Historical Data Details
Kalshi
Kalshi historical data coverage, data types and download URLs.
Historical data for every Kalshi market from 2026-09-08, collected from the Kalshi Trade API WebSocket v2.
Coverage
- First day:
2026-09-08. Collection started at 17:00 UTC, so the first day is partial;2026-09-09is the first full day. - Latest day:
2026-11-02（占位，待改）. New days are added once a day（占位，待改）. - Markets: every market the Kalshi WebSocket publishes data for.
- Collection location: AWS us-east-2 (availability zone ID use2-az1).
Data types
| Data type | Kalshi channel | event_type values | Files |
|---|---|---|---|
l2 | orderbook_delta (with snapshots) | orderbook_snapshot, orderbook_delta | One per market per UTC day |
trades | trade | trade | One per market per UTC day |
ticker | ticker | ticker | One per market per UTC day |
lifecycle | market_lifecycle_v2 | market_lifecycle_v2, event_lifecycle, event_fee_update | One per UTC day, all markets |
Files are split by UTC day of receipt.
Download URLs
https://api.kacdata.com/v1/kalshi/l2/{YYYY}/{MM}/{DD}/{market_ticker}.parquet
https://api.kacdata.com/v1/kalshi/trades/{YYYY}/{MM}/{DD}/{market_ticker}.parquet
https://api.kacdata.com/v1/kalshi/ticker/{YYYY}/{MM}/{DD}/{market_ticker}.parquet
https://api.kacdata.com/v1/kalshi/lifecycle/{YYYY}/{MM}/{DD}/markets_lifecycle.parquetmarket_ticker is Kalshi's market ticker, e.g. KXHIGHNY-26OCT15-B68.5. Tickers are case-sensitive.
Access
- Free accounts can download data older than 3 weeks (21 days): 600 downloads at sign-up, then 50 per month.
- Plus includes data from the last 3 weeks and 1,000,000 downloads per month. See pricing.
Order book view
Kalshi order books hold bids only. The yes lists are bids for YES and the no lists are bids for NO; a NO bid at price p is equivalent to a YES ask at 1 − p. KacData keeps Kalshi's yes/no view and does not convert it to bid/ask.