Kalshi KXEARNINGS: Company earnings beats and misses — order book & trade data
38.5K book and trade events for Kalshi's company earnings beats and misses markets, recorded live since 2026-10-01 — about 1,540 events a day.
Coverage
KXEARNINGS Company Earnings data coverage
What is recorded, how often it updates and how much there is.
Recording since
2026-10-01
25 days so far · no backfill
Events recorded
38,500
≈ 38.5K as of 2026-10-25
Avg events / day
1,540
book snapshot · book delta · trade
Update frequency
Order-book snapshots, deltas and trades streamed in real time
Daily activity · last 25 days
Indicative daily event volume, last 25 days to 2026-10-25. Shape modeled from collector stats; mean matches the average events/day above.
About this market
What is KXEARNINGS Company Earnings?
KXEARNINGS prices whether a named company will beat or miss consensus earnings on report day — a short-lived market that is quiet until the release window and then settles within minutes. AymarData has been recording the KXEARNINGS series since 2026-10-01 and holds 38.5K events so far — about 1,540 a day. History is forward-only; we record live and do not backfill Kalshi.
Each listing is tied to a ticker, a report date and a consensus threshold. Pre-market and after-hours sessions matter most: the book thins as the print approaches, then converges to 0 or 100 once the company reports. Volume concentrates on mega-cap names and high-profile AI or semiconductor prints.
Use KXEARNINGS for event studies around individual reports: align book updates to the release timestamp, measure how far pre-print prices were from the outcome, and compare with equity-index series (INXD, KXSPX) for spillover.
What moves KXEARNINGS
- Whisper-number drift and analyst revisions in the final 48 hours
- Same-sector peers reporting earlier in the week
- The earnings release and guidance, which settle the market almost immediately
Schema
KXEARNINGS Company Earnings fields and sample rows
The same columns are returned by the API and in Parquet and CSV files.
| Field | Type | Description |
|---|---|---|
| ts_ms | int64 | Exchange event time, Unix milliseconds |
| ticker | string | Full Kalshi market ticker |
| event_type | string | book_snapshot | book_delta | trade |
| side | string | buy / sell on trades; bid / ask on book events |
| yes_bid | number | Best YES bid, 0–1 dollars |
| yes_ask | number | Best YES ask, 0–1 dollars |
| volume | int64 | Contracts traded or resting at the level |
Sample rows
| ts_ms | ticker | event_type | side | yes_bid | yes_ask | volume |
|---|---|---|---|---|---|---|
| 1792785901393 | KXEARNINGS-AAPL-26OCT30-BEAT | book_snapshot | bid | 0.58 | 0.61 | 2535 |
| 1792785902545 | KXEARNINGS-NVDA-26NOV19-BEAT | trade | buy | 0.64 | 0.67 | 779 |
| 1792785902811 | KXEARNINGS-MSFT-26OCT28-MISS | book_delta | ask | 0.22 | 0.25 | 1215 |
Illustrative rows for the KXEARNINGS series; tickers follow Kalshi's naming and prices are YES quotes in dollars (0–1).
Code
Pull KXEARNINGS Company Earnings in Python, cURL or MCP
Market id: KXEARNINGS-AAPL-26OCT30-BEAT. Export AYMARDATA_API_KEY from your dashboard, then run the Python requests example.
import os
import requests
API = "https://api.aymardata.com/v1"
KEY = os.environ["AYMARDATA_API_KEY"] # export AYMARDATA_API_KEY=ad_live_…
H = {"Authorization": f"Bearer {KEY}", "User-Agent": "aymardata-docs/1.0"}
# KXEARNINGS: ten minutes of trades and book updates for one contract
trades = requests.get(
f"{API}/trades",
headers=H,
params={
"source": "kalshi",
"market": "KXEARNINGS-AAPL-26OCT30-BEAT",
"start": "2026-10-23T20:00:00Z",
"end": "2026-10-23T20:15:00Z",
"limit": 500,
},
timeout=30,
).json()["data"]
last = trades[-1]
print(last["ticker"], last["yes_bid"], last["yes_ask"])
book = requests.get(
f"{API}/book",
headers=H,
params={
"source": "kalshi",
"market": "KXEARNINGS-AAPL-26OCT30-BEAT",
"at": "2026-10-23T20:05:00Z",
"depth": 10,
},
timeout=30,
).json()
print(book.get("spread"), len(trades))FAQ
KXEARNINGS Company Earnings: common questions
How are KXEARNINGS tickers structured?
They encode the company, report date and outcome side — for example KXEARNINGS-AAPL-26OCT30-BEAT. Always confirm the consensus definition in the contract rules.
When is most of the activity?
In the hours before and minutes after the scheduled release. Between report dates for that company the series is nearly silent.
What moves KXEARNINGS prices?
Whisper-number drift and analyst revisions in the final 48 hours; same-sector peers reporting earlier in the week; and the earnings release and guidance, which settle the market almost immediately.
How much KXEARNINGS history is available?
Recording began 2026-10-01 and is forward-only. At the time of this page that is 25 days, 38.5K events and about 1,540 events a day.
How do I query KXEARNINGS data with the API?
Use market=<full ticker> such as KXEARNINGS-AAPL-26OCT30-BEAT with source=kalshi on /v1/trades or /v1/book, or ask the MCP server for the series by name. The snippets on this page are ready to run with your API key.
Backtest KXEARNINGS Company Earnings with real tick data
Get an API key, pull your first window and join it with the other sources in the catalog.