Kalshi US annual trade deficit Data
Every Kalshi “US annual trade deficit” contract of the day — every trade print and the complete Level-2 book, captured co-located with nanosecond venue and receive timestamps. 203 trading days as day bundles, €1 per day, bought as a guest with instant download.
US annual trade deficit on Kalshi — activity
Trades and USD turnover summed over every contract of the series across 30 captured days to 2026-09-22, 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.
One purchase, the whole series for a day
A series-day bundle contains every US annual trade deficit contract that was listed on Kalshi on that UTC day — traded or not — 60 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 – present — 203 trading days, 74.6 MB compressed in total. A day typically holds 19 contract files (up to 60 on the busiest day, 18.1 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.
US annual trade deficit — development since capture
20 trades and $1.7K of USD turnover over 45 captured days since 2026-08-09 — record day 2026-08-10 with $1.2K, biggest single contract KXTRADEDEFICIT-27FEB28-T170 (2026-08-10, $1.2K).
| Month | Days | Trades | Turnover (USD) | Avg / day | Contracts traded | L2 updates | vs previous month |
|---|---|---|---|---|---|---|---|
| Sep 2026 (month to date) | 22 | 3 | $7.02 | $0.32 | 2 | 695.3K | — |
| Aug 2026 | 23 | 17 | $1.7K | $73.1 | 8 | 1.5M | — |
Kalshi US annual trade deficit — trades and USD turnover summed per calendar month (UTC) over every contract, from our own daily statistics of the recorded tick data. Days = captured UTC days; a partial month shows no month-over-month change. Contracts traded and L2 (order-book) updates exist for days captured with the extended statistics.
US annual trade deficit — activity by weekday
Wednesdays carry the most turnover, about $1.51 per day.
| Weekday (UTC) | Avg turnover / day | USD | Avg trades | Days |
|---|---|---|---|---|
| Monday | $0 | 0 | 5 | |
| Tuesday | $0.14 | 0.2 | 5 | |
| Wednesday | $1.51 | 0.5 | 4 | |
| Thursday | $0.1 | 0.25 | 4 | |
| Friday | $0 | 0 | 4 | |
| Saturday | $0 | 0 | 4 | |
| Sunday | $0.73 | 0.75 | 4 |
Kalshi US annual trade deficit — average USD turnover and trades per weekday over the captured days of the last 30, from our own daily statistics; weekdays without a captured day show —.
US annual trade deficit — last 30 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 | Traded | Trades | Turnover | Buy share | Avg spread | Top-1 depth | L2 updates | Notes | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-09-22 | 60 | 629 KB | 0 | 0 | $0 | — | — | — | 17.8K | Buy day → | |
| 2026-09-21 | 60 | 497 KB | 0 | 0 | $0 | — | — | — | 12.9K | Buy day → | |
| 2026-09-20 | 60 | 196 KB | 0 | 0 | $0 | — | — | — | 3.3K | Buy day → | |
| 2026-09-19 | 60 | 616 KB | 0 | 0 | $0 | — | — | — | 15.2K | Buy day → | |
| 2026-09-18 | 60 | 3.87 MB | 0 | 0 | $0 | — | — | — | 114.3K | Buy day → | |
| 2026-09-17 | 60 | 767 KB | 0 | 0 | $0 | — | — | — | 15.5K | Buy day → | |
| 2026-09-16 | 60 | 296 KB | 0 | 0 | $0 | — | — | — | 4.8K | Buy day → | |
| 2026-09-15 | 60 | 319 KB | 0 | 0 | $0 | — | — | — | 5.7K | Buy day → | |
| 2026-09-14 | 60 | 376 KB | 0 | 0 | $0 | — | — | — | 7.4K | Buy day → | |
| 2026-09-13 | 60 | 339 KB | 0 | 0 | $0 | — | — | — | 5.8K | Buy day → | |
| 2026-09-12 | 60 | 340 KB | 0 | 0 | $0 | — | — | — | 4.2K | Buy day → | |
| 2026-09-11 | 60 | 325 KB | 0 | 0 | $0 | — | — | — | 4.5K | Buy day → | |
| 2026-09-10 | 60 | 282 KB | 0 | 0 | $0 | — | — | — | 4.7K | Buy day → | |
| 2026-09-09 | 60 | 340 KB | 0 | 0 | $0 | — | — | — | 6.5K | Buy day → | |
| 2026-09-08 | 60 | 313 KB | 0 | 0 | $0 | — | — | — | 5.8K | Buy day → | |
| 2026-09-07 | 60 | 308 KB | 0 | 0 | $0 | — | — | — | 5.7K | Buy day → | |
| 2026-09-06 | 60 | 288 KB | 1 | 1 | $0.99 | 100 % | 6.92 ¢ | $6.05 | 5.4K | Buy day → | |
