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Overview

Best bid and ask price and size for each market at every tick. Each row represents the top-of-book state at the time of capture. Available as both CSV (gzip-compressed) and Parquet (zstd-compressed).

Columns

Fetching Data

Use the path from the list response. The download endpoint returns a 302 redirect to a signed URL; follow it with curl -L or equivalent.

Notes

  • The orderbook is the YES orderbook. Bids are the raw YES bids from Kalshi. Asks are calculated by taking 1 - price of the NO bids. If you need the raw, unconverted data, contact calder@predictiondata.dev.
  • Prices and quantities are rounded to 4 decimal places.
  • local_timestamp is nanoseconds since Unix epoch (when our servers captured the message).
  • exchange_timestamp is when the event occurred on Kalshi. In CSV it is an RFC 3339 string; in Parquet it is stored as TimestampMicros.
  • Each export covers one UTC day (00:00:00 to 23:59:59).