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Documentation Index

Fetch the complete documentation index at: https://docs.kalshi.com/llms.txt

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Properties

NameTypeDescriptionNotes
tickerstr
event_tickerstr
market_typestrIdentifies the type of market
titlestr[optional]
subtitlestr[optional]
yes_sub_titlestrShortened title for the yes side of this market
no_sub_titlestrShortened title for the no side of this market
created_timedatetime
updated_timedatetimeTime of the last non-trading metadata update.
open_timedatetime
close_timedatetime
expected_expiration_timedatetimeTime when this market is expected to expire[optional]
expiration_timedatetime[optional]
latest_expiration_timedatetimeLatest possible time for this market to expire
settlement_timer_secondsintThe amount of time after determination that the market settles
statusstrThe current status of the market in its lifecycle.
response_price_unitsstrDEPRECATED: Use price_level_structure and price_ranges instead.[optional]
yes_bid_dollarsstrUS dollar amount as a fixed-point decimal string with up to 6 decimal places of precision. This is the maximum supported precision; valid quote intervals for a given market are constrained by that market’s price level structure.
yes_bid_size_fpstrFixed-point contract count string (2 decimals, e.g., "10.00"; referred to as "fp" in field names). Requests accept 0–2 decimal places (e.g., "10", "10.0", "10.00"); responses always emit 2 decimals. Fractional contract values (e.g., "2.50") are supported on markets with fractional trading enabled; the minimum granularity is 0.01 contracts. Integer contract count fields are legacy and will be deprecated; when both integer and fp fields are provided, they must match.
yes_ask_dollarsstrUS dollar amount as a fixed-point decimal string with up to 6 decimal places of precision. This is the maximum supported precision; valid quote intervals for a given market are constrained by that market’s price level structure.
yes_ask_size_fpstrFixed-point contract count string (2 decimals, e.g., "10.00"; referred to as "fp" in field names). Requests accept 0–2 decimal places (e.g., "10", "10.0", "10.00"); responses always emit 2 decimals. Fractional contract values (e.g., "2.50") are supported on markets with fractional trading enabled; the minimum granularity is 0.01 contracts. Integer contract count fields are legacy and will be deprecated; when both integer and fp fields are provided, they must match.
no_bid_dollarsstrUS dollar amount as a fixed-point decimal string with up to 6 decimal places of precision. This is the maximum supported precision; valid quote intervals for a given market are constrained by that market’s price level structure.
no_ask_dollarsstrUS dollar amount as a fixed-point decimal string with up to 6 decimal places of precision. This is the maximum supported precision; valid quote intervals for a given market are constrained by that market’s price level structure.
last_price_dollarsstrUS dollar amount as a fixed-point decimal string with up to 6 decimal places of precision. This is the maximum supported precision; valid quote intervals for a given market are constrained by that market’s price level structure.
volume_fpstrFixed-point contract count string (2 decimals, e.g., "10.00"; referred to as "fp" in field names). Requests accept 0–2 decimal places (e.g., "10", "10.0", "10.00"); responses always emit 2 decimals. Fractional contract values (e.g., "2.50") are supported on markets with fractional trading enabled; the minimum granularity is 0.01 contracts. Integer contract count fields are legacy and will be deprecated; when both integer and fp fields are provided, they must match.
volume_24h_fpstrFixed-point contract count string (2 decimals, e.g., "10.00"; referred to as "fp" in field names). Requests accept 0–2 decimal places (e.g., "10", "10.0", "10.00"); responses always emit 2 decimals. Fractional contract values (e.g., "2.50") are supported on markets with fractional trading enabled; the minimum granularity is 0.01 contracts. Integer contract count fields are legacy and will be deprecated; when both integer and fp fields are provided, they must match.
resultstr
can_close_earlybool
fractional_trading_enabledbool
open_interest_fpstrFixed-point contract count string (2 decimals, e.g., "10.00"; referred to as "fp" in field names). Requests accept 0–2 decimal places (e.g., "10", "10.0", "10.00"); responses always emit 2 decimals. Fractional contract values (e.g., "2.50") are supported on markets with fractional trading enabled; the minimum granularity is 0.01 contracts. Integer contract count fields are legacy and will be deprecated; when both integer and fp fields are provided, they must match.
notional_value_dollarsstrUS dollar amount as a fixed-point decimal string with up to 6 decimal places of precision. This is the maximum supported precision; valid quote intervals for a given market are constrained by that market’s price level structure.
previous_yes_bid_dollarsstrUS dollar amount as a fixed-point decimal string with up to 6 decimal places of precision. This is the maximum supported precision; valid quote intervals for a given market are constrained by that market’s price level structure.
previous_yes_ask_dollarsstrUS dollar amount as a fixed-point decimal string with up to 6 decimal places of precision. This is the maximum supported precision; valid quote intervals for a given market are constrained by that market’s price level structure.
previous_price_dollarsstrUS dollar amount as a fixed-point decimal string with up to 6 decimal places of precision. This is the maximum supported precision; valid quote intervals for a given market are constrained by that market’s price level structure.
liquidity_dollarsstrUS dollar amount as a fixed-point decimal string with up to 6 decimal places of precision. This is the maximum supported precision; valid quote intervals for a given market are constrained by that market’s price level structure.
settlement_value_dollarsstrUS dollar amount as a fixed-point decimal string with up to 6 decimal places of precision. This is the maximum supported precision; valid quote intervals for a given market are constrained by that market’s price level structure.[optional]
settlement_tsdatetimeTimestamp when the market was settled. Only filled for settled markets[optional]
expiration_valuestrThe value that was considered for the settlement
occurrence_datetimedatetimeThe recorded datetime when the underlying event occurred, if available[optional]
fee_waiver_expiration_timedatetimeTime when this market’s fee waiver expires[optional]
early_close_conditionstrThe condition under which the market can close early[optional]
tick_sizeintDEPRECATED: Use price_level_structure and price_ranges instead.[optional]
strike_typestrStrike type defines how the market strike is defined and evaluated[optional]
floor_strikefloatMinimum expiration value that leads to a YES settlement[optional]
cap_strikefloatMaximum expiration value that leads to a YES settlement[optional]
functional_strikestrMapping from expiration values to settlement values[optional]
custom_strikeobjectExpiration value for each target that leads to a YES settlement[optional]
rules_primarystrA plain language description of the most important market terms
rules_secondarystrA plain language description of secondary market terms
mve_collection_tickerstrThe ticker of the multivariate event collection[optional]
mve_selected_legsList[MveSelectedLeg][optional]
primary_participant_keystr[optional]
price_level_structurestrPrice level structure for this market, defining price ranges and tick sizes
price_rangesList[PriceRange]Valid price ranges for orders on this market
is_provisionalboolIf true, the market may be removed after determination if there is no activity on it[optional]