Kalshi KXBTCMAX: Bitcoin maximum price in a window — order book & trade data
38.5K book and trade events for Kalshi's bitcoin maximum price in a window markets, recorded live since 2026-10-01 — about 1,540 events a day.
Coverage
KXBTCMAX BTC Max Price data coverage
What is recorded, how often it updates and how much there is.
Recording since
2026-10-01
25 days so far · no backfill
Events recorded
38,500
≈ 38.5K as of 2026-10-25
Avg events / day
1,540
book snapshot · book delta · trade
Update frequency
Order-book snapshots, deltas and trades streamed in real time
Daily activity · last 25 days
Indicative daily event volume, last 25 days to 2026-10-25. Shape modeled from collector stats; mean matches the average events/day above.
About this market
What is KXBTCMAX BTC Max Price?
KXBTCMAX asks whether bitcoin's high over a stated window will clear a strike — a path-dependent contract that cares about wicks, not just the settlement print. AymarData has been recording the KXBTCMAX series since 2026-10-01 and holds 38.5K events so far — about 1,540 a day. History is forward-only; we record live and do not backfill Kalshi.
Unlike the daily above/below ladder, max-price markets stay open to surprise spikes: a liquidation cascade that tags a strike for one minute can resolve YES even if the window closes lower. That makes the book especially sensitive to volatility and leverage.
Join KXBTCMAX with Binance BTCUSDT and Polymarket BTC Up/Down windows to see whether Kalshi prices wick risk differently from end-of-window direction markets.
What moves KXBTCMAX
- Intraday wick risk on leveraged venues
- ETF-flow and macro headlines that trigger chase buying
- Time left in the window — odds collapse as the clock runs down without a tag
Schema
KXBTCMAX BTC Max Price fields and sample rows
The same columns are returned by the API and in Parquet and CSV files.
| Field | Type | Description |
|---|---|---|
| ts_ms | int64 | Exchange event time, Unix milliseconds |
| ticker | string | Full Kalshi market ticker |
| event_type | string | book_snapshot | book_delta | trade |
| side | string | buy / sell on trades; bid / ask on book events |
| yes_bid | number | Best YES bid, 0–1 dollars |
| yes_ask | number | Best YES ask, 0–1 dollars |
| volume | int64 | Contracts traded or resting at the level |
Sample rows
| ts_ms | ticker | event_type | side | yes_bid | yes_ask | volume |
|---|---|---|---|---|---|---|
| 1792944314731 | KXBTCMAX-26OCT26-T70000 | book_snapshot | bid | 0.42 | 0.46 | 1797 |
| 1792944315208 | KXBTCMAX-26OCT26-T72000 | trade | buy | 0.24 | 0.28 | 1210 |
| 1792944315623 | KXBTCMAX-26OCT26-T75000 | book_delta | ask | 0.09 | 0.12 | 1738 |
Illustrative rows for the KXBTCMAX series; tickers follow Kalshi's naming and prices are YES quotes in dollars (0–1).
Code
Pull KXBTCMAX BTC Max Price in Python, cURL or MCP
Market id: KXBTCMAX-26OCT26-T70000. Export AYMARDATA_API_KEY from your dashboard, then run the Python requests example.
import os
import requests
API = "https://api.aymardata.com/v1"
KEY = os.environ["AYMARDATA_API_KEY"] # export AYMARDATA_API_KEY=ad_live_…
H = {"Authorization": f"Bearer {KEY}", "User-Agent": "aymardata-docs/1.0"}
# KXBTCMAX: ten minutes of trades and book updates for one contract
trades = requests.get(
f"{API}/trades",
headers=H,
params={
"source": "kalshi",
"market": "KXBTCMAX-26OCT26-T70000",
"start": "2026-10-25T16:00:00Z",
"end": "2026-10-25T16:15:00Z",
"limit": 500,
},
timeout=30,
).json()["data"]
last = trades[-1]
print(last["ticker"], last["yes_bid"], last["yes_ask"])
book = requests.get(
f"{API}/book",
headers=H,
params={
"source": "kalshi",
"market": "KXBTCMAX-26OCT26-T70000",
"at": "2026-10-25T16:05:00Z",
"depth": 10,
},
timeout=30,
).json()
print(book.get("spread"), len(trades))FAQ
KXBTCMAX BTC Max Price: common questions
How is KXBTCMAX different from KXBTCD?
KXBTCD settles on a reference price at a fixed cut-off. KXBTCMAX settles on whether the high during the window touched or exceeded the strike, so a brief spike can decide it.
Which reference high is used?
The contract rules name the price source and window. Always read those before modelling settlement — sources can differ from Binance last trade.
What moves KXBTCMAX prices?
Intraday wick risk on leveraged venues; ETF-flow and macro headlines that trigger chase buying; and time left in the window — odds collapse as the clock runs down without a tag.
How much KXBTCMAX history is available?
Recording began 2026-10-01 and is forward-only. At the time of this page that is 25 days, 38.5K events and about 1,540 events a day.
How do I query KXBTCMAX data with the API?
Use market=<full ticker> such as KXBTCMAX-26OCT26-T70000 with source=kalshi on /v1/trades or /v1/book, or ask the MCP server for the series by name. The snippets on this page are ready to run with your API key.
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