S&P 500 Prediction Market Data — Kalshi
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). 718 series-days covering March 2026 – present; 226.7K trades · $10.6M turnover over the last 30 captured days. Every contract captured co-located with nanosecond venue and receive timestamps — sold as day bundles, €1 per day, bought as a guest with instant download.
S&P 500 on Kalshi
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.
Most traded S&P 500 series (last 30 days)
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 | 212,876 | $10.5M | 28 | Buy days |
| 2 | S&P 500 range | Kalshi | 8,701 | $78.8K | 30 | Buy days |
| 3 | S&P 500 yearly range | Kalshi | 4,652 | $52.0K | 30 | Buy days |
| 4 | INXDIRY | Kalshi | 479 | $6.7K | 30 | Buy days |
Trades and USD turnover summed over every contract of the series, from the recorded tick data; 30 days to 2026-09-22. Series without statistics in the window are omitted.
S&P 500 — development since capture
712,494 trades and $35.3M of USD turnover across 4 series since 2026-07-08; busiest single series-day 2026-08-03 with $1.6M, biggest contract KXINXU-26AUG13H1600-T7779.9999 (2026-08-13, $101.6K).
| Month | Series active | Days | Trades | Turnover (USD) | Avg / day | Contracts traded | L2 updates | vs previous month |
|---|---|---|---|---|---|---|---|---|
| Sep 2026 (month to date) | 4 | 22 | 167,950 | $7.5M | $338.7K | 5,592 | 119.6M | — |
| Aug 2026 | 4 | 31 | 300,107 | $14.7M | $474.4K | 5,330 | 108.2M | — |
| Jul 2026 | 2 | 24 | 244,437 | $13.1M | $546.3K | — | — | — |
S&P 500 series — trades and USD turnover summed per calendar month (UTC) over every contract, from our own daily statistics of the recorded tick data. Days = captured UTC days; a partial month shows no month-over-month change. Contracts traded and L2 (order-book) updates exist for days captured with the extended statistics.
S&P 500 — how the contracts resolved, last 14 days
Of 2,203 resolved S&P 500 contracts over the 14 captured days to 2026-09-22, 58 % closed Yes and 42 % closed No by their last print — 92,154 trades and $4.5M of turnover, about 32 trades per contract.
| UTC day | Contracts | Closed Yes | Closed No | Yes share | Trades / contract | Turnover / contract | Turnover |
|---|---|---|---|---|---|---|---|
| 2026-09-22 | 129 | 41 | 50 | 45 % | 55 | $3.3K | $421.9K |
| 2026-09-21 | 223 | 137 | 27 | 84 % | 54 | $2.9K | $639.7K |
| 2026-09-20 | 92 | 2 | 17 | 11 % | 8 | $38.88 | $3.6K |
| 2026-09-19 | 21 | 1 | 0 | 100 % | 15 | $24.25 | $509.32 |
| 2026-09-18 | 233 | 109 | 88 | 55 % | 28 | $1.6K | $369.1K |
| 2026-09-17 | 10 | 6 | 2 | 75 % | 318 | $18.1K | $181.3K |
| 2026-09-16 | 343 | 140 | 114 | 55 % | 29 | $1.3K | $429.5K |
| 2026-09-15 | 281 | 101 | 146 | 41 % | 30 | $1.7K | $485.2K |
| 2026-09-14 | 400 | 191 | 122 | 61 % | 28 | $1.4K | $570.5K |
| 2026-09-13 | 37 | 1 | 2 | 33 % | 4 | $70.24 | $2.6K |
| 2026-09-12 | 16 | 3 | 0 | 100 % | 2 | $29.72 | $475.56 |
| 2026-09-11 | 362 | 265 | 64 | 81 % | 27 | $771.21 | $279.2K |
| 2026-09-10 | 372 | 116 | 154 | 43 % | 32 | $1.9K | $695.8K |
| 2026-09-09 | 385 | 173 | 131 | 57 % | 28 | $1.0K | $392.4K |
| Total | 2,904 | 1,286 | 917 | 58 % | 32 | $1.5K | $4.5M |
Outcome implied by each contract's last recorded print (≥ 0.97 = Yes, ≤ 0.03 = No; the rest still open at the last print) — venues publish the official results, we record the market. Every contract of the day is counted for this series; trades and USD turnover come from the tick archive.
