshi on that UTC day — 156 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 April 2026 – July 2026 — 21 trading days, 31.2 MB compressed in total. A day typically holds 135 contract files (up to 165 on the busiest day, 5.69 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.
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 24 largest PGA Round 2 Top 5 Finishers contract files recorded on 2026-07-17— 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 PGA Round 2 Top 5 Finishers series on Kalshi (156 contract files on the latest day). One bundle = one UTC day of the whole series.
KXPGAR2TOP5 — 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 KXPGAR2TOP5-* contract that traded that UTC day.
Coverage runs April 2026 – July 2026 — 21 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.
| 156 |
| 783 KB |
| Buy day → |
| 2026-06-16 | 156 | 657 KB | Buy day → |
| 2026-05-16 | 156 | 141 KB | Buy day → |
| 2026-05-15 | 156 | 4.64 MB | Buy day → |
| 2026-05-14 | 156 | 5.08 MB | Buy day → |
| 2026-05-13 | 156 | 2.15 MB | Buy day → |
| 2026-05-12 | 156 | 323 KB | Buy day → |
| 2026-04-11 | 37 | 34.9 KB | Buy day → |
| 2026-04-10 | 91 | 905 KB | Buy day → |
| 2026-04-09 | 91 | 1.29 MB | Buy day → |
| 2026-04-08 | 91 | 1.33 MB | Buy day → |
| 2026-04-07 | 91 | 973 KB | Buy day → |
| 2026-04-06 | 91 | 133 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.