Tick-by-tick trades and L2 order-book depth for 4 S&P 500 series on Kalshi — S&P 500 above/below (KXINXU), S&P 500 range (KXINX). 640 series-days covering March 2026 – September 2026; 271.2K trades · $12.9M turnover in the 30 days to 2026-09-02. Sold as day bundles from €1.
Kalshi S&P 500 above/below and range contracts.
Every series below is archived at full feed resolution — each contract file carries every trade print (price, size, side) and Level-2 order-book updates in one normalized, zstd-compressed schema. A series-day bundle holds all contracts of the series for one UTC day.
Ranked by USD turnover from our own daily statistics — the series a market maker or bot builder should start with.
| # | Series | Venue | Trades (30d) | Turnover (30d) | Days | |
|---|---|---|---|---|---|---|
| 1 | S&P 500 above/below | Kalshi | 256,628 | $12.1M | 28 | Buy days |
| 2 | S&P 500 range | Kalshi | 14,553 | $724.7K | 28 | Buy days |
Trades and USD turnover summed over every contract of the series, from the recorded tick data; 30 days to 2026-09-02. Series without statistics in the window are omitted.
Largest archive first. Each series page lists its exact coverage, day count and recent days; day bundles are bought in the shop calendar.
| Series | Venue | Interval | Days | Coverage | Size | Price/day | |
|---|---|---|---|---|---|---|---|
| S&P 500 above/below | Kalshi | 1h | 181 | March 2026 – September 2026 | 12.4 GB | €1 | Buy days |
| S&P 500 range | Kalshi | daily | 179 | March 2026 – September 2026 | 1.17 GB | €1 | Buy days |
| S&P 500 yearly range | Kalshi | annual | 183 | March 2026 – September 2026 | 334 MB | €1 | Buy days |
| INXDIRY | Kalshi | annual | 97 | May 2026 – September 2026 | 290 MB | €1 | Buy days |
Yes — S&P 500 above/below (KXINXU) and S&P 500 range (KXINX) contracts on the index close; both are archived with tick-level trades and order books.
One purchase covers every contract of a series for one UTC day — tick-by-tick trades plus Level-2 order-book updates per contract — typically €1 per series-day.
Coverage runs March 2026 – September 2026 — 640 series-days across 4 series on Kalshi. Each series page lists its exact span.
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.
Typically €1 per series-day bundle — every contract of the series for that UTC day, with invoice on checkout. Pick days in the shop calendar.