S&P 500 — turnover by weekday
Thursdays are the busiest day at about $522.1K of USD turnover, averaged over the captured days of the last 30.
| Weekday (UTC) | Avg turnover / day | USD | Avg trades | Days |
|---|---|---|---|---|
| Monday | $516.0K | 9.8K | 5 | |
| Tuesday | $454.7K | 10.1K | 5 | |
| Wednesday | $502.5K | 11.4K | 4 | |
| Thursday | $522.1K | 10.9K | 4 | |
| Friday | $402.6K | 8.9K | 4 | |
| Saturday | $1.9K | 239.75 | 4 | |
| Sunday | $4.4K | 442.5 | 4 |
S&P 500 series — average USD turnover and trades per weekday over the captured days of the last 30, from our own daily statistics; weekdays without a captured day show —.
Rising S&P 500 series — 30 days vs the 30 before
| # | Series | Venue | Turnover (30d) | Prior 30d | Growth (avg / day) | Trades (30d) |
|---|---|---|---|---|---|---|
| 1 | S&P 500 above/below | Kalshi | $10.5M | $15.2M | −26.4 % | 212,876 |
| 2 | S&P 500 yearly range | Kalshi | $52.0K | $50.0K | −48.0 % | 4,652 |
| 3 | S&P 500 range | Kalshi | $78.8K | $825.7K | −90.8 % | 8,701 |
Growth of average USD turnover per captured day, the 30 days to 2026-09-22 against the 30 days before; series need ≥ 10 captured days in both windows and ≥ $10K of turnover in the current one. From our own daily statistics.
S&P 500 prediction markets — trades and turnover per day
Every captured UTC day of the last 30, summed over the 4 S&P 500 series — how much these markets trade day by day, from our own tick capture.
| UTC day | Series with stats | Contracts traded | Trades | Turnover | Buy share | L2 updates |
|---|---|---|---|---|---|---|
| 2026-09-22 | 4 | 163 | 7,505 | $427.3K | 49 % | 6.5M |
| 2026-09-21 | 4 | 261 | 12,479 | $645.6K | 55 % | 5.3M |
| 2026-09-20 | 4 | 113 | 883 | $5.1K | 31 % | 786.0K |
| 2026-09-19 | 4 | 32 | 499 | $1.7K | 80 % | 766.6K |
| 2026-09-18 | 4 | 255 | 6,900 | $372.4K | 44 % | 3.8M |
| 2026-09-17 | 4 | 459 | 11,128 | $463.1K | 46 % | 5.0M |
| 2026-09-16 | 4 | 387 | 10,845 | $438.5K | 54 % | 7.0M |
| 2026-09-15 | 4 | 309 | 8,915 | $487.7K | 35 % | 8.2M |
| 2026-09-14 | 4 | 435 | 12,043 | $576.0K | 46 % | 10.9M |
| 2026-09-13 | 4 | 67 | 333 | $3.5K | 52 % | 585.0K |
| 2026-09-12 | 4 | 30 | 91 | $1.3K | 94 % | 297.0K |
| 2026-09-11 | 4 | 387 | 10,279 | $284.2K | 50 % | 9.0M |
| 2026-09-10 | 4 | 418 | 12,513 | $701.1K | 57 % | 8.7M |
| 2026-09-09 | 4 | 425 | 11,186 | $396.0K | 60 % | 7.8M |
| 2026-09-08 | 4 | 422 | 11,227 | $432.1K | 68 % | 9.4M |
| 2026-09-07 | 4 | 63 | 1,119 | $7.7K | 71 % | 1.8M |
| 2026-09-06 | 3 | 17 | 130 | $1.6K | 83 % | 235.3K |
| 2026-09-05 | 3 | 26 | 164 | $1.9K | 87 % | 268.8K |
| 2026-09-04 | 4 | 228 | 10,660 | $524.2K | 54 % | 7.2M |
| 2026-09-03 | 4 | 343 | 13,618 | $654.7K | 58 % | 7.9M |
