▌tickfoundry
capture livesign inget the data →
kalshi historical data / financials / KXINX
§financials

S&P 500 range, tick by tick.
Kalshi series KXINX: order book and trades, 2026-09-27 → 2026-10-22.

The order-book and trade history of Kalshi's S&P 500 range series (new markets every day): top of book on every change, the 25-level book on every change in YES terms, every trade with the taker's side, and Kalshi's own ticker, with exchange timestamps to the millisecond. Captured by us from Kalshi's websocket on two independent legs and checked against the exchange's own book snapshots.

26 days2026-09-27 → 2026-10-22 · every day since its first · ~4 MB per day · 106 MB on disk · 60 open markets
pull KXINX days →schemapricing

What a KXINX day contains

Four parquet files per day, every market of the series in each. Sizes are this series' own averages over its 26 days on disk.

Top of book (every change)kalshi_l1

Best YES bid and ask with sizes and the spread, one row whenever either changed, derived tick by tick from the rebuilt book: not Kalshi's conflated ticker.

~535 kB per KXINX day
Order book, 25 levels, every changekalshi_l2

The whole ladder after every book event, in YES terms (the NO bids become the asks, at their sizes), 25 levels a side: wide columns bid_px_1 … ask_sz_25, plus the exchange's own hourly snapshots. Each row is self-contained, so you can start reading mid-day.

~3 MB per KXINX day
Tradeskalshi_trades

Every trade: YES and NO price, size in contracts, the taker's side, block-trade flag, trade id.

~37 kB per KXINX day
Kalshi ticker (~1 s)kalshi_ticker

Kalshi's own ticker feed, about one update a second per market: last price, YES bid/ask with sizes, cumulative volume and open interest in contracts and dollars.

~332 kB per KXINX day

KXINX markets

The 12 closing nearest to now, from Kalshi's daily market list. Each is a row key (market_ticker) in every table, captured from the day it opens until it settles.

Will the S&P 500 be between 7375 and 7399.9999 on Oct 23, 2026 at 4pm EDT?: 7,375 to 7,399.9999KXINX-26OCT23H1600-B7387closed 2026-10-23 20:00 UTC
Will the S&P 500 be between 7400 and 7424.9999 on Oct 23, 2026 at 4pm EDT?: 7,400 to 7,424.9999KXINX-26OCT23H1600-B7412closed 2026-10-23 20:00 UTC
Will the S&P 500 be between 7425 and 7449.9999 on Oct 23, 2026 at 4pm EDT?: 7,425 to 7,449.9999KXINX-26OCT23H1600-B7437closed 2026-10-23 20:00 UTC
Will the S&P 500 be between 7450 and 7474.9999 on Oct 23, 2026 at 4pm EDT?: 7,450 to 7,474.9999KXINX-26OCT23H1600-B7462closed 2026-10-23 20:00 UTC
Will the S&P 500 be between 7475 and 7499.9999 on Oct 23, 2026 at 4pm EDT?: 7,475 to 7,499.9999KXINX-26OCT23H1600-B7487closed 2026-10-23 20:00 UTC
Will the S&P 500 be between 7500 and 7524.9999 on Oct 23, 2026 at 4pm EDT?: 7,500 to 7,524.9999KXINX-26OCT23H1600-B7512closed 2026-10-23 20:00 UTC
Will the S&P 500 be between 7525 and 7549.9999 on Oct 23, 2026 at 4pm EDT?: 7,525 to 7,549.9999KXINX-26OCT23H1600-B7537closed 2026-10-23 20:00 UTC
Will the S&P 500 be between 7550 and 7574.9999 on Oct 23, 2026 at 4pm EDT?: 7,550 to 7,574.9999KXINX-26OCT23H1600-B7562closed 2026-10-23 20:00 UTC
Will the S&P 500 be between 7575 and 7599.9999 on Oct 23, 2026 at 4pm EDT?: 7,575 to 7,599.9999KXINX-26OCT23H1600-B7587closed 2026-10-23 20:00 UTC
Will the S&P 500 be between 7600 and 7624.9999 on Oct 23, 2026 at 4pm EDT?: 7,600 to 7,624.9999KXINX-26OCT23H1600-B7612closed 2026-10-23 20:00 UTC
Will the S&P 500 be between 7625 and 7649.9999 on Oct 23, 2026 at 4pm EDT?: 7,625 to 7,649.9999KXINX-26OCT23H1600-B7637closed 2026-10-23 20:00 UTC
Will the S&P 500 be between 7650 and 7674.9999 on Oct 23, 2026 at 4pm EDT?: 7,650 to 7,674.9999KXINX-26OCT23H1600-B7662closed 2026-10-23 20:00 UTC

Coverage notes for KXINX

  • First day on disk: 2026-09-27. That is the day our Kalshi capture began, not the series' launch. New days are added daily.
  • Trades before 2026-09-27. Kalshi's historical API has no tick-level order book, so earlier KXINX trades are in the whole-exchange trades history (from 2021-06-30, one file a day): filter market_ticker to this series' markets, which start with KXINX-.
  • The first day starts at 11:00 UTC. Our capture began at 11:00 UTC on 27 September 2026: 13 hours that day, not 24, and no CF Benchmarks index file (that capture starts on the 28th).
  • A book-quality dip on 2026-09-29. During a pipeline cutover 10,255 exchange snapshots disagreed with the rebuilt book (41 to 1,378 on every other day) and 16,678 negative levels were clamped to zero. The book resynchronises at every exchange snapshot; trades and ticker are unaffected.
  • Every bundle ships a README with the schemas and, per day, how often the rebuilt book matched the exchange's own snapshots, for your exact range.

Pricing

A month of KXINX, every table, is about 122 MB. Bought for Kalshi, Starter ($29/mo) carries top of book, trades and the ticker for every series plus one series of your choice, KXINX if you like, at full book depth; L10 ($49/mo) carries every series' book at 10 levels and L25 ($99/mo) the full 25-level book. Each includes 7 days before you join and every day after. Any free account can pull 2026-10-07, any series, up to 1.0 GB.

Starter: KXINX at full depth →L10: every series at 10 levelsL25: every series, 25 levelsfree sample day

Other financials series on Kalshi

Nasdaq above/belowS&P 500 above/belowDJI HourlyFifteen-min USDJPY15-minute GBPUSD15-minute EURUSD15-minute AUDUSD15-minute USDCADS&P 500 max yearlyUSD/JPY daily rangeEUR/USD daily rangeElon Musk net worth on [date]30Y how high monthlyUST 10 Year DailyINXDUD10Y how high monthlyFear and Greed indexUSDJPY WeeklyCompany MergerINXDIRY… the whole venue