Tick-by-tick trades and order-book depth for every Kalshi “Treasury note yield on date” contract — 194 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 2026-09-14, 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 Treasury note yield on date contract that traded on Kalshi on that UTC day — 16 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 – September 2026 — 194 trading days, 102 MB compressed in total. A day typically holds 45 contract files (up to 79 on the busiest day, 4.39 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 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 2 most traded Treasury note yield on date contracts on 2026-09-14 — 1 closed Yes (≥ 0.97), 0 closed No (≤ 0.03), 1 still open at the last print: 13 trades, $341.7 USD turnover. The busiest contract was KXUSTYLD-26SEP30-T4.60 with $246.41 turnover.
| Contract | Open | High | Low | Close | VWAP | Implied outcome | Trades | Turnover | Buy share | |
|---|---|---|---|---|---|---|---|---|---|---|
| KXUSTYLD-26SEP30-T4.60 | 0.550 | 0.550 | 0.420 | 0.430 | 0.438 | open | 7 | $246.41 | 100 % | buy file → |
| KXUSTYLD-26SEP30-T4.40 | 0.970 | 0.980 | 0.960 | 0.980 | 0.968 | Yes | 6 | $95.29 | 76 % | 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 1 most traded Treasury note yield on date contracts on 2026-09-12 — 0 closed Yes (≥ 0.97), 0 closed No (≤ 0.03), 1 still open at the last print: 5 trades, $46.15 USD turnover. The busiest contract was KXUSTYLD-26SEP30-T4.70 with $46.15 turnover.
On Kalshi, a Treasury note yield on date contract trades until its event settles, is listed roughly 27 min before it opens, and quotes in 1 ¢ price steps (0..1). Measured on the 2 contracts captured on 2026-09-14.
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.
KXUSTYLD-26SEP30-T4.20 traded in 2 of the day’s minutes (12:07–14:47 UTC): 5 trades, $241 turnover, opening at 0.910, ranging 0.800–0.810 and closing at 0.800.
| Minute (UTC) | Open | High | Low | Close | Trades | Turnover | Spread | Top-1 bid / ask |
|---|---|---|---|---|---|---|---|---|
| 12:07 | 0.910 | 0.810 | 0.800 | 0.800 | 4 | $161 | 3.91 ¢ | $0.79 / $78.05 |
| 14:47 | 0.800 | 0.800 | 0.800 | 0.800 | 1 | $80 | 15.0 ¢ | $0.79 / $50.43 |
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 Treasury note yield on date series on Kalshi (16 contract files on the latest day). One bundle = one UTC day of the whole series.
KXUSTYLD — 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 KXUSTYLD-* contract that traded that UTC day.
Coverage runs March 2026 – September 2026 — 194 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 → |
| 2026-09-10 | 16 | 1.06 MB | 8 | 96 | $2.6K | 86 % | 37.1 ¢ | $55.78 | 38.5K | Buy day → |
| 2026-09-09 | 16 | 299 KB | 4 | 15 | $290.74 | 100 % | 9.88 ¢ | $39.9 | 8.8K | Buy day → |
| 2026-09-08 | 16 | 160 KB | 5 | 14 | $335.9 | 95 % | 10.7 ¢ | $55.04 | 4.0K | Buy day → |
| 2026-09-07 | 16 | 84.5 KB | 0 | 0 | $0 | — | — | — | 1.6K | Buy day → |
| 2026-09-06 | 16 | 141 KB | 2 | 8 | $104.27 | 100 % | 6.52 ¢ | $26.04 | 3.2K | Buy day → |
| 2026-09-05 | 16 | 143 KB | 5 | 13 | $177.84 | 83 % | 10.1 ¢ | $37.88 | 3.4K | Buy day → |
| 2026-09-04 | 16 | 116 KB | 3 | 6 | $119.11 | 93 % | 11.6 ¢ | $75.27 | 2.6K | Buy day → |
