Tick-by-tick trades and L2 order-book depth for 14 Stock Indices series on Kalshi — S&P 500 and Nasdaq above/below and range, DJI Hourly, Nikkei (NKY) Hourly. 1,980 series-days covering March 2026 – September 2026; 455.7K trades · $20.0M turnover in the 30 days to 2026-09-02. Sold as day bundles from €1.
S&P 500, Nasdaq-100, Dow Jones and Nikkei index 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 | 279,373 | $13.3M | 30 | Buy days |
| 2 | Nasdaq above/below | Kalshi | 112,533 | $5.6M | 30 | Buy days |
| 3 | S&P 500 range | Kalshi | 15,689 | $734.0K | 30 | Buy days |
| 4 | Nasdaq range | Kalshi | 4,107 | $241.1K | 30 | Buy days |
| 5 | DJI Hourly | Kalshi | 36,881 | $132.7K | 30 | Buy days |
| 6 | S&P 500 yearly range | Kalshi | 4,315 | $64.6K | 23 | Buy days |
| 7 | Nasdaq yearly range | Kalshi | 1,428 | $15.2K | 23 | Buy days |
| 8 | NKY Hourly | Kalshi | 287 | $10.2K | 21 | Buy days |
| 9 | INXDIRY | Kalshi | 297 | $9.2K | 23 | Buy days |
| 10 | Companies added to SP500 | Kalshi | 401 | $6.1K | 23 | 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 | |
|---|---|---|---|---|---|---|---|
| Nasdaq above/below | Kalshi | 1h | 183 | March 2026 – September 2026 | 17.2 GB | €1 | Buy days |
| S&P 500 above/below | Kalshi | 1h | 183 | March 2026 – September 2026 | 12.8 GB | €1 | Buy days |
| S&P 500 range | Kalshi | daily | 181 | March 2026 – September 2026 | 1.18 GB | €1 | Buy days |
| Nasdaq range | Kalshi | daily | 181 | March 2026 – September 2026 | 989 MB | €1 | Buy days |
| DJI Hourly | Kalshi | event | 51 | July 2026 – September 2026 | 550 MB | €1 | Buy days |
| Nasdaq yearly range | Kalshi | annual | 185 | March 2026 – September 2026 | 350 MB | €1 | Buy days |
| S&P 500 yearly range | Kalshi | annual | 185 | March 2026 – September 2026 | 340 MB | €1 | Buy days |
| NDQDIRY | Kalshi | annual | 99 | May 2026 – September 2026 | 318 MB | €1 | Buy days |
| INXDIRY | Kalshi | annual | 99 | May 2026 – September 2026 | 299 MB | €1 | Buy days |
| Nasdaq max yearly | Kalshi | annual | 185 | March 2026 – September 2026 | 45.6 MB | €1 | Buy days |
| Companies added to SP500 | Kalshi | event | 185 | March 2026 – September 2026 | 35.0 MB | €1 | Buy days |
| Companies removed from SP500 | Kalshi | event | 168 | March 2026 – September 2026 | 7.97 MB | €1 | Buy days |
| NKY Hourly | Kalshi | 1h | 23 | August 2026 – September 2026 | 7.53 MB | €1 | Buy days |
| Companies removed from DJIA | Kalshi | event | 72 | June 2026 – September 2026 | 5.89 MB | €1 | Buy days |
S&P 500 and Nasdaq-100 above/below and range series, DJI Hourly and NKY (Nikkei 225) Hourly.
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 — 1,980 series-days across 14 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.