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 order entry session. Use ExecID to reconcile.
EventResendRequest (35=U1)
Request execution reports within a specified ExecID range.
| Tag | Name | Description | Required |
|---|
| 21001 | BeginExecID | Starting ExecID (inclusive) | Yes |
| 21002 | EndExecID | Ending ExecID (inclusive). Defaults to latest ExecID if omitted. | No |
Example:
8=FIXT.1.1|35=U1|21001=12345;67890|21002=12350;67895|
EventResendComplete (35=U2)
Sent after all requested events have been resent.
| Tag | Name | Description | Required |
|---|
| 45 | RefSeqNum | MsgSeqNum of the EventResendRequest | Yes |
| 21003 | ResendEventCount | Total number of events resent | Yes |
EventResendReject (35=U3)
Sent when a resend request cannot be fulfilled.
| Tag | Name | Description | Required |
|---|
| 45 | RefSeqNum | MsgSeqNum of the EventResendRequest | Yes |
| 21004 | EventResendRejectReason | Rejection code: 1=Too many resend requests, 2=Server error, 3=BeginExecID too small (outside window), 4=EndExecID too large | Yes |