Documentation Index
Fetch the complete documentation index at: https://docs.kalshi.com/llms.txt
Use this file to discover all available pages before exploring further.
New Order Single (35=D)
| Tag | Name | Type | Required | Description |
|---|
| 11 | ClOrderID | String | Y | Client order identifier for idempotency. UUID format is preferred. |
| 18 | ExecInst | Char | N | Execution instruction flags. Supported values: 6 = Post Only |
| 38 | OrderQty | Decimal | Y | Quantity of contracts to trade. Fractional quantities are supported. |
| 40 | OrdType | Char | Y | Supported values: 2 = Limit |
| 44 | Price | Decimal | Y | Price per contract in fixed-point dollars, up to 4 decimal places. |
| 54 | Side | Char | Y | Supported values: 1 = Buy (bid), 2 = Sell (ask) |
| 55 | Symbol | String | Y | Market ticker |
| 59 | TimeInForce | Char | N | Supported values: 0 = Day, 1 = Good Till Cancel, 3 = Immediate Or Cancel, 4 = Fill Or Kill, 6 = Good Till Date |
| 126 | ExpireTime | UTCTimestamp | C | Required when TimeInForce = GTD |
| 448 | PartyID | String | N | Only applicable for FCM entities. Customer-account or subaccount identifier. |
| 452 | PartyRole | Integer | N | Only applicable for FCM entities. Supported value: 24 = Customer Account |
| 453 | NoPartyIDs | Integer | N | Only applicable for FCM entities. Currently only 1 is supported. |
| 79 | AllocAccount | Integer | N | Subaccount number (0-32). Alternative to NoPartyIDs. |
| 526 | SecondaryClOrdID | UUID | N | Order group identifier. |
| 2964 | SelfTradePreventionType | Integer | N | Supported values: 1 = Taker At Cross, 2 = Maker |
| 21006 | CancelOrderOnPause | Boolean | N | Cancel the order if trading pauses |
8=FIXT.1.1|9=200|35=D|34=5|52=20230809-12:34:56.789|49=your-api-key|56=KalshiNR|
11=550e8400-e29b-41d4-a716-446655440000|38=10.00|40=2|54=1|55=BTC-PERP|44=19.5000|
59=1|10=123|
Order Cancel/Replace Request (35=G)
Used to modify an existing order without canceling it.
Supported Modifications
- OrderQty: Increase or decrease the quantity. Increasing quantity forfeits queue priority.
- Price: Change the limit price.
| Tag | Name | Type | Required | Description |
|---|
| 11 | ClOrderID | String | Y | Unique modification request identifier |
| 37 | OrderID | String | N | Kalshi exchange order identifier |
| 38 | OrderQty | Decimal | Y | New total quantity for the order |
| 40 | OrdType | Char | Y | Supported value: 2 = Limit |
| 41 | OrigClOrdID | String | Y | ClOrderID of the order to modify |
| 44 | Price | Decimal | N | New fixed-point dollar price |
| 54 | Side | Char | Y | Must match the original order side |
| 55 | Symbol | String | Y | Must match the original margin market ticker |
| 448 | PartyID | String | N | FCM customer-account or subaccount identifier |
| 452 | PartyRole | Integer | N | FCM party role |
| 453 | NoPartyIDs | Integer | N | FCM party count |
| 79 | AllocAccount | Integer | N | Subaccount number |
Order Cancel Request (35=F)
Cancel all remaining quantity of an existing order.
| Tag | Name | Type | Required | Description |
|---|
| 11 | ClOrderID | String | Y | Unique cancel request identifier |
| 37 | OrderID | String | N | Kalshi exchange order identifier |
| 41 | OrigClOrdID | String | Y | ClOrderID of the order to cancel |
| 54 | Side | Char | Y | Must match the original order side |
| 55 | Symbol | String | Y | Must match the original margin market ticker |
| 448 | PartyID | String | N | FCM customer-account or subaccount identifier |
| 452 | PartyRole | Integer | N | FCM party role |
| 453 | NoPartyIDs | Integer | N | FCM party count |
| 79 | AllocAccount | Integer | N | Subaccount number |
Execution Report (35=8)
This message is sent by the exchange to reflect changes to an order’s state.
