Nasdaq-100 Prediction Market Data — Kalshi
Tick-by-tick trades and L2 order-book depth for 4 Nasdaq-100 series on Kalshi — Nasdaq above/below (KXNASDAQ100U), Nasdaq range (KXNASDAQ100). 804 series-days covering March 2026 – present; 111.3K trades · $4.1M turnover over the last 30 captured days. Every contract captured co-located with nanosecond venue and receive timestamps — sold as day bundles, €1 per day, bought as a guest with instant download.
Nasdaq-100 on Kalshi
Kalshi Nasdaq-100 above/below and range contracts.
Every series below is archived at full feed resolution — each contract file carries every trade print (price, size, side) and Level-2 order-book updates in one normalized, zstd-compressed schema. A series-day bundle holds all contracts of the series for one UTC day.
Most traded Nasdaq-100 series (last 30 days)
Ranked by USD turnover from our own daily statistics — the series a market maker or bot builder should start with.
| # | Series | Venue | Trades (30d) | Turnover (30d) | Days | |
|---|---|---|---|---|---|---|
| 1 | Nasdaq above/below | Kalshi | 105,348 | $4.0M | 28 | Buy days |
| 2 | Nasdaq range | Kalshi | 2,749 | $31.1K | 30 | Buy days |
| 3 | Nasdaq yearly range | Kalshi | 2,525 | $25.1K | 30 | Buy days |
| 4 | Nasdaq max yearly | Kalshi | 677 | $21.9K | 30 | Buy days |
Trades and USD turnover summed over every contract of the series, from the recorded tick data; 30 days to 2026-09-22. Series without statistics in the window are omitted.
Nasdaq-100 — development since capture
292,790 trades and $15.5M of USD turnover across 4 series since 2026-07-08; busiest single series-day 2026-07-30 with $927.6K, biggest contract KXNASDAQ100U-26SEP17H1600-T29429.99 (2026-09-17, $59.1K).
| Month | Series active | Days | Trades | Turnover (USD) | Avg / day | Contracts traded | L2 updates | vs previous month |
|---|---|---|---|---|---|---|---|---|
| Sep 2026 (month to date) | 4 | 22 | 84,023 | $3.4M | $152.5K | 13,717 | 209.9M | — |
| Aug 2026 | 4 | 31 | 120,780 | $6.3M | $202.7K | 10,663 | 132.9M | — |
| Jul 2026 | 2 | 24 | 87,987 | $5.9M | $245.8K | — | — | — |
Nasdaq-100 series — 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.
Nasdaq-100 — how the contracts resolved, last 14 days
Of 818 resolved Nasdaq-100 contracts over the 14 captured days to 2026-09-22, 54 % closed Yes and 46 % closed No by their last print — 30,516 trades and $1.9M of turnover, about 13 trades per contract.
| UTC day | Contracts | Closed Yes | Closed No | Yes share | Trades / contract | Turnover / contract | Turnover |
|---|---|---|---|---|---|---|---|
| 2026-09-22 | 243 | 64 | 24 | 73 % | 17 | $1.2K | $298.8K |
| 2026-09-21 | 388 | 70 | 15 | 82 % | 7 | $567.05 | $220.0K |
| 2026-09-20 | 135 | 3 | 31 | 9 % | 2 | $4.06 | $548.47 |
| 2026-09-19 | 6 | 0 | 0 | — | 2 | $11.52 | $69.11 |
| 2026-09-18 | 369 | 71 | 89 | 44 % | 11 | $406.39 | $150.0K |
| 2026-09-17 | 284 | 73 | 32 | 70 % | 14 | $1.1K | $307.5K |
| 2026-09-16 | 367 | 87 | 60 | 59 % | 14 | $757.95 | $278.2K |
| 2026-09-15 | 379 | 56 | 117 | 32 % | 20 | $609.89 | $231.1K |
| 2026-09-14 | 10 | 4 | 2 | 67 % | 43 | $8.6K | $86.2K |
| 2026-09-13 | 127 | 1 | 1 | 50 % | 3 | $65.42 | $8.3K |
| 2026-09-12 | 4 | 1 | 0 | 100 % | 2 | $857.61 | $3.4K |
| 2026-09-11 | 10 | 4 | 0 | 100 % | 64 | $15.5K | $154.8K |
| 2026-09-10 | 10 | 3 | 3 | 50 % | 48 | $9.4K | $94.2K |
| 2026-09-09 | 10 | 6 | 1 | 86 % | 47 | $10.4K | $103.6K |
| Total | 2,342 | 443 | 375 | 54 % | 13 | $826.92 | $1.9M |
Outcome implied by each contract's last recorded print (≥ 0.97 = Yes, ≤ 0.03 = No; the rest still open at the last print) — venues publish the official results, we record the market. Every contract of the day is counted for this series; trades and USD turnover come from the tick archive.
