{"schema_version":"mostlyright-public-catalog.v1","dataset":{"id":"6950b771-ba1c-454d-b1b0-fa4935041538","slug":"kalshi-15-minute-bnb-order-book-live","title":"Kalshi 15-minute BNB order book, live","summary":"**Measure quoted liquidity in Kalshi 15-minute BNB up-or-down markets.** This dataset records event-driven YES-side order book states for BNB contracts from September 10, 2026 onward. Use it to reconstruct quoted books by second, compare spreads and imbalance, or study book changes as a 15-minute window approaches settlement.\n\nEach row is the final retained book state for one market ticker in one second, limited to included contracts carrying a resting YES bid. Recording is segment-based, so quiet seconds are not filled and connection gaps cannot be recovered.\n\n## Coverage\n- Window: from 2026-09-10 15:32 UTC onward, growing with every sealed segment, in UTC.\n- Grain: one row per market ticker and second, holding the book after the last event of that second.\n- 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.\n- Freshness: the recorder seals a segment every 60 seconds and each segment becomes a new table version.\n\n## Columns\n- `ticker`: the Kalshi market ticker, for example KXBNB15M-26SEP101130-30, naming the 15-minute window.\n- `timestamp_ms`: the venue event time of the last book event in the second, in epoch milliseconds.\n- `sequence`: the final book event's position in the recording's arrival order.\n- `best_bid`, `best_ask`: the best resting YES bid and ask, in cents from 0 to 100.\n- `bid_depth`, `ask_depth`: the total resting contracts on the YES bid side and the YES ask side.\n- `yes_bids`, `yes_asks`: JSON arrays of {price, size} for every resting level, best price first, in cents and whole contracts.\n- `ingest_time_ms`: when the recorder received the frame, in epoch milliseconds.\n\n## Missing values\nA 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.\n\n## Suitable for\n- Reconstructing the full YES limit order book of any 15-minute contract at any second.\n- Measuring spread, depth and imbalance as a BNB window approaches settlement.\n- Comparing 15-minute contracts across coins and against the hourly strikes on Kalshi at a shared timestamp.\n- Studying how order flow reacts to moves in the CF Benchmarks reference price.\n\n## Source and rights\nKalshi'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 BNB 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.","topics":["prediction markets","kalshi","bnb","order book","cryptocurrency","limit order book"],"publisher":{"handle":"mostlyrightmd","display_name":"Mostly Right","avatar_url":"https://mostlyright.md/api/public/avatars/e70f8c973d16894fcee5cb5aba887feafc75cc0d67419bd0ed321cfde9d0d967.webp","mark":{"background":"#FFC613","facets":["#2B5FE3","#F15B22","#17160F"],"pattern":2,"rotation":90}},"star_count":0,"table_count":1,"row_count":2546081,"published_at":"2026-09-12T10:28:46.583Z","updated_at":"2026-10-01T13:38:24.056Z","cover_image_url":"https://storage.googleapis.com/mostlyright-dataset-covers/v1/4e028a4b-3fdf-4604-affc-7379a2a5a3f3/cb9fc42648369e843e94528b8e256a42b579e226981a3e1c768588e95d76506d.webp","cover_tile_url":"https://storage.googleapis.com/mostlyright-dataset-covers/v1/4e028a4b-3fdf-4604-affc-7379a2a5a3f3/cb9fc42648369e843e94528b8e256a42b579e226981a3e1c768588e95d76506d.tile.webp","activity":{"views":367,"likes":0},"canonical_url":"https://mostlyright.md/datasets/kalshi-15-minute-bnb-order-book-live","tables":[{"id":"79d58ba5-e5c4-449e-9f60-770a84baad48","slug":"kalshi-bnb15m-orderbook","title":"kalshi_bnb15m_orderbook","license":"CC-BY-4.0","schema":{"columns":10,"column_details":[{"name":"ticker","unit":null,"meaning":"Kalshi market ticker in series KXBNB15M, naming the contract window.","nullable":null,"logical_type":"string"},{"name":"timestamp_ms","unit":null,"meaning":"Venue event time in epoch milliseconds (the delta's ts_ms; recorder arrival time for the opening snapshot).","nullable":null,"logical_type":"int64"},{"name":"sequence","unit":null,"meaning":"Position of the last event of this second in the recording's arrival order (one order across every sealed segment; the venue's own sequence restarts on every connection).","nullable":null,"logical_type":"int64"},{"name":"best_bid","unit":null,"meaning":"Best YES bid in cents, 0 to 100.","nullable":null,"logical_type":"int64"},{"name":"best_ask","unit":null,"meaning":"Best YES ask in cents, 0 to 100.","nullable":null,"logical_type":"int64"},{"name":"bid_depth","unit":null,"meaning":"Total resting contracts on the YES bid side.","nullable":null,"logical_type":"int64"},{"name":"ask_depth","unit":null,"meaning":"Total resting contracts on the YES ask side.","nullable":null,"logical_type":"int64"},{"name":"yes_bids","unit":null,"meaning":"JSON array of {price, size} YES bid levels in cents and contracts, best first.","nullable":null,"logical_type":"string"},{"name":"yes_asks","unit":null,"meaning":"JSON array of {price, size} YES ask levels in cents and contracts, best first.","nullable":null,"logical_type":"string"},{"name":"ingest_time_ms","unit":null,"meaning":"When the recorder received the frame, epoch milliseconds.","nullable":null,"logical_type":"int64"}],"schema_version":"mostlyright.cloud.released-schema-summary.v1"},"preview_enabled":true,"download_enabled":true,"version_id":"2c080aad-e4cd-5bba-a4ca-8995756b30dd"}]}}