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kalshi historical data / financials / KXINXY
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S&P 500 yearly range, tick by tick.
Kalshi series KXINXY: order book and trades, 2026-09-27 → 2026-10-23.

The order-book and trade history of Kalshi's S&P 500 yearly range series (a new event every year): 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.

27 days2026-09-27 → 2026-10-23 · every day since its first · ~992 kB per day · 26 MB on disk · 59 open markets
pull KXINXY days →schemapricing

What a KXINXY day contains

Four parquet files per day, every market of the series in each. Sizes are this series' own averages over its 27 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.

~100 kB per KXINXY 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.

~740 kB per KXINXY day
Tradeskalshi_trades

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

~44 kB per KXINXY 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.

~108 kB per KXINXY day

KXINXY 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 4000 and 4199.99 on Dec 31, 2026 at 4pm EST?: 4,000 to 4,199.99KXINXY-26DEC31H1600-B4100closes 2026-12-31 21:00 UTC
Will the S&P 500 be between 4200 and 4399.99 on Dec 31, 2026 at 4pm EST?: 4,200 to 4,399.99KXINXY-26DEC31H1600-B4300closes 2026-12-31 21:00 UTC
Will the S&P 500 be between 4400 and 4599.99 on Dec 31, 2026 at 4pm EST?: 4,400 to 4,599.99KXINXY-26DEC31H1600-B4500closes 2026-12-31 21:00 UTC
Will the S&P 500 be between 4600 and 4799.99 on Dec 31, 2026 at 4pm EST?: 4,600 to 4,799.99KXINXY-26DEC31H1600-B4700closes 2026-12-31 21:00 UTC
Will the S&P 500 be between 4800 and 4999.99 on Dec 31, 2026 at 4pm EST?: 4,800 to 4,999.99KXINXY-26DEC31H1600-B4900closes 2026-12-31 21:00 UTC
Will the S&P 500 be between 5000 and 5199.99 on Dec 31, 2026 at 4pm EST?: 5,000 to 5,199.99KXINXY-26DEC31H1600-B5100closes 2026-12-31 21:00 UTC
Will the S&P 500 be between 5200 and 5399.99 on Dec 31, 2026 at 4pm EST?: 5,200 to 5,399.99KXINXY-26DEC31H1600-B5300closes 2026-12-31 21:00 UTC
Will the S&P 500 be between 5400 and 5599.99 on Dec 31, 2026 at 4pm EST?: 5,400 to 5,599.99KXINXY-26DEC31H1600-B5500closes 2026-12-31 21:00 UTC
Will the S&P 500 be between 5600 and 5799.99 on Dec 31, 2026 at 4pm EST?: 5,600 to 5,799.99KXINXY-26DEC31H1600-B5700closes 2026-12-31 21:00 UTC
Will the S&P 500 be between 5800 and 5999.99 on Dec 31, 2026 at 4pm EST?: 5,800 to 5,999.99KXINXY-26DEC31H1600-B5900closes 2026-12-31 21:00 UTC
Will the S&P 500 be between 6000 and 6199.99 on Dec 31, 2026 at 4pm EST?: 6,000 to 6,199.99KXINXY-26DEC31H1600-B6100closes 2026-12-31 21:00 UTC
Will the S&P 500 be between 6200 and 6399.99 on Dec 31, 2026 at 4pm EST?: 6,200 to 6,399.99KXINXY-26DEC31H1600-B6300closes 2026-12-31 21:00 UTC

Coverage notes for KXINXY

  • 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 KXINXY 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 KXINXY-.
  • 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 KXINXY, every table, is about 29 MB. Bought for Kalshi, Starter ($29/mo) carries top of book, trades and the ticker for every series plus one series of your choice, KXINXY 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: KXINXY at full depth →L10: every series at 10 levelsL25: every series, 25 levelsfree sample day

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