| 2026-09-02 | 4 | 512 | 13,915 | $625.9K | 52 % | 10.2M |
| 2026-09-01 | 4 | 240 | 11,518 | $399.8K | 54 % | 8.2M |
| 2026-08-31 | 4 | 299 | 12,712 | $729.2K | 66 % | 6.9M |
| 2026-08-30 | 4 | 102 | 424 | $7.3K | 54 % | 952.5K |
| 2026-08-29 | 4 | 30 | 205 | $2.5K | 94 % | 460.4K |
| 2026-08-28 | 4 | 233 | 7,707 | $429.6K | 69 % | 6.3M |
| 2026-08-27 | 4 | 285 | 6,201 | $269.7K | 70 % | 3.0M |
| 2026-08-26 | 4 | 201 | 9,460 | $549.6K | 68 % | 4.4M |
| 2026-08-25 | 4 | 222 | 11,447 | $526.8K | 63 % | 6.2M |
| 2026-08-24 | 4 | 236 | 10,602 | $621.4K | 58 % | 6.4M |
Per UTC day, summed over every S&P 500 series that has statistics for that day, from every trade print of every contract in our tick archive. Trades and USD turnover are exact; contracts traded, buy share and L2 (order-book) updates exist for days captured with the extended statistics — earlier days show —.
Most traded S&P 500 contracts on 2026-09-22
The single event contracts with the most USD turnover on the newest captured day — with open and close price and the outcome implied by the last print.
| Contract | Series | Venue | Open → Close | Implied outcome | Trades | Turnover | |
|---|---|---|---|---|---|---|---|
| KXINXU-26SEP22H1600-T7744.9999 | S&P 500 above/below | Kalshi | 0.730 → 0.960 | open | 130 | $32.2K | buy file → |
| KXINXU-26SEP22H1600-T7769.9999 | S&P 500 above/below | Kalshi | 0.490 → 0.050 | open | 775 | $28.2K | buy file → |
| KXINXU-26SEP22H1000-T7769.9999 | S&P 500 above/below | Kalshi | 0.490 → 0.010 | No | 398 | $28.0K | buy file → |
| KXINXU-26SEP22H1600-T7774.9999 | S&P 500 above/below | Kalshi | 0.420 → 0.010 | No | 513 | $27.4K | buy file → |
| KXINXU-26SEP22H1600-T7754.9999 | S&P 500 above/below | Kalshi | 0.620 → 0.990 | Yes | 83 | $26.7K | buy file → |
| KXINXU-26SEP22H1100-T7764.9999 | S&P 500 above/below | Kalshi | 0.650 → 0.630 | open | 446 | $24.7K | buy file → |
| KXINXU-26SEP22H1000-T7764.9999 | S&P 500 above/below | Kalshi | 0.580 → 0.990 | Yes | 153 | $20.9K | buy file → |
| KXINXU-26SEP22H1400-T7764.9999 | S&P 500 above/below | Kalshi | 0.530 → 0.990 | Yes | 286 | $20.2K | buy file → |
| KXINXU-26SEP22H1600-T7759.9999 | S&P 500 above/below | Kalshi | 0.630 → 0.990 | Yes | 158 | $19.8K | buy file → |
| KXINXU-26SEP22H1200-T7754.9999 | S&P 500 above/below | Kalshi | 0.860 → 0.980 | Yes | 128 | $19.3K | buy file → |
Single contracts ranked by USD turnover on 2026-09-22 (UTC), from every trade print in our tick archive. Prices quote 0..1; the implied outcome reads the last print of the day (≥ 0.97 Yes/Up, ≤ 0.03 No/Down) — venues publish the official result. Each contract’s day file is sold individually, the whole series day as a bundle.
