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.
EventResendRequest (35=U1)
Request execution reports within a specified ExecID range.
Example:
EventResendComplete (35=U2)
Sent after all requested events have been resent.
EventResendReject (35=U3)
Sent when a resend request cannot be fulfilled.