| 2026-09-05 | 60 | 248 KB | 0 | 0 | $0 | — | — | — | 4.5K | Buy day → | |
| 2026-09-04 | 60 | 235 KB | 0 | 0 | $0 | — | — | — | 4.3K | Buy day → | |
| 2026-09-03 | 60 | 2.61 MB | 0 | 0 | $0 | — | — | — | 101.2K | Buy day → | |
| 2026-09-02 | 60 | 6.22 MB | 1 | 2 | $6.03 | 0 % | 7.06 ¢ | $10.58 | 224.0K | Buy day → | |
| 2026-09-01 | 60 | 3.26 MB | 0 | 0 | $0 | — | — | — | 122.0K | Buy day → | |
| 2026-08-31 | 60 | 18.1 MB | 0 | 0 | $0 | — | — | — | 692.4K | Buy day → | |
| 2026-08-30 | 60 | 11.1 MB | 1 | 2 | $1.91 | 100 % | 48.0 ¢ | $602.22 | 417.8K | Buy day → | |
| 2026-08-29 | 60 | 5.82 MB | 0 | 0 | $0 | — | — | — | 203.1K | Buy day → | |
| 2026-08-28 | 60 | 2.77 MB | 0 | 0 | $0 | — | — | — | 60.7K | Buy day → | |
| 2026-08-27 | 60 | 2.70 MB | 1 | 1 | $0.4 | 100 % | — | — | 51.9K | Buy day → | |
| 2026-08-26 | 60 | 169 KB | 0 | 0 | $0 | — | — | — | 1.6K | Buy day → | |
| 2026-08-25 | 12 | 53.6 KB | 1 | 1 | $0.72 | 100 % | — | — | 824 | Buy day → | |
| 2026-08-24 | 12 | 47.5 KB | 0 | 0 | $0 | — | — | — | 706 | 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 —.
Most traded US annual trade deficit contracts by day
The ten contracts with the most USD turnover per UTC day — open, high, low, close, VWAP and the outcome implied by the last print; the six previous days fold out below.
The 1 most traded US annual trade deficit contracts on 2026-09-06 — 0 closed Yes (≥ 0.97), 0 closed No (≤ 0.03), 1 still open at the last print: 1 trades, $0.99 USD turnover. The busiest contract was KXTRADEDEFICIT-27FEB28-T170 with $0.99 turnover.
| Contract | Open | High | Low | Close | VWAP | Implied outcome | Trades | Turnover | Buy share | |
|---|---|---|---|---|---|---|---|---|---|---|
| KXTRADEDEFICIT-27FEB28-T170 | 0.860 | 0.910 | 0.860 | 0.910 | 0.910 | open | 1 | $0.99 | 100 % | buy file → |
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.
2026-09-02 — 1 contract, 2 trades, $6.03 turnover
The 1 most traded US annual trade deficit contracts on 2026-09-02 — 0 closed Yes (≥ 0.97), 0 closed No (≤ 0.03), 1 still open at the last print: 2 trades, $6.03 USD turnover. The busiest contract was KXTRADEDEFICIT-27FEB28-T170 with $6.03 turnover.
| Contract | Open | High | Low | Close | VWAP | Implied outcome | Trades | Turnover | Buy share | |
|---|---|---|---|---|---|---|---|---|---|---|
| KXTRADEDEFICIT-27FEB28-T170 | 0.870 | 0.870 | 0.860 | 0.860 | 0.861 | open | 2 | $6.03 | 0 % | buy file → |
2026-08-30 — 1 contract, 2 trades, $1.91 turnover
The 1 most traded US annual trade deficit contracts on 2026-08-30 — 1 closed Yes (≥ 0.97), 0 closed No (≤ 0.03): 2 trades, $1.91 USD turnover. The busiest contract was KXTRADEDEFICIT-32FEB02-T600 with $1.91 turnover.
| Contract | Open | High | Low | Close | VWAP | Implied outcome | Trades | Turnover | Buy share | |
|---|---|---|---|---|---|---|---|---|---|---|
| KXTRADEDEFICIT-32FEB02-T600 | 0.930 | 0.980 | 0.930 | 0.980 | 0.955 | Yes | 2 | $1.91 | 100 % | buy file → |
2026-08-27 — 1 contract, 1 trades, $0.4 turnover
The 1 most traded US annual trade deficit contracts on 2026-08-27 — 0 closed Yes (≥ 0.97), 0 closed No (≤ 0.03), 1 still open at the last print: 1 trades, $0.4 USD turnover. The busiest contract was KXTRADEDEFICIT-27FEB28-B155.0 with $0.4 turnover.
| Contract | Open | High | Low | Close | VWAP | Implied outcome | Trades | Turnover | Buy share | |
|---|---|---|---|---|---|---|---|---|---|---|
| KXTRADEDEFICIT-27FEB28-B155.0 | 0.050 | 0.050 | 0.050 | 0.050 | 0.050 | open | 1 | $0.4 | 100 % | buy file → |
2026-08-25 — 1 contract, 1 trades, $0.72 turnover
The 1 most traded US annual trade deficit contracts on 2026-08-25 — 0 closed Yes (≥ 0.97), 0 closed No (≤ 0.03), 1 still open at the last print: 1 trades, $0.72 USD turnover. The busiest contract was KXTRADEDEFICIT-27FEB28-B129.95 with $0.72 turnover.