Kalshi S&P 500 series
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 | 199 | March 2026 – present | 15.0 GB | €1 | Buy days |
| S&P 500 range | Kalshi | daily | 199 | March 2026 – present | 1.26 GB | €1 | Buy days |
| S&P 500 yearly range | Kalshi | annual | 203 | March 2026 – present | 390 MB | €1 | Buy days |
| INXDIRY | Kalshi | annual | 117 | May 2026 – present | 361 MB | €1 | Buy days |
Why buy S&P 500 prediction-market data here
Four things every page on this site is built on — and the reason the numbers above exist at all.
We record everything
The complete public feed of each venue as it was published: every Level-2 snapshot and update at the venue's full book depth, every trade with its aggressor side, every quote, funding, mark-price and liquidation event — for every instrument the venue lists, every UTC day since we added the venue. Nothing sampled, no top-N cut, no on-demand capture.
Institutional grade
Captured co-located at the venue with the exchange timestamp and our receive timestamp in integer nanoseconds, an event-id chain that makes any gap visible, and one normalized schema across 35+ venues — the same capture our own high-frequency trading engine and enterprise feeds run on.
€1 per instrument-day
Any instrument-day is €1, series-day bundles start at €1 — no subscription, no minimum order, no tiers to unlock. Credit packs lower the effective price and never expire, and every venue has free full-day samples to test against first.
Self-service for everyone
Pick the days in the Data Shop, pay by card as a guest and download immediately — no sales call, no enterprise contract, no KYC. Coding agents buy the same files through the MCP server, and the free Agent Skill teaches them the format.
S&P 500 prediction-market data — FAQ
Does Kalshi have S&P 500 markets?
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.
How is S&P 500 prediction-market data sold?
One purchase covers every contract of the series for one UTC day — every trade print and the complete Level-2 book per contract, captured co-located with nanosecond timestamps — €1 per series-day, bought as a guest with instant download.
How far back does the S&P 500 data go?
Coverage runs March 2026 – present — 718 series-days across 4 series on Kalshi. Each series page lists its exact span.
Can I get S&P 500 prediction-market data as CSV or Parquet?
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.
How much does S&P 500 prediction-market data cost?
€1 per series-day bundle — every contract of the series for that UTC day — no subscription, no minimum order. Pick days in the shop calendar, pay as a guest, download immediately.
Do I need an account or a sales call?
No. Pick the S&P 500 series-days in the Data Shop, pay by card as a guest and download immediately — no subscription, no minimum order, no KYC, no enterprise contract, no sales call. Coding agents buy the same bundles through the MCP server.
How is the S&P 500 data captured?
Co-located at the venue, message by message: every Level-2 update and every trade print carries the exchange timestamp and our receive timestamp in integer nanoseconds, an event-id chain makes any gap visible, and one normalized schema across 35+ venues means a parser written for Binance reads these files unchanged. It is the same capture our own high-frequency trading engine runs on — nothing sampled, no top-N cut.
What was the busiest S&P 500 trading day?
2026-08-03 — $1.6M of USD turnover over 23,008 trades in a single series-day. Since our statistics began on 2026-07-08, 4 S&P 500 series recorded 712,494 trades and $35.3M in total; the biggest single contract was KXINXU-26AUG13H1600-T7779.9999 on 2026-08-13 at $101.6K. Thursdays are the busiest weekday at about $522.1K per day.
How often did S&P 500 contracts resolve Yes vs No recently?
58 % of 2,203 resolved contracts closed Yes and 42 % closed No by their last recorded print over the 14 captured days to 2026-09-22, about 32 trades per contract. Implied from the market (≥ 0.97 / ≤ 0.03), not the official settlement.