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kalshi historical data / science and technology / KXMILLENNIUM
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Millennium Prize, tick by tick.
Kalshi series KXMILLENNIUM: order book and trades, 2026-09-27 → 2026-10-23.

The order-book and trade history of Kalshi's Millennium Prize series (new markets on an irregular schedule, one event per game, match or release): top of book on every change, the 25-level book on every change in YES terms, every trade with the taker's side, and Kalshi's own ticker, with exchange timestamps to the millisecond. Captured by us from Kalshi's websocket on two independent legs and checked against the exchange's own book snapshots.

27 days2026-09-27 → 2026-10-23 · every day since its first · ~2 MB per day · 50 MB on disk · 5 open markets
pull KXMILLENNIUM days →schemapricing

What a KXMILLENNIUM day contains

Four parquet files per day, every market of the series in each. Sizes are this series' own averages over its 27 days on disk.

Top of book (every change)kalshi_l1

Best YES bid and ask with sizes and the spread, one row whenever either changed, derived tick by tick from the rebuilt book: not Kalshi's conflated ticker.

~56 kB per KXMILLENNIUM day
Order book, 25 levels, every changekalshi_l2

The whole ladder after every book event, in YES terms (the NO bids become the asks, at their sizes), 25 levels a side: wide columns bid_px_1 … ask_sz_25, plus the exchange's own hourly snapshots. Each row is self-contained, so you can start reading mid-day.

~2 MB per KXMILLENNIUM day
Tradeskalshi_trades

Every trade: YES and NO price, size in contracts, the taker's side, block-trade flag, trade id.

~6 kB per KXMILLENNIUM day
Kalshi ticker (~1 s)kalshi_ticker

Kalshi's own ticker feed, about one update a second per market: last price, YES bid/ask with sizes, cumulative volume and open interest in contracts and dollars.

~56 kB per KXMILLENNIUM day

KXMILLENNIUM markets

The 5 closing nearest to now, from Kalshi's daily market list. Each is a row key (market_ticker) in every table, captured from the day it opens until it settles.

Will a Millennium Prize be awarded for any unsolved Millennium Prize Problem before Jan 1, 2027?: Before 2027KXMILLENNIUM-25-27closes 2027-01-02 03:00 UTC
Will a Millennium Prize be awarded for any unsolved Millennium Prize Problem before Jan 1, 2028?: Before 2028KXMILLENNIUM-25-28closes 2028-01-01 15:00 UTC
Will a Millennium Prize be awarded for any unsolved Millennium Prize Problem before Jan 1, 2029?: Before 2029KXMILLENNIUM-25-29closes 2029-01-01 15:00 UTC
Will a Millennium Prize be awarded for any unsolved Millennium Prize Problem before Jan 1, 2030?: Before 2030KXMILLENNIUM-25-30closes 2030-01-01 15:00 UTC
Will a Millennium Prize be awarded for any unsolved Millennium Prize Problem before Jan 1, 2035?: Before 2035KXMILLENNIUM-25-35closes 2035-01-01 15:00 UTC

Coverage notes for KXMILLENNIUM

  • First day on disk: 2026-09-27. That is the day our Kalshi capture began, not the series' launch. New days are added daily.
  • Trades before 2026-09-27. Kalshi's historical API has no tick-level order book, so earlier KXMILLENNIUM trades are in the whole-exchange trades history (from 2021-06-30, one file a day): filter market_ticker to this series' markets, which start with KXMILLENNIUM-.
  • The first day starts at 11:00 UTC. Our capture began at 11:00 UTC on 27 September 2026: 13 hours that day, not 24, and no CF Benchmarks index file (that capture starts on the 28th).
  • A book-quality dip on 2026-09-29. During a pipeline cutover 10,255 exchange snapshots disagreed with the rebuilt book (41 to 1,378 on every other day) and 16,678 negative levels were clamped to zero. The book resynchronises at every exchange snapshot; trades and ticker are unaffected.
  • Every bundle ships a README with the schemas and, per day, how often the rebuilt book matched the exchange's own snapshots, for your exact range.

Pricing

A month of KXMILLENNIUM, every table, is about 55 MB. Bought for Kalshi, Starter ($29/mo) carries top of book, trades and the ticker for every series plus one series of your choice, KXMILLENNIUM if you like, at full book depth; L10 ($49/mo) carries every series' book at 10 levels and L25 ($99/mo) the full 25-level book. Each includes 7 days before you join and every day after. Any free account can pull 2026-10-07, any series, up to 1.0 GB.

Starter: KXMILLENNIUM at full depth →L10: every series at 10 levelsL25: every series, 25 levelsfree sample day

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