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Overview

Individual trade executions from Kalshi’s websocket feed. Each row represents a single trade. 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

  • All prices are in the YES contract frame. Prices are calculated as 1 - price for NO-side trades.
  • taker_side indicates whether the taker was buying (bid) or selling (ask).
  • 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).