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kalshi historical data / financials / KXSP500REMOVEQ
§financials

Companies removed from SP500, tick by tick.
Kalshi series KXSP500REMOVEQ: order book and trades, 2026-09-27 → 2026-10-23.

The order-book and trade history of Kalshi's Companies removed from SP500 series (a one-off event): 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 · ~310 kB per day · 8 MB on disk · 14 open markets
pull KXSP500REMOVEQ days →schemapricing

What a KXSP500REMOVEQ 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.

~10 kB per KXSP500REMOVEQ 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.

~285 kB per KXSP500REMOVEQ day
Tradeskalshi_trades

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

~3 kB per KXSP500REMOVEQ 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.

~13 kB per KXSP500REMOVEQ day

KXSP500REMOVEQ 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 AES be removed from the S&P 500 in Q4 2026?: AESKXSP500REMOVEQ-26DEC31-AEScloses 2027-01-01 04:59 UTC
Will A. O. Smith be removed from the S&P 500 in Q4 2026?: A. O. SmithKXSP500REMOVEQ-26DEC31-AOScloses 2027-01-01 04:59 UTC
Will Alexandria Real Estate be removed from the S&P 500 in Q4 2026?: Alexandria Real EstateKXSP500REMOVEQ-26DEC31-AREcloses 2027-01-01 04:59 UTC
Will Brown-Forman be removed from the S&P 500 in Q4 2026?: Brown-FormanKXSP500REMOVEQ-26DEC31-BFBcloses 2027-01-01 04:59 UTC
Will Deckers Outdoor be removed from the S&P 500 in Q4 2026?: Deckers OutdoorKXSP500REMOVEQ-26DEC31-DECKcloses 2027-01-01 04:59 UTC
Will Dow be removed from the S&P 500 in Q4 2026?: DowKXSP500REMOVEQ-26DEC31-DOWcloses 2027-01-01 04:59 UTC
Will Hasbro be removed from the S&P 500 in Q4 2026?: HasbroKXSP500REMOVEQ-26DEC31-HAScloses 2027-01-01 04:59 UTC
Will Hormel Foods be removed from the S&P 500 in Q4 2026?: Hormel FoodsKXSP500REMOVEQ-26DEC31-HRLcloses 2027-01-01 04:59 UTC
Will Kenvue be removed from the S&P 500 in Q4 2026?: KenvueKXSP500REMOVEQ-26DEC31-KVUEcloses 2027-01-01 04:59 UTC
Will LyondellBasell Industries be removed from the S&P 500 in Q4 2026?: LyondellBasell IndustriesKXSP500REMOVEQ-26DEC31-LYBcloses 2027-01-01 04:59 UTC
Will Norwegian Cruise Line be removed from the S&P 500 in Q4 2026?: Norwegian Cruise LineKXSP500REMOVEQ-26DEC31-NCLHcloses 2027-01-01 04:59 UTC
Will Paramount Skydance be removed from the S&P 500 in Q4 2026?: Paramount SkydanceKXSP500REMOVEQ-26DEC31-PSKYcloses 2027-01-01 04:59 UTC

Coverage notes for KXSP500REMOVEQ

  • 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 KXSP500REMOVEQ 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 KXSP500REMOVEQ-.
  • 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 KXSP500REMOVEQ, every table, is about 9 MB. Bought for Kalshi, Starter ($29/mo) carries top of book, trades and the ticker for every series plus one series of your choice, KXSP500REMOVEQ 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: KXSP500REMOVEQ at full depth →L10: every series at 10 levelsL25: every series, 25 levelsfree sample day

Other financials series on Kalshi

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