With the rapid development of short-pulse intense laser sources, studies of matter under extreme irradiation conditions enter further unexplored regimes. In addition, an application of X-ray Free-Electron Lasers (XFELs) delivering intense femtosecond X-ray pulses, allows to investigate sample evolution in IR pump - X-ray probe experiments with an unprecedented time resolution. Here we present a detailed study of the periodic plasma created from the colloidal crystal. Both experimental data and theory modeling show that the periodicity in the sample survives to a large extent the extreme excitation and shock wave propagation inside the colloidal crystal. This feature enables probing the excited crystal, using the powerful Bragg peak analysis, in contrast to the conventional studies of dense plasma created from bulk samples for which probing with Bragg diffraction technique is not possible. X-ray diffraction measurements of excited colloidal crystals may then lead towards a better understanding of matter phase transitions under extreme irradiation conditions.