| Tag | Name | Type | Required | Description |
|---|
| 6 | AvgPx | Decimal | Y | Average fill price in fixed-point dollars |
| 11 | ClOrderID | String | Y | ClOrderID from the last change-making request |
| 14 | CumQty | Decimal | Y | Total quantity filled so far |
| 17 | ExecID | String | Y | Unique sequenced identifier for this report message |
| 31 | LastPx | Decimal | C | Price of the last fill in fixed-point dollars |
| 32 | LastQty | Decimal | C | Quantity of the last fill |
| 37 | OrderID | String | Y | Exchange order identifier |
| 38 | OrderQty | Decimal | Y | Order quantity. By default this is LeavesQty + CumQty; if 21008=Y, it remains the original order quantity. |
| 39 | OrdStatus | Char | Y | Current status of the order after this event |
| 41 | OrigClOrdID | String | C | Previous ClOrderID for replaced/canceled orders |
| 44 | Price | Decimal | C | Limit price in fixed-point dollars |
| 54 | Side | Char | Y | Original order side |
| 55 | Symbol | String | Y | Margin market ticker |
| 58 | Text | String | N | Human-readable result description |
| 60 | TransactTime | UTCTimestamp | Y | Timestamp for the triggering event |
| 103 | OrdRejReason | Integer | C | Rejection reason when ExecType = Rejected |
| 126 | ExpireTime | UTCTimestamp | C | Expiration timestamp |
| 150 | ExecType | Char | Y | Why this execution report was sent |
| 151 | LeavesQty | Decimal | Y | Remaining quantity open for execution |
| 448 | PartyID | String | N | FCM customer-account or subaccount identifier |
| 452 | PartyRole | Integer | N | FCM party role |
| 453 | NoPartyIDs | Integer | N | FCM party count |
| 79 | AllocAccount | Integer | C | Subaccount number |
Order Status (39)
- New<0>: Active order, no fills
- Partially Filled<1>: Some quantity filled
- Filled<2>: Completely filled
- Canceled<4>: Canceled
- Replaced<5>: Order modified via Cancel/Replace
- Pending Cancel<6>: Cancel pending
- Rejected<8>: Order rejected
- Pending New<A>: Order pending acceptance
- Expired<C>: Time-in-force expired
- Pending Replace<E>: Modification pending
With default settings, expiry-style system cancellations are reported as Canceled<4>. If 21012 (UseExpiredOrdStatus)=Y, expiry-style system cancellations emit Expired<C>.
Order Rejection Reasons (103)
- Unknown symbol<1>
- Exchange closed<2>
- Order exceeds limit<3>
- Too late to enter<4>
- Stale order<5>
- Duplicate order<6>
- Unsupported order characteristic<11>
- Incorrect quantity<13>
- Unknown account<15>
- Other<99>
Execution Types (150)
- New<0>
- Trade<F>
- Canceled<4>
- Replaced<5>
- Rejected<8>
- Expired<C>
- Pending New<A>
- Pending Cancel<6>
- Pending Replace<E>
Text Field Values (58)
Common values include:
EXCHANGE_UNAVAILABLEMARKET_ALREADY_CLOSEDMARKET_INACTIVEMARKET_NOT_FOUNDSELF_CROSS_ATTEMPTORDER_ALREADY_EXISTSEXCEEDED_PER_MARKET_RISK_LIMITEXCEEDED_ORDER_GROUP_RISK_LIMITORDER_GROUP_NOT_FOUNDFOK_INSUFFICIENT_VOLUMEPOST_ONLY_CROSSORDER_GROUP_CANCELTAKER_CANCEL_FOR_SELF_TRADE_PREVENTIONMAKER_CANCEL_FOR_SELF_TRADE_PREVENTIONIMMEDIATE_OR_CANCELLED
OrderCancelReject (35=9)
Exchange-returned amend and cancel failures are returned as OrderCancelReject (35=9), not ExecutionReport.
| Text (58) | CxlRejReason (102) |
|---|
INVALID_AMEND_QTY_FOR_ORDER | Broker |
CANNOT_UPDATE_FILLED_ORDER | Broker |
SELF_CROSS_ATTEMPT | Invalid price increment |
ExecType = Trade:
| Tag | Name | Description |
|---|
| 704 | LongQty | Net long position after trade |
| 705 | ShortQty | Net short position after trade |
| 136 | NoMiscFees | Number of fees |
| 137 | MiscFeeAmt | Total fees in dollars |
| 138 | MiscFeeCurr | Currency (USD) |
| 139 | MiscFeeType | Exchange fees |
| 891 | MiscFeeBasis | Fee unit (always ABSOLUTE<0>) |
| 880 | TrdMatchID | Trade identifier |
| 1057 | AggressorIndicator | Taker/maker flag |
Collateral Changes
| Tag | Name | Description |
|---|
| 1703 | NoCollateralAmountChanges | Number of collateral changes |
| 1704 | CollateralAmountChange | Delta in dollars |
| 1705 | CollateralAmountType | Balance or payout |
Rejection Reasons (102)
- Too late to cancel<0>
- Unknown order<1>
- Other<99>
Mass Cancel Request (35=q)
Cancel all orders for the trading session. Only available on KalshiNR (NewOrderMode) sessions.
| Tag | Name | Description |
|---|
| 11 | ClOrderID | Unique request ID |
| 530 | MassCancelRequestType | Cancel for session<6> |
Mass Cancel Report (35=r)
Response to mass cancel request.
| Tag | Name | Description |
|---|
| 11 | ClOrderID | Request ID |
| 37 | OrderID | Operation ID |
| 531 | MassCancelResponse | Success<6> or Rejected<0> |
| 532 | MassCancelRejectReason | If rejected |
Individual ExecutionReports follow for each cancelled order.
