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Market data is available on the dedicated KalshiMD session. It supports order book snapshots, incremental updates, and per-market trading-status changes via Security Status. Subscriptions are identified by Symbol<55>. KalshiMD does not support message retransmission. Use ResetSeqNumFlag<141>=Y on Logon.

Message Flow

Market Data Request (35=V)

Example snapshot request
Example snapshot-plus-updates subscription
Example cancel a symbol
Example cancel all subscriptions

Market Data Snapshot Full Refresh (35=W)

Sent in response to a snapshot request and immediately after a snapshot-plus-updates subscription is accepted. Correlate by Symbol<55>.
Example snapshot response

Market Data Incremental Refresh (35=X)

Sent after a subscribed market’s aggregated book levels change or a trade occurs. Correlate by Symbol<55> on each entry.
Example incremental update
Example trade update

Market Data Request Reject (35=Y)

Sent when a market data request cannot be accepted. Unknown market tickers are not currently rejected; the server sends an empty snapshot if it has no order book for the requested symbol.

Common Reject Reasons (281)

  • 2=Insufficient bandwidth, including request or session symbol limits
  • 4=Unsupported SubscriptionRequestType

Security Status

KalshiMD also streams per-market trading-status changes as SecurityStatus<35=f>. Subscribe by Symbol<55> with SecurityStatusRequest<35=e>. Updates are changes-only; no initial status is sent on subscribe.

Security Status Request (35=e)

Example subscribe
Example unsubscribe

Security Status (35=f)

Streamed when a subscribed market changes trading state. Correlate by Symbol<55>.
Example trading halt

Trading Status Lifecycle (326)

  • 3=Resume: the market was activated and is open for trading
  • 2=Trading halt: the market was deactivated
  • 100=Kalshi determined: the market was determined; trading has ended and the result is known
  • 101=Kalshi settled: the market settled. The subscription for that symbol is then dropped.
Scheduled (time-based) opens and closes are not emitted as discrete events and are not reported here.