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Documentation Index

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

Use this file to discover all available pages before exploring further.

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Overview

The cfbenchmarks_value channel streams real-time CF Benchmarks value updates through the Predictions API WebSocket. Each update includes:
  • index_id: the CF Benchmarks index ID (for example BRTI)
  • received_at: when Kalshi received the upstream frame (unix ms)
  • data: the raw CF Benchmarks JSON frame
  • avg_60s_data: trailing 60-second average metadata
  • last_60s_windowed_average_15min: quarter-hour final-minute accumulation metadata (only present in the active final-minute window)

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Access and authentication

  • Use the same authenticated WebSocket connection flow as other Predictions WebSocket channels.
For connection setup and signing, see:

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Channel subscription workflow

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1) Subscribe to the channel

You can seed index_ids in the initial subscribe, or subscribe first and add indices later. 
{
  "id": 1,
  "cmd": "subscribe",
  "params": {
    "channels": ["cfbenchmarks_value"],
    "index_ids": ["BRTI", "ETHUSD_RTI"]
  }
}
Success response: 
{
  "id": 1,
  "type": "subscribed",
  "sid": 1
}

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2) Discover available index IDs

{
  "id": 2,
  "cmd": "update_subscription",
  "params": {
    "sid": 1,
    "action": "indexlist"
  }
}
Server response type: cfbenchmarks_value_indexlist

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3) Add or remove tracked index IDs

Add: 
{
  "id": 3,
  "cmd": "update_subscription",
  "params": {
    "sid": 1,
    "action": "subscribe_indices",
    "index_ids": ["BRTI"]
  }
}
Remove: 
{
  "id": 4,
  "cmd": "update_subscription",
  "params": {
    "sid": 1,
    "action": "unsubscribe_indices",
    "index_ids": ["BRTI"]
  }
}
Use "all" to receive all index IDs: 
{
  "id": 5,
  "cmd": "update_subscription",
  "params": {
    "sid": 1,
    "action": "subscribe_indices",
    "index_ids": ["all"]
  }
}

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Message format

Example cfbenchmarks_value payload: 
{
  "type": "cfbenchmarks_value",
  "sid": 1,
  "msg": {
    "index_id": "BRTI",
    "received_at": 1710000000123,
    "data": "{\"type\":\"value\",\"id\":\"BRTI\",\"time\":1710000000123,\"value\":\"68000.12\"}",
    "avg_60s_data": {
      "value": "68000.12000000",
      "window_size": 3,
      "window_start_ts_ms": 1709999940123,
      "window_end_ts_exclusive": 1710000000123
    },
    "last_60s_windowed_average_15min": {
      "value": "68000.23000000",
      "window_size": 14,
      "window_start_ts_ms": 1709999980000,
      "window_end_ts_exclusive": 1710000000123
    }
  }
}

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Averaging semantics

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avg_60s_data

  • Window is trailing and per tick: [source_ts_ms - 60000, source_ts_ms)
  • window_size counts prior ticks only
  • If there are no prior ticks in the trailing window, average falls back to the current tick value

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last_60s_windowed_average_15min

  • Field is only present in the final minute before quarter-hour close (:00, :15, :30, :45)
  • Active accumulation window is: (quarter_close_ts_ms - 60000, quarter_close_ts_ms]
  • Start boundary tick is excluded and close tick is included
  • This produces second-indexed counts:
    • :01 -> 1
    • :14 -> 14
    • :59 -> 59
    • close tick (:00/:15/:30/:45) -> 60
  • Field is omitted outside that final-minute window

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Integration notes

  • If you subscribe to the channel without any index_ids, no value events flow until you add indices or switch to "all".
  • Duplicate or out-of-order upstream source timestamps are ignored.
  • sid identifies the subscription stream; use it for update_subscription and unsubscribe.

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Common errors

  • Missing index_ids for subscribe_indices or unsubscribe_indices returns:
    • type: "error"
    • msg.code: 24
    • msg.msg: "Index IDs required"
  • Unsupported actions return standard websocket error responses.
For general websocket error codes and behavior, see Quick Start: WebSockets.