Kalshi 15-minute BTC order book, fresh live
Measure quoted spreads and depth in Kalshi 15-minute Bitcoin order books. This dataset stores sampled YES-side book states for rotating KXBTC15M contracts from September 9, 2026 onward, with venue time, receipt time, whole-cent prices, and whole-contract depth. Use it to compare liquidity across contracts or study book changes within short Bitcoin market windows.
Rows are observed market-seconds, not a filled periodic series or executed-trades history. Publication is event-driven and batched, and a September 9 recording interruption is not reconstructed.
Coverage
- Window: 9 September 2026, from 16:56:38 UTC onward, for periods captured by the live recording.
- Markets: Kalshi's rotating 15-minute Bitcoin price contracts in the KXBTC15M series.
- Grain: An observed market-second and its retained event sequence. Rows summarize book states rather than every WebSocket message.
- Cadence: Event-driven collection, published in batches. The table can lag the incoming recording. Row counts grow as batches are processed.
- Representation: YES bids are rounded down and YES asks up to whole cents. Depth and level sizes are rounded to whole contracts. Sub-cent and fractional-contract precision is not retained.
Columns
ticker: Kalshi market identifier, distinguishing successive 15-minute contracts.timestamp_ms: Event time in Unix epoch milliseconds. Opening snapshots use recorder arrival time.sequence: Arrival-order sequence of the retained event, used to identify and order book states.best_bid,best_ask: Best YES-side prices, in cents from 0 to 100.bid_depth,ask_depth: Total resting YES-side bid and ask quantities, in whole contracts.yes_bids,yes_asks: JSON price ladders, best price first. Each level containspricein cents andsizein whole contracts.ingest_time_ms: Recorder receipt time in Unix epoch milliseconds.
Missing values
An absent bid or ask can have a null best price, zero depth and an empty ladder. Seconds without retained observations are not filled.
Capture and recovery gaps can occur, including an observed interruption on 9 September 2026. Reconnect snapshots restore the current book but do not reconstruct missing intervening events. This recording does not include the retired 15-minute dataset's history.
Suitable for
- Comparing bid/ask spreads and resting liquidity across contracts.
- Studying how sampled order books change through a 15-minute market.
- Exploring event time versus recorder receipt time.
Source and rights
Source: Kalshi's authenticated market-data WebSocket, using order-book snapshots and deltas. YES asks are reconstructed from complementary NO bids. See Kalshi's order-book documentation.
The collection records an account-based terms-of-service rights claim. No separate open-data license is specified.
Tables
| Name | Rows (est.) | Updated | Get the data |
|---|---|---|---|
Table overviewPublished rows521,592Columns10 rows10 cols Update detailsStatusLiveLast published22 Sept 2026 | Table overviewPublished rows521,592Columns10 | Update detailsStatusLiveLast published22 Sept 2026 |
Sources
1 publisherapi.elections.kalshi.comapi.elections.kalshi.com1 endpoint
- Website
- api.elections.kalshi.com
- Usage rights
- Allowed by terms of service.
- Requests
- 1 request across 1 endpoint
Details
- Contents
- 1 table · 521,592 rows (est.) · 10 columns
- Updated
- 22 September 2026
- Published
- 12 September 2026
- Version
- 2026-09-22
- License
- CC BY 4.0 — attribution
- Visibility
- Public
- Publisher
- Mostly Right
- Topics
- prediction markets · kalshi · bitcoin +3
Comments
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