Update README.md
Browse files
README.md
CHANGED
@@ -1,31 +1,59 @@
|
|
1 |
---
|
2 |
-
|
3 |
-
|
4 |
-
|
5 |
-
|
6 |
-
-
|
7 |
-
|
8 |
-
-
|
9 |
-
|
10 |
-
-
|
11 |
-
|
12 |
-
-
|
13 |
-
|
14 |
-
-
|
15 |
-
|
16 |
-
-
|
17 |
-
dtype: string
|
18 |
-
- name: market_ticker
|
19 |
-
dtype: string
|
20 |
-
splits:
|
21 |
-
- name: train
|
22 |
-
num_bytes: 817847758
|
23 |
-
num_examples: 5076511
|
24 |
-
download_size: 276868855
|
25 |
-
dataset_size: 817847758
|
26 |
-
configs:
|
27 |
-
- config_name: default
|
28 |
-
data_files:
|
29 |
-
- split: train
|
30 |
-
path: data/train-*
|
31 |
---
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
---
|
2 |
+
license: mit
|
3 |
+
pretty_name: Kalshi Trades (Aug 2023–Aug 2025)
|
4 |
+
tags:
|
5 |
+
- prediction-markets
|
6 |
+
- kalshi
|
7 |
+
- trades
|
8 |
+
- economics
|
9 |
+
- finance
|
10 |
+
- time-series
|
11 |
+
language:
|
12 |
+
- en
|
13 |
+
task_categories:
|
14 |
+
- other
|
15 |
+
size_categories:
|
16 |
+
- 1M<n<10M
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
17 |
---
|
18 |
+
|
19 |
+
# Kalshi Prediction Markets — Trades
|
20 |
+
|
21 |
+
High-volume trade-level data from Kalshi prediction markets spanning **Aug 2023–Aug 2025**, suitable for market microstructure, liquidity, and price-impact analysis.
|
22 |
+
|
23 |
+
> **Rows:** ~5.08M trades (single split)
|
24 |
+
> **Schema stability:** stable
|
25 |
+
> **Privacy:** public market data, no PII
|
26 |
+
|
27 |
+
---
|
28 |
+
|
29 |
+
## Dataset Structure
|
30 |
+
|
31 |
+
### Split
|
32 |
+
- **train** — all trades
|
33 |
+
|
34 |
+
### Features (columns)
|
35 |
+
|
36 |
+
| name | dtype | description |
|
37 |
+
|----------------|---------|-----------------------------------------------------------------------------|
|
38 |
+
| `trade_id` | string | Unique trade identifier |
|
39 |
+
| `ticker` | string | Contract/series symbol at the trade level |
|
40 |
+
| `market_ticker`| string | Parent market symbol |
|
41 |
+
| `count` | int64 | Matched quantity (units/contracts) |
|
42 |
+
| `created_time` | string | UTC timestamp of trade (ISO-8601 string) |
|
43 |
+
| `yes_price` | int64 | Price for **YES** leg (integer; typically cents or ticks) |
|
44 |
+
| `no_price` | int64 | Price for **NO** leg (integer; typically cents or ticks) |
|
45 |
+
| `taker_side` | string | Aggressor side for the trade (string enum; e.g., `"buy"`/`"sell"` or similar)|
|
46 |
+
|
47 |
+
> **Note:** `yes_price`/`no_price` are stored as integers. If your downstream pipeline expects dollars, convert as needed (e.g., divide by `100` if prices are in cents).
|
48 |
+
|
49 |
+
---
|
50 |
+
|
51 |
+
## Usage
|
52 |
+
|
53 |
+
### Load with `datasets`
|
54 |
+
```python
|
55 |
+
from datasets import load_dataset
|
56 |
+
|
57 |
+
ds = load_dataset("thomaswmitch/kalshi-prediction-markets-trades") # update to your repo name if different
|
58 |
+
print(ds)
|
59 |
+
print(ds["train"].features)
|