| Contract | Open | High | Low | Close | VWAP | Implied outcome | Trades | Turnover | Buy share | |
|---|---|---|---|---|---|---|---|---|---|---|
| KXTRADEDEFICIT-27FEB28-B129.95 | 0.050 | 0.050 | 0.050 | 0.050 | 0.050 | open | 1 | $0.72 | 100 % | buy file → |
2026-08-21 — 1 contract, 1 trades, $0.95 turnover
The 1 most traded US annual trade deficit contracts on 2026-08-21 — 0 closed Yes (≥ 0.97), 0 closed No (≤ 0.03), 1 still open at the last print: 1 trades, $0.95 USD turnover. The busiest contract was KXTRADEDEFICIT-27FEB28-T170 with $0.95 turnover.
| Contract | Open | High | Low | Close | VWAP | Implied outcome | Trades | Turnover | Buy share | |
|---|---|---|---|---|---|---|---|---|---|---|
| KXTRADEDEFICIT-27FEB28-T170 | 0.950 | 0.950 | 0.950 | 0.950 | 0.950 | open | 1 | $0.95 | 100 % | buy file → |
2026-08-14 — 1 contract, 3 trades, $46.28 turnover
The 1 most traded US annual trade deficit contracts on 2026-08-14 — 0 closed Yes (≥ 0.97), 0 closed No (≤ 0.03), 1 still open at the last print: 3 trades, $46.28 USD turnover. The busiest contract was KXTRADEDEFICIT-27FEB28-T170 with $46.28 turnover.
| Contract | Open | High | Low | Close | VWAP | Implied outcome | Trades | Turnover | Buy share | |
|---|---|---|---|---|---|---|---|---|---|---|
| KXTRADEDEFICIT-27FEB28-T170 | 0.870 | 0.890 | 0.870 | 0.870 | 0.870 | open | 3 | $46.28 | 0 % | buy file → |
How a US annual trade deficit contract trades
On Kalshi, a US annual trade deficit contract trades until its event settles, is listed roughly 8.3 days before it opens, and quotes in 1 ¢ price steps (0..1). Measured on the 1 contracts captured on 2026-09-06.
Try a US annual trade deficit contract file for free
The busiest contract of a settled day, byte-identical to the files in the paid bundle — download the native tick file, a CSV/Parquet export, or replay its order book in the browser.
KXTRADEDEFICIT-27FEB28-T170 minute by minute — 2026-09-13
One-minute open/high/low/close, trades, USD turnover, quoted spread and top-of-book depth of the sample contract — the same 1-minute statistics every instrument’s analytics page offers.
Why buy Kalshi US annual trade deficit 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 US annual trade deficit data — FAQ
What Kalshi US annual trade deficit data can I download?
Tick-by-tick trades and Level-2 order-book depth for every contract of the US annual trade deficit series on Kalshi (60 contract files on the latest day). One bundle = one UTC day of the whole series.
What is the Kalshi series ticker for US annual trade deficit?
KXTRADEDEFICIT — 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 KXTRADEDEFICIT-* contract listed that UTC day.
How far back does the US annual trade deficit data go?
Coverage runs March 2026 – present — 203 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 US annual trade deficit 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 US annual trade deficit 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 US annual trade deficit 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 US annual trade deficit 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.
How many US annual trade deficit contracts trade per day on Kalshi?
On average 0 US annual trade deficit contracts had at least one trade per UTC day over the last 30 captured days on Kalshi, with about 70.8K order-book level updates recorded per day. A day bundle contains every contract file of the series for that day.
How liquid are Kalshi US annual trade deficit contracts?
Over the last 30 captured days, the turnover-weighted quoted bid-ask spread was 15.8 ¢ (contracts quote 0..1 = 100 ¢), the mean best-bid/best-ask notional was about $136.62 per side, 40 % of USD turnover was taker-buy. These figures are computed from the recorded Level-2 order books and trade prints — the same data in the day bundles.
What was the most traded US annual trade deficit contract on 2026-09-06?
KXTRADEDEFICIT-27FEB28-T170 — $0.99 USD turnover over 1 trades on Kalshi. The 1 most traded contracts of the series did 1 trades and $0.99 that UTC day. Open, high, low, close and VWAP per contract are listed on this page; the tick-level data is in the day bundle.
What was the busiest US annual trade deficit trading day on Kalshi?
2026-08-10, with $1.2K of USD turnover over 7 trades across every US annual trade deficit contract of the day; the busiest full month was Aug 2026 at $1.7K. Since our statistics began on 2026-08-09 the series has recorded 20 trades and $1.7K over 45 captured days; the single biggest contract was KXTRADEDEFICIT-27FEB28-T170 on 2026-08-10 with $1.2K. Any of these days is a downloadable bundle.