Drop Copy Session
Overview
The drop copy session provides an alternative method to query for missed execution reports without using the FIX retransmission protocol. This is particularly useful for:
- Recovering from connection failures
- Auditing order activity
- Building backup systems
- Compliance recording
Kalshi’s DropCopy format utilizes a request-response message type, if you are interested in a session that “follows along” the execution report activity of your trading
session, consider using a KalshiRT session with the ListenerFlag parameter.
Connection Details
| Environment | URL | Port | TargetCompID |
|---|
| Production | fix.elections.kalshi.com | 8229 | KalshiDC |
| Demo | fix.demo.kalshi.co | 8229 | KalshiDC |
EventResendRequest (35=U1)
Request execution reports within a specified ExecID range.
Fields
| Tag | Name | Description | Required |
|---|
| 21001 | BeginExecID | Starting ExecID (inclusive) | Yes |
| 21002 | EndExecID | Ending ExecID (inclusive) | No |
If EndExecID is not provided, it defaults to the latest ExecID in your history.
Limitations
- Lookback Window: Last 3 hours only
- Message Types: Only ExecutionReport (35=8) supported
- Excluded Messages:
- Rejects (no valid ExecID)
- Pending new orders (ExecID = “-1;-1”)
Example Request
8=FIXT.1.1|35=U1|21001=12345;67890|21002=12350;67895|
EventResendComplete (35=U2)
Sent after all requested events have been resent.
Fields
| Tag | Name | Description | Required |
|---|
| 45 | RefSeqNum | MsgSeqNum of the EventResendRequest | Yes |
| 21003 | ResentEventCount | Total number of events resent | Yes |
EventResendReject (35=U3)
Sent when a resend request cannot be fulfilled.
Fields
| Tag | Name | Description | Required |
|---|
| 45 | RefSeqNum | MsgSeqNum of the EventResendRequest | Yes |
| 21004 | EventResendRejectReason | Rejection code | Yes |
Rejection Reasons (21004)
| Code | Description |
|---|
| 1 | Too many resend requests |
| 2 | Server error |
| 3 | BeginExecID is too small (outside window) |
| 4 | EndExecID is too large |
Usage Patterns
Recovery After Disconnect
Track Last ExecID
Store the last processed ExecID before disconnect
Reconnect to Drop Copy
Establish new drop copy session
Request Missing Events
Send EventResendRequest starting from last ExecID
Process Resent Events
Handle execution reports with new sequence numbers
Best Practices
1. ExecID Management
- Store ExecIDs persistently
- Handle the two-part format correctly (e.g., “12345;67890”)
- Implement proper ID comparison logic
2. Rate Limiting
- Avoid excessive resend requests
- Implement exponential backoff on failures
- Batch requests when possible
3. Deduplication
- Events may arrive via both primary and drop copy sessions
- Implement deduplication based on ExecID
- Handle out-of-order delivery
4. Error Recovery
- Handle all rejection codes appropriately
- Implement retry logic with delays
- Alert on persistent failures
Comparison with Retransmission
| Feature | Drop Copy | Retransmission |
|---|
| Session Type | Separate | Same as order entry |
| Sequence Numbers | Independent | Original preserved |
| Lookback Window | 3 hours | 3 hours |
| Message Types | ExecutionReport only | All types |
| Use Case | Recovery/Audit | Real-time gaps |
All resent messages will have new FIX sequence numbers in the drop copy session, different from their original sequence numbers in the order entry session.