| 2026-09-03 | 16 | 172 KB | 1 | 2 | $44 | 0 % | 18.2 ¢ | $43.42 | 3.8K | Buy day → |
| 2026-09-02 | 16 | 186 KB | 3 | 8 | $57.96 | 13 % | 9.19 ¢ | $40.55 | 4.5K | Buy day → |
| 2026-09-01 | 16 | 960 KB | 7 | 25 | $900.36 | 95 % | 7.86 ¢ | $102.13 | 35.8K | Buy day → |
| 2026-08-31 | 16 | 252 KB | 1 | 2 | $2.36 | 100 % | 12.6 ¢ | $7.15 | 7.3K | Buy day → |
| 2026-08-30 | 16 | 717 KB | 0 | 0 | $0 | — | — | — | 26.2K | Buy day → |
| 2026-08-29 | 16 | 243 KB | 2 | 2 | $17.08 | 44 % | 16.9 ¢ | $24.48 | 6.4K | Buy day → |
| 2026-08-28 | 16 | 211 KB | 1 | 1 | $1.8 | 0 % | 12.9 ¢ | $68.56 | 4.0K | Buy day → |
| 2026-08-27 | 16 | 218 KB | 0 | 0 | $0 | — | — | — | 3.4K | Buy day → |
| 2026-08-26 | 16 | 214 KB | 2 | 4 | $15 | 73 % | 18.3 ¢ | $35.23 | 4.4K | Buy day → |
| 2026-08-25 | 16 | 170 KB | 0 | 0 | $0 | — | — | — | 3.7K | Buy day → |
| 2026-08-24 | 16 | 276 KB | 0 | 0 | $0 | — | — | — | 7.9K | Buy day → |
| 2026-08-23 | 16 | 794 KB | 0 | 0 | $0 | — | — | — | 25.4K | Buy day → |
| 2026-08-22 | 16 | 1.22 MB | 3 | 3 | $338.3 | 100 % | 12.4 ¢ | $55.51 | 41.3K | Buy day → |
| 2026-08-21 | 16 | 962 KB | 0 | 0 | $0 | — | — | — | 32.2K | Buy day → |
| 2026-08-20 | 16 | 568 KB | 5 | 28 | $829.12 | 56 % | 9.68 ¢ | $176.13 | 16.8K | Buy day → |
| 2026-08-19 | 16 | 245 KB | 3 | 3 | $22.3 | 0 % | 16.4 ¢ | $368.52 | 5.3K | Buy day → |
| 2026-08-18 | 16 | 203 KB | 1 | 1 | $17.03 | 100 % | 17.7 ¢ | $326.79 | 4.8K | Buy day → |
| 2026-08-17 | 16 | 244 KB | 0 | 0 | $0 | — | — | — | 6.1K | Buy day → |
| 2026-08-16 | 16 | 297 KB | 2 | 2 | $0.69 | 100 % | 13.2 ¢ | $19.93 | 7.9K | 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 —.
| Contract | Open | High | Low | Close | VWAP | Implied outcome | Trades | Turnover | Buy share | |
|---|---|---|---|---|---|---|---|---|---|---|
| KXUSTYLD-26SEP30-T4.70 | 0.230 | 0.230 | 0.220 | 0.230 | 0.225 | open | 5 | $46.15 | 0 % | buy file → |
The 6 most traded Treasury note yield on date contracts on 2026-09-11 — 2 closed Yes (≥ 0.97), 0 closed No (≤ 0.03), 4 still open at the last print: 29 trades, $926.46 USD turnover. The busiest contract was KXUSTYLD-26SEP30-T4.50 with $529.85 turnover.
| Contract | Open | High | Low | Close | VWAP | Implied outcome | Trades | Turnover | Buy share | |
|---|---|---|---|---|---|---|---|---|---|---|
| KXUSTYLD-26SEP30-T4.50 | 0.290 | 0.890 | 0.290 | 0.890 | 0.719 | open | 11 | $529.85 | 77 % | buy file → |
| KXUSTYLD-26SEP30-T4.30 | 0.800 | 0.980 | 0.800 | 0.980 | 0.951 | Yes | 2 | $227.22 | 100 % | buy file → |
| KXUSTYLD-26SEP30-T4.60 | 0.270 | 0.310 | 0.270 | 0.310 | 0.308 | open | 6 | $77.86 | 100 % | buy file → |
| KXUSTYLD-26SEP30-T4.40 | 0.870 | 0.910 | 0.870 | 0.900 | 0.900 | open | 4 | $56.84 | 2 % | buy file → |
| KXUSTYLD-26SEP30-T4.70 | 0.080 | 0.160 | 0.080 | 0.160 | 0.157 | open | 5 | $24.89 | 100 % | buy file → |
| KXUSTYLD-26SEP30-T4.20 | 0.800 | 0.980 | 0.800 | 0.980 | 0.980 | Yes | 1 | $9.8 | 100 % | buy file → |
The 8 most traded Treasury note yield on date contracts on 2026-09-10 — 2 closed Yes (≥ 0.97), 0 closed No (≤ 0.03), 6 still open at the last print: 96 trades, $2.6K USD turnover. The busiest contract was KXUSTYLD-26SEP30-T4.30 with $1.2K turnover.
