Kalshi hourly Hyperliquid price range order book, live

Each row is the resting YES order book of one Kalshi hourly Hyperliquid price range strike (series KXHYPE), one second at a time, recorded live from the Kalshi websocket from 10 September 2026. Full YES bid and ask ladders in integer cents and whole contracts.

Coverage

• Window: from 2026-09-10 15:33 UTC onward, growing with every sealed segment, in UTC.
• Grain: one row per market ticker and second, holding the book after the last event of that second.
• Cadence: a new hourly event opens with a ladder of price bands; the recording follows every open band that carries a resting YES bid. Bands near the current Hyperliquid price produce several rows a minute; far bands produce a row only when their book changes.
• Freshness: the recorder seals a segment every 300 seconds and each segment becomes a new table version.

Columns

• ticker — the Kalshi market ticker, for example KXHYPE-26SEP1012-T1749.99, naming the window and the band.
• timestamp_ms — the venue event time of the last book event in the second, in epoch milliseconds.
• sequence — the position of that event in the recording's arrival order.
• best_bid, best_ask — the best resting YES bid and ask, in cents from 0 to 100.
• bid_depth, ask_depth — the total resting contracts on the YES bid side and the YES ask side.
• yes_bids, yes_asks — JSON arrays of {price, size} for every resting level, best price first, in cents and whole contracts.
• ingest_time_ms — when the recorder received the frame, in epoch milliseconds.

Missing values

A side with no resting orders has a null best price, a depth of 0 and an empty ladder. A market stops producing rows once it settles. Any minute in which the recorder was not connected is a gap; nothing before the recording started can be recovered.

Suitable for

• Reconstructing the full YES limit order book of any hourly Hyperliquid price band at any second.
• Measuring spread, depth and imbalance across bands as the window approaches settlement.
• Comparing range bands with the above/below strikes of the same hourly Hyperliquid event.
• Studying how order flow reacts to moves in the CF Benchmarks reference price.

Source and rights

Kalshi'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 Hyperliquid reference price at the end of each hourly window. Use is governed by Kalshi's API terms; no open licence is claimed by the publisher.