Kalshi historical data

Kalshi backtesting data, down to the order book.

Full bid/ask depth on Kalshi contracts, captured sub-second. Backtest fills, spreads, and slippage against real liquidity.

Start freeSee the data
BTC above · 5pm ET
full book · 93 levels
0.6121.97
0.6102.87
0.6073.67
0.6042.59
0.6014.37
0.6151.79
0.6182.68
0.6212.30
0.6243.85
0.6273.10
spread 0.003recv_ts +38ms
93
book levels
0.01 to 0.99, full depth
≤40
ms capture
exchange to our clock
7
assets live
BTC, ETH, SOL, and more
100%
event-driven
every book and price change
What you get

The book, not just the last price.

Full bid/ask book depth

Every price level with its size, on both sides, at every change. Measure real slippage and liquidity, not a single mid-price.

sub-sec

Event-driven cadence

Recorded on every book and price change, not sampled. Short-dated markets stay backtestable.

API + Parquet bulk

Query recent windows over REST, or pull whole-day zstd Parquet for bulk backtests.

Underlying price, stamped per snapshot

Each Kalshi snapshot carries the reference price at capture time, so you can join book state to the spot move that drove it without guessing timestamps.

Kalshi coverage, expanding weekly.

We collect what matters for short-dated markets: full books across the assets and time windows traders actually use.

Assets
BTCETHSOLIndicesEconWeather
Market windows
5m15m1h4h24h

Two lines to your first backtest.

Pull a whole day of full-depth snapshots as Parquet, or stream recent windows over the API. Clean schema, epoch-millis timestamps, no scraping.

  • Stable columnar schema
  • Exchange + receive timestamps
  • No rate-limit surprises on bulk
backtest.py
import depthfeed as df

# whole-day full-depth book, Kalshi
book = df.load(
  market="kalshi",
  asset="BTC",
  window="5m",
  date="2026-06-05",
)

# top-of-book spread over the session
book["spread"] = book.ask_px - book.bid_px
print(book.spread.describe())
Pricing

Simple plans. Start without a card.

Explorer

$0free, no card

Kick the tires on real depth data.

  • 31-day rolling history
  • Read-only API, 1 req/sec
  • Sub-second event-driven snapshots
  • BTC markets (latest, capped)
Start free

Quant

Popular
$29per month

For traders building a real track record.

  • Full history, all markets
  • Sub-second event-driven snapshots
  • Full bid/ask book depth
  • API 25 req/sec + Parquet bulk export
  • Underlying price stamped per snapshot
Start 7-day trial

Desk

$200per month

Dedicated throughput for systematic desks.

  • Everything in Quant
  • Dedicated infrastructure, 100 req/sec
  • S3 / R2 direct bulk delivery
  • Priority backfill requests
Start 7-day trial

Questions, answered.

Short-dated crypto and event contracts, captured tick by tick with the full bid/ask ladder and time-synced to the underlying so you can backtest the moments that matter.

Start backtesting Kalshi on real depth.

Free to start, no card. Upgrade when your strategy is ready for the full book.

Start free