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S&P 500 小时市场开盘价异常及开盘时间统一变更

2026-06-27 · Kalshi · 8 条相关讨论

chadwin 2026-06-27 06:47:49

Just noticed an odd behavior in the Financial S&P 500 Hourly markets today. For the very unlikely out-of-range strike value markets (e.g. "$6,350 or above" when the S&P 500 was at like $7,300), that have zero volume. Normally they open at 0 cents. Today, they were all opening at 10 cents. Is this some sort of fluke, or an intentional behavior change by Kalshi?

Just noticed an odd behavior in the Financial S&P 500 Hourly markets today. For the very unlikely out-of-range strike value markets (e.g. "$6,350 or above" when the S&P 500 was at like $7,300), that have zero volume. Normally they open at 0 cents. Today, they were all opening at 10 cents. Is this some sort of fluke, or an intentional behavior change by Kalshi?

chadwin 2026-06-27 06:49:40

I also noticed that as of a few days or so ago, they all open at 6am ET now, rather than staggered, opening an hour before closing.

I also noticed that as of a few days or so ago, they all open at 6am ET now, rather than staggered, opening an hour before closing.

betaclone 2026-06-27 07:22:02

Sounds like some new actor placing spam orders. Not like they're going to fill so as long as you can spare the tokens why not

Sounds like some new actor placing spam orders. Not like they're going to fill so as long as you can spare the tokens why not

betaclone 2026-06-27 07:22:44

Maybe someone else has a bug in their code and you get a stray fill here or there. Not that uncommon in the crypto markets

Maybe someone else has a bug in their code and you get a stray fill here or there. Not that uncommon in the crypto markets

chadwin 2026-06-27 08:13:56

But if you pull all trades for the market, there are no trades causing it to open at 10 cents. And this was happening on hundreds of markets.

But if you pull all trades for the market, there are no trades causing it to open at 10 cents. And this was happening on hundreds of markets.

chadwin 2026-06-27 08:17:28

Maybe just a fluke. But it did cause my system to get tripped up a bit. I'll have to keep my eye on it.

Maybe just a fluke. But it did cause my system to get tripped up a bit. I'll have to keep my eye on it.

chadwin 2026-06-27 08:17:53

Also odd that Kalshi changed them to all open at the same time rather than at the start of the hour.

Also odd that Kalshi changed them to all open at the same time rather than at the start of the hour.

chadwin 2026-06-27 09:16:24

Oh I see what you're saying. Yeah, could be.

Oh I see what you're saying. Yeah, could be.