| Contract | Open | High | Low | Close | VWAP | Implied outcome | Trades | Turnover | Buy share | |
|---|---|---|---|---|---|---|---|---|---|---|
| KXUSTYLD-26SEP30-T4.30 | 0.810 | 0.980 | 0.420 | 0.800 | 0.729 | open | 29 | $1.2K | 100 % | buy file → |
| KXUSTYLD-26SEP30-T4.20 | 0.870 | 0.980 | 0.800 | 0.800 | 0.941 | open | 10 | $392.78 | 98 % | buy file → |
| KXUSTYLD-26SEP30-T4.40 | 0.450 | 0.870 | 0.440 | 0.870 | 0.733 | open | 11 | $348.39 | 100 % | buy file → |
| KXUSTYLD-26SEP30-T4.60 | 0.020 | 0.290 | 0.020 | 0.270 | 0.170 | open | 22 | $224.86 | 48 % | buy file → |
| KXUSTYLD-26SEP30-T4.50 | 0.130 | 0.290 | 0.100 | 0.290 | 0.245 | open | 14 | $221.7 | 0 % | buy file → |
| KXUSTYLD-26SEP30-T4.10 | 0.980 | 0.990 | 0.980 | 0.990 | 0.989 | Yes | 2 | $94.63 | 100 % | buy file → |
| KXUSTYLD-26SEP30-T4.00 | 0.980 | 0.990 | 0.980 | 0.990 | 0.990 | Yes | 1 | $34.96 | 100 % | buy file → |
| KXUSTYLD-26SEP30-T4.70 | 0.100 | 0.380 | 0.080 | 0.080 | 0.125 | open | 7 | $15.17 | 100 % | buy file → |
The 4 most traded Treasury note yield on date contracts on 2026-09-09 — 0 closed Yes (≥ 0.97), 0 closed No (≤ 0.03), 4 still open at the last print: 15 trades, $290.74 USD turnover. The busiest contract was KXUSTYLD-26SEP30-T4.40 with $172.64 turnover.
| Contract | Open | High | Low | Close | VWAP | Implied outcome | Trades | Turnover | Buy share | |
|---|---|---|---|---|---|---|---|---|---|---|
| KXUSTYLD-26SEP30-T4.40 | 0.260 | 0.450 | 0.260 | 0.450 | 0.385 | open | 10 | $172.64 | 100 % | buy file → |
| KXUSTYLD-26SEP30-T4.30 | 0.720 | 0.810 | 0.720 | 0.810 | 0.810 | open | 2 | $81 | 100 % | buy file → |
| KXUSTYLD-26SEP30-T4.50 | 0.090 | 0.130 | 0.090 | 0.130 | 0.130 | open | 2 | $24.05 | 100 % | buy file → |
| KXUSTYLD-26SEP30-T4.20 | 0.800 | 0.870 | 0.800 | 0.870 | 0.870 | open | 1 | $13.05 | 100 % | buy file → |
The 5 most traded Treasury note yield on date contracts on 2026-09-08 — 1 closed Yes (≥ 0.97), 1 closed No (≤ 0.03), 3 still open at the last print: 14 trades, $335.9 USD turnover. The busiest contract was KXUSTYLD-26SEP30-T4.20 with $241 turnover.
| Contract | Open | High | Low | Close | VWAP | Implied outcome | Trades | Turnover | Buy share | |
|---|---|---|---|---|---|---|---|---|---|---|
| KXUSTYLD-26SEP30-T4.20 | 0.910 | 0.910 | 0.800 | 0.800 | 0.803 | open | 5 | $241 | 100 % | buy file → |
| KXUSTYLD-26SEP30-T4.30 | 0.580 | 0.720 | 0.580 | 0.720 | 0.720 | open | 2 | $72 | 100 % | buy file → |
| KXUSTYLD-26SEP30-T4.50 | 0.070 | 0.090 | 0.070 | 0.090 | 0.080 | open | 4 | $16 | 0 % | buy file → |
| KXUSTYLD-26SEP30-T4.00 | 0.990 | 0.990 | 0.980 | 0.980 | 0.980 | Yes | 1 | $4.9 | 100 % | buy file → |
| KXUSTYLD-26SEP30-T4.60 | 0.130 | 0.130 | 0.020 | 0.020 | 0.020 | No | 2 | $2 | 0 % | buy file → |
The 2 most traded Treasury note yield on date contracts on 2026-09-06 — 0 closed Yes (≥ 0.97), 0 closed No (≤ 0.03), 2 still open at the last print: 8 trades, $104.27 USD turnover. The busiest contract was KXUSTYLD-26SEP30-T4.40 with $100.2 turnover.
| Contract | Open | High | Low | Close | VWAP | Implied outcome | Trades | Turnover | Buy share | |
|---|---|---|---|---|---|---|---|---|---|---|
| KXUSTYLD-26SEP30-T4.40 | 0.230 | 0.260 | 0.230 | 0.260 | 0.247 | open | 5 | $100.2 | 100 % | buy file → |
| KXUSTYLD-26SEP30-T4.60 | 0.010 | 0.130 | 0.010 | 0.130 | 0.062 | open | 3 | $4.07 | 100 % | buy file → |
On average 2 Treasury note yield on date contracts had at least one trade per UTC day over the last 30 captured days on Kalshi, with about 10.9K 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 19.5 ¢ (contracts quote 0..1 = 100 ¢), the mean best-bid/best-ask notional was about $76.69 per side, 83 % 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.
KXUSTYLD-26SEP30-T4.60 — $246.41 USD turnover over 7 trades on Kalshi. The 2 most traded contracts of the series did 13 trades and $341.7 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.