Tick-by-tick trades and order-book depth for every Kalshi “U.S. headline inflation at year end” contract — 43 trading days as downloadable day bundles, €1 per day.
Trades and USD turnover summed over every contract of the series across 30 captured days to 2026-09-09, 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 U.S. headline inflation at year end contract that traded on Kalshi on that UTC day — 130 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 July 2026 – September 2026 — 43 trading days, 250 MB compressed in total. A day typically holds 130 contract files (up to 130 on the busiest day, 20.6 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.
| UTC day | Files | Size | Traded | Trades | Turnover | Buy share | Avg spread | Top-1 depth | L2 updates | Notes | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-09-09 | 130 | 4.11 MB | 6 | 18 | $38.1 | 62 % | 77.7 ¢ | $29.95 | 154.5K | Buy day → | |
| 2026-09-08 | 130 | 5.61 MB | 5 | 27 | $120.08 | 65 % | 15.0 ¢ | $14.55 | 213.4K | Buy day → | |
| 2026-09-07 | 130 | 5.03 MB | 3 | 15 | $49.44 | 87 % | 17.6 ¢ | $10.76 | 194.3K | Buy day → | |
| 2026-09-06 | 130 | 2.58 MB | 2 | 19 | $503.31 | 97 % | 18.7 ¢ | $11.91 | 93.7K |
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 6 most traded U.S. headline inflation at year end contracts on 2026-09-09 — 1 closed Yes (≥ 0.97), 1 closed No (≤ 0.03), 4 still open at the last print: 18 trades, $38.1 USD turnover. The busiest contract was KXUSCPIYEAR-36FEB01-T4.0 with $15.02 turnover.
| Contract | Open | High | Low | Close | VWAP | Implied outcome | Trades | Turnover | Buy share | |
|---|---|---|---|---|---|---|---|---|---|---|
| KXUSCPIYEAR-36FEB01-T4.0 | 0.400 | 0.990 | 0.010 | 0.010 | 0.469 | No | 5 | $15.02 | 19 % | buy file → |
| KXUSCPIYEAR-36FEB01-T0.5 | 0.980 | 0.980 | 0.980 | 0.980 | 0.980 | Yes | 1 | $9.8 | 100 % | buy file → |
| KXUSCPIYEAR-36FEB01-T1.5 | 0.010 | 0.610 | 0.010 | 0.610 | 0.311 | open | 5 | $8.13 | 100 % | buy file → |
| KXUSCPIYEAR-36FEB01-T3.5 |
On Kalshi, a U.S. headline inflation at year end contract trades until its event settles, is listed roughly 37 min before it opens, and quotes in 1 ¢ price steps (0..1). Measured on the 6 contracts captured on 2026-09-09.
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.
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.
KXUSCPIYEAR-29FEB01-T2.0 traded in 1 of the day’s minutes (16:46–16:46 UTC): 1 trades, $36.72 turnover, opening at 0.720, ranging 0.720–0.720 and closing at 0.720.
| Minute (UTC) | Open | High | Low | Close | Trades | Turnover | Spread | Top-1 bid / ask |
|---|---|---|---|---|---|---|---|---|
| 16:46 | 0.720 | 0.720 | 0.720 | 0.720 | 1 | $36.72 | 15.4 ¢ | $23.07 / $78.14 |
1-minute statistics computed from the recorded ticks; minutes without a trade are omitted. Spread in contract price cents; top-1 depth = resting notional at the best bid / best ask. Every minute of every day is in the free analytics; the raw ticks are in the sample file above.
Tick-by-tick trades and Level-2 order-book depth for every contract of the U.S. headline inflation at year end series on Kalshi (130 contract files on the latest day). One bundle = one UTC day of the whole series.
KXUSCPIYEAR — 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 KXUSCPIYEAR-* contract that traded that UTC day.
