Kalshi Settlement Calendar & Order Book Depth
Pricing
Pay per event
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Kalshi Settlement Calendar & Order Book Depth
Kalshi markets ranked by when they settle, with the order book depth, spread and settlement source of each one.
Kalshi Settlement Calendar & Order Book Depth
Pricing
Pay per event
Kalshi markets ranked by when they settle, with the order book depth, spread and settlement source of each one.
Keep markets whose expected settlement time is at most this many hours from now. 24 means everything that settles today and tonight; 168 is one week.
Keep markets whose expected settlement time is at least this many hours from now. 0 starts at the present moment; a negative value also returns markets whose expected time has passed but which are not settled yet (for example -6).
Optional. Only markets of series that Kalshi lists under these categories (a series can be listed under several, so a row can show another category than the one you asked for; see the categories field), for example Sports, Crypto, Financials, Politics, Economics, Transportation, Climate and Weather, Entertainment. Case-insensitive; leave empty for all categories.
[]Optional. Only these Kalshi series, for example KXBTCD or KXNASDAQ100U. Scanning named series is much faster than scanning the whole exchange.
[]Optional. Keep markets whose market title contains at least one of these words or phrases (case-insensitive). Only the market title is searched, not the outcome or series name.
[]Keep markets with at least this many contracts traded in the last 24 hours. 0 turns the filter off.
Keep markets with at least this many contracts outstanding. 0 turns the filter off.
Keep only markets with a YES bid of at least 1 cent and a YES ask of at most 99 cents, so that you can actually trade both ways. Turn off to also list markets that nobody quotes.
Keep markets whose YES ask minus YES bid is at most this many cents. 100 turns the filter off; any lower value also drops markets that are not quoted on both sides.
Order of the results before "Maximum results" is applied: soonest settlement, highest 24h volume, highest open interest or tightest spread.
Read the order book of every returned market and add the depth fields (contracts near the best bid and ask, levels, totals). Turn off for a faster run without depth.
Width of the window used by the depth fields: contracts resting within this many cents of the best bid, and within this many cents of the best ask.
Add the primary and secondary settlement rules text of every market. Makes the rows larger.
Stop after this many markets.