{"schema_version":"mostlyright-public-catalog.v1","dataset":{"id":"5554d29f-6adb-425e-b605-26f49e3be334","slug":"kalshi-15-minute-btc-order-book-fresh-live","title":"Kalshi 15-minute BTC order book, fresh live","summary":"**Measure quoted spreads and depth in Kalshi 15-minute Bitcoin order books.** This dataset stores sampled YES-side book states for rotating KXBTC15M contracts from September 9, 2026 onward, with venue time, receipt time, whole-cent prices, and whole-contract depth. Use it to compare liquidity across contracts or study book changes within short Bitcoin market windows.\n\nRows are observed market-seconds, not a filled periodic series or executed-trades history. Publication is event-driven and batched, and a September 9 recording interruption is not reconstructed.\n\n## Coverage\n- Window: 9 September 2026, from 16:56:38 UTC onward, for periods captured by the live recording.\n- Markets: Kalshi's rotating 15-minute Bitcoin price contracts in the KXBTC15M series.\n- Grain: An observed market-second and its retained event sequence. Rows summarize book states rather than every WebSocket message.\n- Cadence: Event-driven collection, published in batches. The table can lag the incoming recording. Row counts grow as batches are processed.\n- Representation: YES bids are rounded down and YES asks up to whole cents. Depth and level sizes are rounded to whole contracts. Sub-cent and fractional-contract precision is not retained.\n\n## Columns\n- `ticker`: Kalshi market identifier, distinguishing successive 15-minute contracts.\n- `timestamp_ms`: Event time in Unix epoch milliseconds. Opening snapshots use recorder arrival time.\n- `sequence`: Arrival-order sequence of the retained event, used to identify and order book states.\n- `best_bid`, `best_ask`: Best YES-side prices, in cents from 0 to 100.\n- `bid_depth`, `ask_depth`: Total resting YES-side bid and ask quantities, in whole contracts.\n- `yes_bids`, `yes_asks`: JSON price ladders, best price first. Each level contains `price` in cents and `size` in whole contracts.\n- `ingest_time_ms`: Recorder receipt time in Unix epoch milliseconds.\n\n## Missing values\nAn absent bid or ask can have a null best price, zero depth and an empty ladder. Seconds without retained observations are not filled.\n\nCapture and recovery gaps can occur, including an observed interruption on 9 September 2026. Reconnect snapshots restore the current book but do not reconstruct missing intervening events. This recording does not include the retired 15-minute dataset's history.\n\n## Suitable for\n- Comparing bid/ask spreads and resting liquidity across contracts.\n- Studying how sampled order books change through a 15-minute market.\n- Exploring event time versus recorder receipt time.\n\n## Source and rights\nSource: Kalshi's authenticated market-data WebSocket, using order-book snapshots and deltas. YES asks are reconstructed from complementary NO bids. See [Kalshi's order-book documentation](https://docs.kalshi.com/getting_started/orderbook_responses).\n\nThe collection records an account-based terms-of-service rights claim. No separate open-data license is specified.","topics":["prediction markets","kalshi","bitcoin","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":2,"table_count":1,"row_count":1187458,"published_at":"2026-09-12T10:29:16.085Z","updated_at":"2026-10-01T13:38:18.619Z","cover_image_url":"https://storage.googleapis.com/mostlyright-dataset-covers/v1/33bef12b-84cf-42d1-a3d2-daff1f0a113c/1a3cf80d4971534357dc45468d353f7999a9a2c5558ed1dcae269cc524ba60b2.webp","cover_tile_url":"https://storage.googleapis.com/mostlyright-dataset-covers/v1/33bef12b-84cf-42d1-a3d2-daff1f0a113c/1a3cf80d4971534357dc45468d353f7999a9a2c5558ed1dcae269cc524ba60b2.tile.webp","activity":{"views":1871,"likes":2},"canonical_url":"https://mostlyright.md/datasets/kalshi-15-minute-btc-order-book-fresh-live","tables":[{"id":"41f03fc0-5de5-498e-ab95-75f23eadd211","slug":"kalshi-btc15m-orderbook","title":"kalshi_btc15m_orderbook","license":"CC-BY-4.0","schema":{"columns":10,"column_details":[{"name":"ticker","unit":null,"meaning":"Kalshi market ticker.","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":"f29c59a3-803f-5a6e-b058-43e496e7a9d3"}]}}