Tick-by-tick trades and order-book depth for every Kalshi “Companies removed from SP500” contract — 171 trading days as downloadable day bundles, €1 per day.
Trades and USD turnover summed over every contract of the series across 29 captured days to 2026-09-07, from the recorded tick data — the per-day averages divide by the captured days.
A series-day bundle contains every Companies removed from SP500 contract that traded on Kalshi on that UTC day — 10 contract files on the latest covered day. Each file carries the full raw feed: every trade print with price, size and side, plus Level-2 order-book updates, in the same zstd-compressed schema as our crypto venues. Event contracts quote 0..1; turnover is USD-normalized.
Coverage runs March 2026 – September 2026 — 171 trading days, 8.01 MB compressed in total. A day typically holds 10 contract files (up to 12 on the busiest day, 1.83 MB). Pick individual days in the shop calendar for €1 each; delivery is an instant per-file download or one archive for the whole day.
Files, size and trades / USD turnover per UTC day, from the recorded tick data.
The 10 largest Companies removed from SP500 contract files recorded on 2026-09-07 with that day’s trades, USD turnover and last price per contract— every contract of the series is inside that day's bundle; single contracts can also be bought as individual day files.
| Contract | File | Trades | Turnover | Close | |
|---|---|---|---|---|---|
| KXSP500REMOVEQ-26OCT01-DLTR | 2.05 KB | 0 | $0 | — | buy file → |
| KXSP500REMOVEQ-26OCT01-TTD | 1.98 KB | 0 | $0 | 0.990 | buy file → |
| KXSP500REMOVEQ-26OCT01-INTC | 1.95 KB | 0 | $0 | 0.040 | buy file → |
| KXSP500REMOVEQ-26OCT01-DOW | 1.86 KB | 0 | $0 | — | buy file → |
| KXSP500REMOVEQ-26OCT01-LYB | 1.83 KB | 0 | $0 | — | buy file → |
| KXSP500REMOVEQ-26OCT01-DECK | 1.77 KB | 0 | $0 | 0.020 | buy file → |
| KXSP500REMOVEQ-26OCT01-NCLH | 1.70 KB |
Tick-by-tick trades and Level-2 order-book depth for every contract of the Companies removed from SP500 series on Kalshi (10 contract files on the latest day). One bundle = one UTC day of the whole series.
KXSP500REMOVEQ — every contract of the series carries this prefix in its ticker (followed by the event date and strike). Files in a day bundle are named by the full contract ticker, so a bundle holds every KXSP500REMOVEQ-* contract that traded that UTC day.
Coverage runs March 2026 – September 2026 — 171 trading days in total.
One zstd-compressed text file per contract per UTC day, in the same normalized schema as our crypto venues — see the market-data specification; free samples on the downloads page.
Yes — trades export as gzipped CSV or Parquet at no extra cost, with integer microsecond UTC timestamps that load straight into pandas, polars or DuckDB. Kalshi records full order-book depth without a separate BBO stream, so book data ships in the native tick file — the free reader script converts it locally. See the formats overview.
€1 per series-day bundle — every contract of the series for that day, with invoice on checkout. Buy it in the Data Shop.
| Buy day → |
| 2026-08-31 | 10 | 26.5 KB | 2 | $6.79 | Buy day → |
| 2026-08-30 | 10 | 21.5 KB | 2 | $0.11 | Buy day → |
| 2026-08-29 | 10 | 19.8 KB | 11 | $17.31 | Buy day → |
| 2026-08-28 | 10 | 19.2 KB | 1 | $0.65 | Buy day → |
| 2026-08-27 | 10 | 78.5 KB | 1 | $0.42 | Buy day → |
| 2026-08-26 | 10 | 51.3 KB | 3 | $69.56 | Buy day → |
| 2026-08-25 | 10 | 113 KB | 7 | $127.94 | Buy day → |
| 0 |
| $0 |
| 0.070 |
| buy file → |
| KXSP500REMOVEQ-26OCT01-SOLV | 1.69 KB | 0 | $0 | — | buy file → |
| KXSP500REMOVEQ-26OCT01-CHTR | 1.69 KB | 0 | $0 | — | buy file → |
| KXSP500REMOVEQ-26OCT01-HAS | 1.64 KB | 0 | $0 | 0.070 | buy file → |