Kalshi KXSQUASHMATCH — Pro Squash Match Data
Every Kalshi “Pro Squash Match” contract of the day — every trade print and the complete Level-2 book, captured co-located with nanosecond venue and receive timestamps. 20 trading days as day bundles, €1 per day, bought as a guest with instant download.
Pro Squash Match 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 Pro Squash Match contract that was listed on Kalshi on that UTC day — traded or not — 4 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 May 2026 – June 2026 — 20 trading days, 20.0 MB compressed in total. A day typically holds 46 contract files (up to 160 on the busiest day, 4.54 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.
Pro Squash Match — last 20 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 | |
|---|---|---|---|---|
| 2026-06-06 | 4 | 26.1 KB | Buy day → | |
| 2026-06-05 | 8 | 46.8 KB | Buy day → | |
| 2026-06-04 | 10 | 165 KB | Buy day → | |
| 2026-06-03 | 16 | 193 KB | Buy day → | |
| 2026-06-02 | 20 | 784 KB | Buy day → | |
| 2026-06-01 | 28 | 1.35 MB | Buy day → | |
| 2026-05-31 | 40 | 216 KB | Buy day → | |
| 2026-05-30 | 64 | 244 KB | Buy day → | |
| 2026-05-29 | 32 | 55.0 KB | Buy day → | |
| 2026-05-15 | 8 | 82.1 KB | Buy day → | |
| 2026-05-14 | 12 | 2.00 MB | Buy day → | |
| 2026-05-13 | 20 | 1.31 MB | Buy day → | |
| 2026-05-12 | 34 | 125 KB | Buy day → | |
| 2026-05-11 | 40 | 218 KB | Buy day → | |
| 2026-05-10 | 96 | 178 KB | Buy day → | |
| 2026-05-09 | 128 | 826 KB | Buy day → | |
| 2026-05-08 | 160 | 3.35 MB | Buy day → | |
| 2026-05-07 | 64 | 4.54 MB | Buy day → | |
| 2026-05-06 | 64 | 4.26 MB | Buy day → | |
| 2026-05-05 | 64 | 100 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 Pro Squash Match contracts
The 4 largest Pro Squash Match contract files recorded on 2026-06-06— 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.
Why buy Kalshi Pro Squash Match 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 every venue has free full-day samples to test against 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.
Kalshi Pro Squash Match data — FAQ
What Kalshi Pro Squash Match data can I download?
Tick-by-tick trades and Level-2 order-book depth for every contract of the Pro Squash Match series on Kalshi (4 contract files on the latest day). One bundle = one UTC day of the whole series.
What is the Kalshi series ticker for Pro Squash Match?
KXSQUASHMATCH — 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 KXSQUASHMATCH-* contract listed that UTC day.
How far back does the Pro Squash Match data go?
Coverage runs May 2026 – June 2026 — 20 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 Pro Squash Match 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 Pro Squash Match 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 Pro Squash Match 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 Pro Squash Match 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.