Coverage runs July 2026 – September 2026 — 43 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.
| Buy day → |
| 2026-09-05 | 130 | 1.80 MB | 4 | 8 | $15.89 | 95 % | 15.8 ¢ | $9.8 | 61.8K | Buy day → |
| 2026-09-04 | 130 | 3.56 MB | 2 | 9 | $14.78 | 85 % | 29.7 ¢ | $3.75 | 137.1K | Buy day → |
| 2026-09-03 | 130 | 5.72 MB | 2 | 7 | $8.45 | 58 % | 16.9 ¢ | $11.4 | 209.3K | Buy day → |
| 2026-09-02 | 130 | 9.98 MB | 4 | 7 | $19.26 | 97 % | 18.9 ¢ | $1.23 | 378.4K | Buy day → |
| 2026-09-01 | 130 | 20.6 MB | 16 | 26 | $135.3 | 96 % | 28.3 ¢ | $10.88 | 826.5K | Buy day → |
| 2026-08-31 | 130 | 16.4 MB | 9 | 14 | $23.43 | 15 % | 15.5 ¢ | $8.91 | 649.0K | Buy day → |
| 2026-08-30 | 130 | 10.2 MB | 20 | 26 | $27.58 | 62 % | 40.6 ¢ | $70.75 | 403.8K | Buy day → |
| 2026-08-29 | 130 | 5.29 MB | 3 | 36 | $179.52 | 79 % | 13.9 ¢ | $4.12 | 189.0K | Buy day → |
| 2026-08-28 | 130 | 4.59 MB | 7 | 16 | $222.17 | 20 % | 26.1 ¢ | $120.53 | 125.2K | Buy day → |
| 2026-08-27 | 130 | 2.21 MB | 10 | 16 | $104.5 | 89 % | 7.56 ¢ | $404.95 | 41.3K | Buy day → |
| 2026-08-26 | 130 | 1.90 MB | 9 | 28 | $204.8 | 24 % | 13.7 ¢ | $40.37 | 44.3K | Buy day → |
| 2026-08-25 | 130 | 1.56 MB | 15 | 47 | $3.2K | 98 % | 10.3 ¢ | $5.3K | 35.6K | Buy day → |
| 2026-08-24 | 130 | 1.71 MB | 2 | 7 | $14.11 | 37 % | 22.4 ¢ | $43.87 | 41.4K | Buy day → |
| 2026-08-23 | 130 | 9.90 MB | 3 | 3 | $5.5 | 89 % | 24.2 ¢ | $115.8 | 358.7K | Buy day → |
| 2026-08-22 | 130 | 2.16 MB | 2 | 5 | $14.65 | 79 % | 31.1 ¢ | $329.43 | 62.1K | Buy day → |
| 2026-08-21 | 130 | 2.60 MB | 2 | 3 | $19.19 | 51 % | 20.9 ¢ | $173.06 | 76.6K | Buy day → |
| 2026-08-20 | 130 | 1.24 MB | 3 | 6 | $18.12 | 94 % | 25.5 ¢ | $80.7 | 27.9K | Buy day → |
| 2026-08-19 | 130 | 1.96 MB | 3 | 5 | $441.5 | 100 % | 7.95 ¢ | $210.55 | 51.6K | Buy day → |
| 2026-08-18 | 130 | 4.31 MB | 10 | 27 | $381.71 | 84 % | 23.4 ¢ | $46.6 | 145.9K | Buy day → |
| 2026-08-17 | 130 | 2.41 MB | 29 | 272 | $595.12 | 52 % | 4.24 ¢ | $275.02 | 65.1K | Buy day → |
| 2026-08-16 | 130 | 1.67 MB | 12 | 31 | $171.31 | 68 % | 4.57 ¢ | $76.89 | 39.4K | Buy day → |
| 2026-08-15 | 130 | 1.70 MB | 7 | 16 | $55.54 | 23 % | 14.7 ¢ | $77.3 | 41.0K | Buy day → |
| 2026-08-14 | 130 | 3.29 MB | 10 | 22 | $125.89 | 60 % | 18.3 ¢ | $289.19 | 98.1K | Buy day → |
| 2026-08-13 | 130 | 4.88 MB | 10 | 21 | $152 | 55 % | 16.1 ¢ | $295.84 | 167.2K | Buy day → |
| 2026-08-12 | 130 | 3.98 MB | 12 | 32 | $279.6 | 35 % | 9.16 ¢ | $181.16 | 116.0K | Buy day → |
| 2026-08-11 | 130 | 2.91 MB | 26 | 58 | $314.24 | 48 % | 8.88 ¢ | $83.43 | 82.4K | 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 —.