Nasdaq-100 — turnover by weekday
Tuesdays are the busiest day at about $198.2K of USD turnover, averaged over the captured days of the last 30.
| Weekday (UTC) | Avg turnover / day | USD | Avg trades | Days |
|---|---|---|---|---|
| Monday | $180.8K | 4.2K | 5 | |
| Tuesday | $198.2K | 5.7K | 5 | |
| Wednesday | $192.2K | 4.9K | 4 | |
| Thursday | $189.2K | 6.0K | 4 | |
| Friday | $156.0K | 4.0K | 4 | |
| Saturday | $1.7K | 95 | 4 | |
| Sunday | $2.9K | 366.75 | 4 |
Nasdaq-100 series — 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 —.
Rising Nasdaq-100 series — 30 days vs the 30 before
| # | Series | Venue | Turnover (30d) | Prior 30d | Growth (avg / day) | Trades (30d) |
|---|---|---|---|---|---|---|
| 1 | Nasdaq max yearly | Kalshi | $21.9K | $1.3K | +711.7 % | 677 |
| 2 | Nasdaq yearly range | Kalshi | $25.1K | $8.7K | +44.6 % | 2,525 |
| 3 | Nasdaq above/below | Kalshi | $4.0M | $8.2M | −48.2 % | 105,348 |
| 4 | Nasdaq range | Kalshi | $31.1K | $306.8K | −90.2 % | 2,749 |
Growth of average USD turnover per captured day, the 30 days to 2026-09-22 against the 30 days before; series need ≥ 10 captured days in both windows and ≥ $10K of turnover in the current one. From our own daily statistics.
Nasdaq-100 prediction markets — trades and turnover per day
Every captured UTC day of the last 30, summed over the 4 Nasdaq-100 series — how much these markets trade day by day, from our own tick capture.
| UTC day | Series with stats | Contracts traded | Trades | Turnover | Buy share | L2 updates |
|---|---|---|---|---|---|---|
| 2026-09-22 | 4 | 279 | 4,568 | $310.7K | 70 % | 18.8M |
| 2026-09-21 | 4 | 421 | 3,318 | $225.9K | 70 % | 11.2M |
| 2026-09-20 | 4 | 146 | 331 | $890.28 | 62 % | 2.4M |
| 2026-09-19 | 4 | 14 | 79 | $384.87 | 78 % | 1.8M |
| 2026-09-18 | 4 | 388 | 4,025 | $150.6K | 50 % | 8.2M |
| 2026-09-17 | 4 | 310 | 4,158 | $308.2K | 51 % | 11.9M |
| 2026-09-16 | 4 | 402 | 5,558 | $280.9K | 47 % | 18.4M |
| 2026-09-15 | 4 | 413 | 7,987 | $234.3K | 55 % | 14.2M |
| 2026-09-14 | 4 | 886 | 7,325 | $346.3K | 66 % | 19.9M |
| 2026-09-13 | 4 | 168 | 615 | $10.0K | 13 % | 1.6M |
| 2026-09-12 | 4 | 16 | 45 | $3.9K | 3 % | 688.8K |
| 2026-09-11 | 4 | 797 | 5,023 | $269.6K | 52 % | 15.0M |
| 2026-09-10 | 4 | 1,010 | 5,965 | $170.6K | 54 % | 9.6M |
| 2026-09-09 | 4 | 1,335 | 6,303 | $209.1K | 66 % | 9.9M |
| 2026-09-08 | 4 | 2,252 | 7,986 | $161.1K | 52 % | 14.5M |
| 2026-09-07 | 4 | 112 | 415 | $336.57 | 80 % | 1.4M |
| 2026-09-06 | 3 | 16 | 56 | $198.22 | 54 % | 115.9K |
| 2026-09-05 | 3 | 38 | 188 | $2.3K | 95 % | 202.2K |
| 2026-09-04 | 4 | 563 | 3,541 | $115.2K | 52 % | 9.6M |
| 2026-09-03 | 4 | 1,557 | 5,337 | $204.0K | 85 % | 9.4M |
| 2026-09-02 | 4 | 1,323 | 5,165 | $167.0K | 69 % | 10.5M |
| 2026-09-01 | 4 | 1,271 | 6,035 | $183.1K | 57 % | 20.7M |
| 2026-08-31 | 4 | 1,544 | 8,043 | $212.9K | 57 % | 15.8M |
| 2026-08-30 | 4 | 217 | 465 | $314.59 | 37 % | 2.1M |
| 2026-08-29 | 4 | 23 | 68 | $226.43 | 70 % | 1.2M |
| 2026-08-28 | 4 | 619 | 3,481 | $88.4K | 61 % | 5.0M |
| 2026-08-27 | 4 | 1,627 | 8,710 | $73.9K | 72 % | 3.0M |
| 2026-08-26 | 4 | 609 | 2,542 | $111.6K | 55 % | 5.7M |
| 2026-08-25 | 4 | 292 | 1,876 | $102.0K | 68 % | 6.4M |
| 2026-08-24 | 4 | 351 | 2,091 | $118.7K | 38 % | 6.5M |
Per UTC day, summed over every Nasdaq-100 series that has statistics for that day, from every trade print of every contract in our tick archive. Trades and USD turnover are exact; contracts traded, buy share and L2 (order-book) updates exist for days captured with the extended statistics — earlier days show —.
