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Documentation Index

Fetch the complete documentation index at: https://docs.kalshi.com/llms.txt

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This is not a traditional drop copy session. Kalshi’s Drop Copy uses a request-response pattern for querying historical execution reports. For a real-time streaming feed, use a Listener Session on KalshiRT instead.
Lookback window is limited to the last 3 hours. Only ExecutionReport (35=8) messages are returned. Rejects and pending orders (ExecID "-1;-1") are excluded.
Resent messages have new FIX sequence numbers, different from their original numbers on the trading session. Use ExecID to reconcile.

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EventResendRequest (35=U1)

Request execution reports within a specified ExecID range.
TagNameDescriptionRequired
21001BeginExecIDStarting ExecID (inclusive)Yes
21002EndExecIDEnding ExecID (inclusive). Defaults to latest ExecID if omitted.No
Example: 
8=FIXT.1.1|35=U1|21001=12345;67890|21002=12350;67895|

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EventResendComplete (35=U2)

Sent after all requested events have been resent.
TagNameDescriptionRequired
45RefSeqNumMsgSeqNum of the EventResendRequestYes
21003ResentEventCountTotal number of events resentYes

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EventResendReject (35=U3)

Sent when a resend request cannot be fulfilled.
TagNameDescriptionRequired
45RefSeqNumMsgSeqNum of the EventResendRequestYes
21004EventResendRejectReasonRejection code: 1=Too many resend requests, 2=Server error, 3=BeginExecID too small (outside window), 4=EndExecID too largeYes