Quick Start
Create an API key and download Kalshi historical data.
KacData delivers historical Kalshi market data as Parquet files through a simple download API.
1. Create an API key
Open the KacData dashboard and create an API key.
Send the key in the api_key request header. In pandas, pass it through storage_options as shown below.
2. Choose a dataset
| Dataset | Data type | Use it for |
|---|---|---|
| L2 | l2 | Order book snapshots and deltas, for order book replay |
| Trades | trades | Every trade, with YES and NO prices and taker side |
| Ticker | ticker | Best bid and ask, last price, volume and open interest |
| Lifecycle | lifecycle | Market and event status changes, determination and settlement |
All Kalshi markets are covered from 2026-09-08. See Kalshi historical data details.
3. Download data
import pandas as pd
date_path = "2026/10/15"
market_ticker = "KXHIGHNY-26OCT15-B68.5"
data_type = "l2" # trades, ticker
url = f"https://api.kacdata.com/v1/kalshi/{data_type}/{date_path}/{market_ticker}.parquet"
df = pd.read_parquet(
url,
storage_options={
"api_key": "<YOUR_API_KEY>",
},
)
print(df.head())lifecycle is one file per UTC day with every market:
url = f"https://api.kacdata.com/v1/kalshi/lifecycle/{date_path}/markets_lifecycle.parquet"Next steps
- Read the API Reference for download endpoints, parameters and responses.
- Read Kalshi historical data details for coverage and collection details.
- Open the Data Schemas to inspect fields and data types.
- Check Product Updates for collection and schema changes.