Kalshi 15-minute NEAR order book, live

• Window: from 2026-09-10 15:32 UTC onward, growing with every sealed segment, in UTC.
• Grain: one row per market ticker and second, holding the book after the last event of that second.
• Cadence: a new contract opens every 15 minutes, so the recording follows one or two markets at a time. A busy contract produces several rows a minute and a quiet one a row only when its book changes.
• Freshness: the recorder seals a segment every 60 seconds and each segment becomes a new table version.

• ticker: the Kalshi market ticker, for example KXNEAR15M-26SEP101130-30, naming the 15-minute window.
• timestamp_ms: the venue event time of the last book event in the second, in epoch milliseconds.
• sequence: the final book event's position in the recording's arrival order.
• best_bid, best_ask: the best resting YES bid and ask, in cents from 0 to 100.
• bid_depth, ask_depth: the total resting contracts on the YES bid side and the YES ask side.
• yes_bids, yes_asks: JSON arrays of {price, size} for every resting level, best price first, in cents and whole contracts.
• ingest_time_ms: when the recorder received the frame, in epoch milliseconds.

A side with no resting orders has a null best price, a depth of 0 and an empty ladder. A settled market stops producing rows. Any minute in which the recorder was not connected is a gap. Nothing before the recording started can be recovered.

• Reconstructing the full YES limit order book of any 15-minute contract at any second.
• Measuring spread, depth and imbalance as a NEAR window approaches settlement.
• Comparing 15-minute contracts across coins and against the hourly strikes on Kalshi at a shared timestamp.
• Studying how order flow reacts to moves in the CF Benchmarks reference price.

Kalshi's public trade API websocket, orderbook_snapshot and orderbook_delta channels, recorded under the workspace's own Kalshi API key. Settlement follows the CF Benchmarks NEAR reference price at the end of each 15-minute window. Use is governed by Kalshi's API terms. No open licence is claimed by the publisher.