Kalshi daily high and low temperature raw ticks

• Window: recordings from 14 September 2026 onward, with receipt times in UTC. Earlier market history is unavailable.
• Geography: selected US city markets, including New York, Chicago, Miami, and Austin. Available markets change over time.
• Tables: weather_high_orderbook and weather_low_orderbook, each pooling cities with the same 19 columns.
• Grain: one recorded order-book message per row. Ticks are not aggregated into one-second intervals.
• Cadence: incoming events are saved in batches. Row counts vary with market activity and connection availability.
• Limits: history can contain gaps. Raw events require venue-specific interpretation to reconstruct an order book and do not establish executed trades.

• venue: exchange supplying the event.
• city: city label derived from the market details.
• market_type: daily high or daily low temperature market.
• market_id: venue identifier for the market.
• instrument_id: venue identifier for the traded instrument or outcome token.
• outcome: outcome label when available.
• event_type: event category used by the table.
• venue_event_type: original event type supplied by the venue.
• venue_timestamp: original event timestamp when supplied.
• received_at: time the message was received, in UTC.
• source_segment_id: identifier for the recorded message batch.
• connection_epoch: recording connection identifier.
• frame_sequence: message position within the recording connection.
• event_index: event position within the original message.
• event_id: recorded event identifier.
• discovery_metadata_digest: identifier for the captured market details.
• market_metadata: market details as JSON, preserved as known when recorded.
• raw_event: original event JSON, including venue-specific prices and quantities.
• raw_message: complete original message JSON.

Outcome labels and venue timestamps can be null when absent from the source. Empty books and zero-size changes remain in the raw payloads.

• Studying changes in temperature-market order books.
• Comparing recorded market activity across cities.
• Comparing Kalshi and Polymarket after aligning contracts, outcomes, and price units.

Kalshi supplies the order-book messages through its authenticated API. Use is governed by Kalshi’s API terms, and no open redistribution licence is claimed.