Most traded Nasdaq-100 contracts on 2026-09-22
The single event contracts with the most USD turnover on the newest captured day — with open and close price and the outcome implied by the last print.
| Contract | Series | Venue | Open → Close | Implied outcome | Trades | Turnover | |
|---|---|---|---|---|---|---|---|
| KXNASDAQ100U-26SEP22H1000-T30589.99 | Nasdaq above/below | Kalshi | 0.090 → 0.990 | Yes | 30 | $20.8K | buy file → |
| KXNASDAQ100U-26SEP22H1600-T30679.99 | Nasdaq above/below | Kalshi | 0.300 → 0.980 | Yes | 46 | $20.2K | buy file → |
| KXNASDAQ100U-26SEP22H1600-T30069.99 | Nasdaq above/below | Kalshi | 0.970 → 0.970 | Yes | 1 | $19.4K | buy file → |
| KXNASDAQ100U-26SEP22H1600-T30079.99 | Nasdaq above/below | Kalshi | 0.970 → 0.970 | Yes | 1 | $19.4K | buy file → |
| KXNASDAQ100U-26SEP22H1000-T30309.99 | Nasdaq above/below | Kalshi | 0.910 → 0.950 | open | 16 | $19.1K | buy file → |
| KXNASDAQ100U-26SEP22H1600-T30169.99 | Nasdaq above/below | Kalshi | 0.950 → 0.950 | open | 1 | $19.0K | buy file → |
| KXNASDAQ100U-26SEP22H1000-T30389.99 | Nasdaq above/below | Kalshi | 0.780 → 0.990 | Yes | 19 | $15.9K | buy file → |
| KXNASDAQ100U-26SEP22H1600-T30529.99 | Nasdaq above/below | Kalshi | 0.610 → 0.990 | Yes | 21 | $14.7K | buy file → |
| KXNASDAQ100U-26SEP22H1200-T30599.99 | Nasdaq above/below | Kalshi | 0.600 → 0.800 | open | 55 | $14.4K | buy file → |
| KXNASDAQ100U-26SEP22H1600-T30379.99 | Nasdaq above/below | Kalshi | 0.790 → 0.990 | Yes | 21 | $12.4K | buy file → |
Single contracts ranked by USD turnover on 2026-09-22 (UTC), from every trade print in our tick archive. Prices quote 0..1; the implied outcome reads the last print of the day (≥ 0.97 Yes/Up, ≤ 0.03 No/Down) — venues publish the official result. Each contract’s day file is sold individually, the whole series day as a bundle.
Kalshi Nasdaq-100 series
Largest archive first. Each series page lists its exact coverage, day count and recent days; day bundles are bought in the shop calendar.
| Series | Venue | Interval | Days | Coverage | Size | Price/day | |
|---|---|---|---|---|---|---|---|
| Nasdaq above/below | Kalshi | 1h | 199 | March 2026 – present | 21.8 GB | €1 | Buy days |
| Nasdaq range | Kalshi | daily | 199 | March 2026 – present | 1.03 GB | €1 | Buy days |
| Nasdaq yearly range | Kalshi | annual | 203 | March 2026 – present | 395 MB | €1 | Buy days |
| Nasdaq max yearly | Kalshi | annual | 203 | March 2026 – present | 71.9 MB | €1 | Buy days |
Why buy Nasdaq-100 prediction-market 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.
Nasdaq-100 prediction-market data — FAQ
Does Kalshi have Nasdaq markets?
Yes — Nasdaq above/below (KXNASDAQ100U) and Nasdaq range (KXNASDAQ100) contracts on the index close.
How is Nasdaq prediction-market data sold?
One purchase covers every contract of the series for one UTC day — every trade print and the complete Level-2 book per contract, captured co-located with nanosecond timestamps — €1 per series-day, bought as a guest with instant download.
How far back does the Nasdaq-100 data go?
Coverage runs March 2026 – present — 804 series-days across 4 series on Kalshi. Each series page lists its exact span.
Can I get Nasdaq-100 prediction-market 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 Nasdaq-100 prediction-market data cost?
€1 per series-day bundle — every contract of the series for that UTC day — no subscription, no minimum order. Pick days in the shop calendar, pay as a guest, download immediately.
Do I need an account or a sales call?
No. Pick the Nasdaq-100 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 Nasdaq-100 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.
What was the busiest Nasdaq-100 trading day?
2026-07-30 — $927.6K of USD turnover over 7,647 trades in a single series-day. Since our statistics began on 2026-07-08, 4 Nasdaq-100 series recorded 292,790 trades and $15.5M in total; the biggest single contract was KXNASDAQ100U-26SEP17H1600-T29429.99 on 2026-09-17 at $59.1K. Tuesdays are the busiest weekday at about $198.2K per day.
How often did Nasdaq-100 contracts resolve Yes vs No recently?
54 % of 818 resolved contracts closed Yes and 46 % closed No by their last recorded print over the 14 captured days to 2026-09-22, about 13 trades per contract. Implied from the market (≥ 0.97 / ≤ 0.03), not the official settlement.