Kalshi L2 Order Book Data — 2-Day Sample

Jul 18–19 write-day partitions of Kalshi depth and prints, mostly MLB/WNBA. Separate coverage note; first depth timestamp is Jul 17 UTC.

Full schema & known gaps →· Sold as-is — but if a file is broken or won't open, email [email protected] and we'll send a fixed file or refund you. No hassle.

Start by inspecting the free sample and schema. If this format fits your project, review the larger Kalshi tape's coverage. The tryout and archive are separate one-time purchases.

Frozen artifact delivery: the product page and shipped documentation state the exact coverage, row counts and known limitations. A purchase delivers the advertised frozen artifact; no future refresh is promised unless the checkout terms explicitly say so.

MLB 2026; WNBA 2026; NFL 2026 Observed partial coverage

Declared season scope; individual event-to-season mapping is unverified. This is not a complete-season archive.

MLB 2026 · Phase coverage not specified

WNBA 2026 · Phase coverage not specified

NFL 2026 · Phase coverage not specified

The sample uses July 18–19, 2026 UTC write-day partitions; a partition can include an observation timestamp from the preceding UTC day. Exact book and print time bounds are not recorded in this catalog metadata. Partition dates are not substituted for those clocks.

Book observation times:
start unknown → end unknown
Artifact inclusion dates:
start unknown → 2026-07-19

UTC timestamps retain their recorded precision; dates alone identify UTC days. Capture time does not establish exchange quote freshness or an executable fill.

Scheduled sports event times:
start unknown → end unknown

Scheduled event times are not inferred from capture windows or combo trade dates.

Coverage qualifications
  • Collection tags describe the declared product scope; exact fixture-season assignment is unverified.
  • Coverage of other competitions or editions is unassigned; this filter does not partition or verify individual rows.
  • Declared season scope; individual event-to-season mapping is unverified
  • Season phase coverage has not been declared
  • Complete-season fixture denominator has not been verified

Why the capture contract matters

The schema and coverage notes identify this artifact's record types: sampled quotes or depth, trade prints, derived outcomes or analysis, depending on the product. Observation time, exchange event time and artifact vintage are different clocks. Read the documented fields, gaps and joins before deciding whether the file fits your research; a quote observation does not establish a fill.

What's in the dataset

Dated snapshot: 21,520,801 depth rows · 746,902 trade prints · 22,267,703 total rows · 2026-07-18 through 2026-07-19 · artifact vintage 2026-07-19; separate from observation times

Start here: the sample walkthrough →

Research uses for this dataset

Validate your data stack

Load the same Parquet schema as the full tape and test joins, storage and feature code at lower cost.

Inspect depth and prints

Confirm the sampled L2 and deduplicated trade fields fit your research question before buying the growing archive.

See the real rows before you buy

We publish real sample rows — not a marketing mockup. Load them in DuckDB, inspect the schema and coverage contract, then decide.

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