Kalshi KXGASS: Henry Hub natural gas price levels — order book & trade data
24.2K book and trade events for Kalshi's henry hub natural gas price levels markets, recorded live since 2026-10-01 — about 968 events a day.
Coverage
KXGASS Natural Gas 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
24,200
≈ 24.2K as of 2026-10-25
Avg events / day
968
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 KXGASS Natural Gas?
KXGASS prices Henry Hub natural-gas levels: weather-driven demand and storage reports create sharp ladder moves that look nothing like the equity or crypto series. AymarData has been recording the KXGASS series since 2026-10-01 and holds 24.2K events so far — about 968 a day. History is forward-only; we record live and do not backfill Kalshi.
Gas is a weather market in disguise. Storage builds, heating-degree-day forecasts and hurricane risks reprice the ladder faster than most Kalshi series, and liquidity thins when the underlying futures gap overnight.
Pair KXGASS with KXWEATHER and KXOIL to study how Kalshi prices commodity weather risk versus oil risk, and use the spike-shaped activity series as a filter for release and storm days.
What moves KXGASS
- Weekly storage reports and injection/withdrawal surprises
- Multi-day temperature forecasts for the US Northeast and Midwest
- Hurricane and pipeline outage headlines
Schema
KXGASS Natural Gas 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 |
|---|---|---|---|---|---|---|
| 1792679408117 | KXGASS-26OCT26-T2.8 | book_snapshot | bid | 0.68 | 0.72 | 1519 |
| 1792679408683 | KXGASS-26OCT26-T3.0 | trade | buy | 0.44 | 0.48 | 819 |
| 1792679410265 | KXGASS-26OCT26-T3.2 | book_delta | ask | 0.21 | 0.25 | 3304 |
Illustrative rows for the KXGASS series; tickers follow Kalshi's naming and prices are YES quotes in dollars (0–1).
Code
Pull KXGASS Natural Gas in Python, cURL or MCP
Market id: KXGASS-26OCT26-T2.8. 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"}
# KXGASS: ten minutes of trades and book updates for one contract
trades = requests.get(
f"{API}/trades",
headers=H,
params={
"source": "kalshi",
"market": "KXGASS-26OCT26-T2.8",
"start": "2026-10-22T14:25:00Z",
"end": "2026-10-22T14:35:00Z",
"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": "KXGASS-26OCT26-T2.8",
"at": "2026-10-22T14:30:00Z",
"depth": 10,
},
timeout=30,
).json()
print(book.get("spread"), len(trades))FAQ
KXGASS Natural Gas: common questions
Why is KXGASS more spiky than KXOIL?
Natural gas reacts harder to short-horizon weather revisions and storage prints, so a few days dominate the event count while quiet weeks produce almost nothing.
What settlement source should I assume?
Contract rules point at the listed Henry Hub reference. Confirm the exact print and time in the market terms before you build a settlement model.
What moves KXGASS prices?
Weekly storage reports and injection/withdrawal surprises; multi-day temperature forecasts for the US Northeast and Midwest; and hurricane and pipeline outage headlines.
How much KXGASS history is available?
Recording began 2026-10-01 and is forward-only. At the time of this page that is 25 days, 24.2K events and about 968 events a day.
How do I query KXGASS data with the API?
Use market=<full ticker> such as KXGASS-26OCT26-T2.8 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.
Backtest KXGASS Natural Gas with real tick data
Get an API key, pull your first window and join it with the other sources in the catalog.