| 0.200 |
| 0.200 |
| 0.200 |
| 0.200 |
| 0.200 |
| open |
| 3 |
| $2.2 |
| 0 % |
| buy file → |
| KXUSCPIYEAR-28FEB01-T2.5 | 0.690 | 0.750 | 0.690 | 0.750 | 0.743 | open | 3 | $1.96 | 100 % | buy file → |
| KXUSCPIYEAR-28FEB01-T1.5 | 0.950 | 0.950 | 0.950 | 0.950 | 0.950 | 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.
The 5 most traded U.S. headline inflation at year end contracts on 2026-09-08 — 0 closed Yes (≥ 0.97), 1 closed No (≤ 0.03), 4 still open at the last print: 27 trades, $120.08 USD turnover. The busiest contract was KXUSCPIYEAR-28FEB01-T2.5 with $93.11 turnover.
| Contract | Open | High | Low | Close | VWAP | Implied outcome | Trades | Turnover | Buy share | |
|---|---|---|---|---|---|---|---|---|---|---|
| KXUSCPIYEAR-28FEB01-T2.5 | 0.740 | 0.760 | 0.580 | 0.690 | 0.690 | open | 20 | $93.11 | 57 % | buy file → |
| KXUSCPIYEAR-28FEB01-T3.0 | 0.640 | 0.650 | 0.630 | 0.650 | 0.647 | open | 4 | $24.39 | 100 % | buy file → |
| KXUSCPIYEAR-34FEB01-T5.5 | 0.220 | 0.220 | 0.220 | 0.220 | 0.220 | open | 1 | $2.2 | 0 % | buy file → |
| KXUSCPIYEAR-34FEB01-T3.5 | 0.410 | 0.410 | 0.030 | 0.030 | 0.030 | No | 1 | $0.3 | 100 % | buy file → |
| KXUSCPIYEAR-28FEB01-T4.0 | 0.290 | 0.290 | 0.290 | 0.290 | 0.290 | open | 1 | $0.08 | 100 % | buy file → |
The 3 most traded U.S. headline inflation at year end contracts on 2026-09-07 — 0 closed Yes (≥ 0.97), 0 closed No (≤ 0.03), 3 still open at the last print: 15 trades, $49.44 USD turnover. The busiest contract was KXUSCPIYEAR-28FEB01-T2.5 with $35.9 turnover.
| Contract | Open | High | Low | Close | VWAP | Implied outcome | Trades | Turnover | Buy share | |
|---|---|---|---|---|---|---|---|---|---|---|
| KXUSCPIYEAR-28FEB01-T2.5 | 0.690 | 0.740 | 0.570 | 0.740 | 0.687 | open | 9 | $35.9 | 82 % | buy file → |
| KXUSCPIYEAR-28FEB01-T3.5 | 0.190 | 0.500 | 0.190 | 0.500 | 0.487 | open | 3 | $9.65 | 100 % | buy file → |
| KXUSCPIYEAR-28FEB01-T3.0 | 0.260 | 0.650 | 0.260 | 0.640 | 0.643 | open | 3 | $3.89 | 100 % | buy file → |
The 2 most traded U.S. headline inflation at year end contracts on 2026-09-06 — 0 closed Yes (≥ 0.97), 0 closed No (≤ 0.03), 2 still open at the last print: 19 trades, $503.31 USD turnover. The busiest contract was KXUSCPIYEAR-28FEB01-T2.5 with $493.82 turnover.
