Kalshi KXSPX: S&P 500 level and range markets — order book & trade data
44.0K book and trade events for Kalshi's s&p 500 level and range markets markets, recorded live since 2026-10-01 — about 1,760 events a day.
Coverage
KXSPX S&P 500 Levels 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
44,000
≈ 44.0K as of 2026-10-25
Avg events / day
1,760
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 KXSPX S&P 500 Levels?
KXSPX covers S&P 500 level and range contracts beyond the single daily close ladder — multi-day and bracket-style questions that stay open through several cash sessions. AymarData has been recording the KXSPX series since 2026-10-01 and holds 44.0K events so far — about 1,760 a day. History is forward-only; we record live and do not backfill Kalshi.
Where INXD collapses into the close each day, KXSPX keeps probability mass alive across a longer horizon. Overnight futures gaps and mega-cap earnings can reprice the book before the next cash open.
Use KXSPX next to INXD to compare same-day close markets with longer S&P path markets, and join both to Fed/CPI releases for macro transmission studies.
What moves KXSPX
- Multi-day index drifts and futures gaps
- Mega-cap earnings clusters inside the window
- Macro releases that change the path, not just one close
Schema
KXSPX S&P 500 Levels 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 |
|---|---|---|---|---|---|---|
| 1792784103850 | KXSPX-26OCT31-T6900 | book_snapshot | bid | 0.66 | 0.69 | 385 |
| 1792784104923 | KXSPX-26OCT31-T7000 | trade | buy | 0.43 | 0.46 | 522 |
| 1792784105652 | KXSPX-26NOV07-T7100 | book_delta | ask | 0.21 | 0.24 | 2319 |
Illustrative rows for the KXSPX series; tickers follow Kalshi's naming and prices are YES quotes in dollars (0–1).
Code
Pull KXSPX S&P 500 Levels in Python, cURL or MCP
Market id: KXSPX-26OCT31-T6900. 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"}
# KXSPX: ten minutes of trades and book updates for one contract
trades = requests.get(
f"{API}/trades",
headers=H,
params={
"source": "kalshi",
"market": "KXSPX-26OCT31-T6900",
"start": "2026-10-23T19:30:00Z",
"end": "2026-10-23T19:45:00Z",
"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": "KXSPX-26OCT31-T6900",
"at": "2026-10-23T19:35:00Z",
"depth": 10,
},
timeout=30,
).json()
print(book.get("spread"), len(trades))FAQ
KXSPX S&P 500 Levels: common questions
How does KXSPX relate to INXD?
INXD is the daily close ladder. KXSPX includes longer-horizon level and range contracts on the same index. Same underlying, different settlement windows.
Does it trade overnight?
Lightly. Most volume still sits in US hours, but futures-led gaps can move quotes before the cash open.
What moves KXSPX prices?
Multi-day index drifts and futures gaps; mega-cap earnings clusters inside the window; and macro releases that change the path, not just one close.
How much KXSPX history is available?
Recording began 2026-10-01 and is forward-only. At the time of this page that is 25 days, 44.0K events and about 1,760 events a day.
How do I query KXSPX data with the API?
Use market=<full ticker> such as KXSPX-26OCT31-T6900 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 KXSPX S&P 500 Levels with real tick data
Get an API key, pull your first window and join it with the other sources in the catalog.