Drop Copy Session

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. ExecID format is clock;event for exchange index 0 and clock;event;exchange_index for other indexes. Resend ranges are scoped to one exchange index; EndExecID, if provided, must use the same exchange index as BeginExecID.

Tag	Name	Description	Required
21001	BeginExecID	Starting ExecID (inclusive)	Yes
21002	EndExecID	Ending ExecID (inclusive). Defaults to latest ExecID on the same exchange index 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

REST

CF Benchmarks REST

WebSockets

FIX

EventResendRequest (35=U1)

EventResendComplete (35=U2)

EventResendReject (35=U3)

​EventResendRequest (35=U1)

​EventResendComplete (35=U2)

​EventResendReject (35=U3)

EventResendRequest (35=U1)

EventResendComplete (35=U2)

EventResendReject (35=U3)