| Contract | Open | High | Low | Close | VWAP | Implied outcome | Trades | Turnover | Buy share | |
|---|---|---|---|---|---|---|---|---|---|---|
| KXUSCPIYEAR-28FEB01-T2.5 | 0.690 | 0.740 | 0.410 | 0.690 | 0.729 | open | 14 | $493.82 | 98 % | buy file → |
| KXUSCPIYEAR-28FEB01-T3.0 | 0.240 | 0.640 | 0.240 | 0.260 | 0.409 | open | 5 | $9.49 | 70 % | buy file → |
The 4 most traded U.S. headline inflation at year end contracts on 2026-09-05 — 0 closed Yes (≥ 0.97), 0 closed No (≤ 0.03), 4 still open at the last print: 8 trades, $15.89 USD turnover. The busiest contract was KXUSCPIYEAR-28FEB01-T2.0 with $9.87 turnover.
| Contract | Open | High | Low | Close | VWAP | Implied outcome | Trades | Turnover | Buy share | |
|---|---|---|---|---|---|---|---|---|---|---|
| KXUSCPIYEAR-28FEB01-T2.0 | 0.700 | 0.820 | 0.700 | 0.820 | 0.813 | open | 2 | $9.87 | 100 % | buy file → |
| KXUSCPIYEAR-28FEB01-T2.5 | 0.630 | 0.690 | 0.630 | 0.690 | 0.674 | open | 4 | $5.18 | 100 % | buy file → |
| KXUSCPIYEAR-28FEB01-T3.5 | 0.480 | 0.480 | 0.190 | 0.190 | 0.190 | open | 1 | $0.66 | 0 % | buy file → |
| KXUSCPIYEAR-28FEB01-T3.0 | 0.230 | 0.240 | 0.230 | 0.240 | 0.240 | open | 1 | $0.18 | 0 % | buy file → |
The 2 most traded U.S. headline inflation at year end contracts on 2026-09-04 — 0 closed Yes (≥ 0.97), 0 closed No (≤ 0.03), 2 still open at the last print: 9 trades, $14.78 USD turnover. The busiest contract was KXUSCPIYEAR-28FEB01-T3.0 with $12.83 turnover.
| Contract | Open | High | Low | Close | VWAP | Implied outcome | Trades | Turnover | Buy share | |
|---|---|---|---|---|---|---|---|---|---|---|
| KXUSCPIYEAR-28FEB01-T3.0 | 0.510 | 0.540 | 0.230 | 0.230 | 0.431 | open | 8 | $12.83 | 83 % | buy file → |
| KXUSCPIYEAR-28FEB01-T2.5 | 0.490 | 0.630 | 0.490 | 0.630 | 0.630 | open | 1 | $1.95 | 100 % | buy file → |
The 2 most traded U.S. headline inflation at year end contracts on 2026-09-03 — 0 closed Yes (≥ 0.97), 0 closed No (≤ 0.03), 2 still open at the last print: 7 trades, $8.45 USD turnover. The busiest contract was KXUSCPIYEAR-28FEB01-T2.5 with $7.74 turnover.
| Contract | Open | High | Low | Close | VWAP | Implied outcome | Trades | Turnover | Buy share | |
|---|---|---|---|---|---|---|---|---|---|---|
| KXUSCPIYEAR-28FEB01-T2.5 | 0.670 | 0.670 | 0.460 | 0.490 | 0.598 | open | 6 | $7.74 | 63 % | buy file → |
| KXUSCPIYEAR-29FEB01-T1.0 | 0.610 | 0.610 | 0.610 | 0.610 | 0.610 | open | 1 | $0.71 | 0 % | buy file → |
On average 8 U.S. headline inflation at year end contracts had at least one trade per UTC day over the last 30 captured days on Kalshi, with about 171.0K order-book level updates recorded per day. A day bundle contains every contract file of the series for that day.
Over the last 30 captured days, the turnover-weighted quoted bid-ask spread was 12.7 ¢ (contracts quote 0..1 = 100 ¢), the mean best-bid/best-ask notional was about $2.4K per side, 80 % 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.
KXUSCPIYEAR-36FEB01-T4.0 — $15.02 USD turnover over 5 trades on Kalshi. The 6 most traded contracts of the series did 18 trades and $38.1 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.