Tick-by-tick trades and order-book depth for every Kalshi “what song will be performed at event” contract — 11 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 what song will be performed at event contract that traded on Kalshi on that UTC day — 52 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 — 11 trading days, 47.0 MB compressed in total. A day typically holds 52 contract files (up to 52 on the busiest day, 27.2 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 what song will be performed at event contract files recorded on 2026-07-19— 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 what song will be performed at event series on Kalshi (52 contract files on the latest day). One bundle = one UTC day of the whole series.
KXWCFINALSONGS — 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 KXWCFINALSONGS-* contract that traded that UTC day.
Coverage runs July 2026 — 11 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.
| 343 KB |
| — |
| — |
| Buy day → |
| 2026-07-12 | 52 | 169 KB | — | — | Buy day → |
| 2026-07-11 | 52 | 113 KB | — | — | Buy day → |
| 2026-07-10 | 52 | 308 KB | — | — | Buy day → |
| 2026-07-09 | 52 | 47.1 KB | — | — | Buy day → |