Kalshi Market Data Connector
Kalshi Data Connector based on FIX protocol.
Features
kalshiConnector KeyConfiguration
Data Connector Parameters
| Parameter | Default Value | Description |
|---|---|---|
| Host | N/A | FIX server host. See Endpoints. |
| Port | N/A | FIX server port. See Endpoints. |
| TargetCompID | N/A | TargetCompID of the FIX session. Use KalshiMD for the market data session. |
| API Key | N/A | API key for authentication in Kalshi. The FIX API Key (UUID format) is sent as SenderCompID of the FIX session. |
| Private Key | N/A | Private key for authentication in Kalshi. RSA private key in PEM format that belongs to the API Key. The connector uses it to sign the Logon message (RSA-PSS with SHA-256), so no user name or password is required. The key may be entered either with or without line breaks. |
| Use SSL | true | Enable to use SSL. Kalshi FIX gateways accept TLS 1.2 or higher connections only. When disabled, a local TLS proxy such as stunnel is required. |
| Exchange Name | KALSHI | Exchange name for this session. |
| Output Book Size | 20 | Size of the output book. |
| Snapshot Interval | 10S | This property sets an interval in seconds between periodical Level2 snapshots which sent to Aggregator. Snapshots will be generated as soon as this threshold is exceeded AND the next increment message arrives. Conversely, snapshots are NOT generated every period if no data is coming in. Default value is 10 seconds. |
| Start Time | 05:00:00 | Start time of the session in the 24-hours format (HH:MM:SS). Default value is 05:00:00. |
| Start Day | THU | Day of week of session start. Default value is THU. |
| End Time | 03:00:00 | End time of the session in the 24-hours format (HH:MM:SS). Default value is 03:00:00. |
| End Day | THU | Day of week of session end. Default value is THU. |
| Time Zone | America/New_York | Time zone of start/end session time. Default value is America/New_York. |
| Daily/Weekly | false | If this parameter is true, the session will start/end every day. |
With the default schedule, the session runs weekly from Thursday 05:00 to the following Thursday 03:00 (New York time), leaving a two-hour disconnect window on Thursday mornings.
Endpoints
The connector can be configured either for the Predictions or the Perps market data API. Each API requires its own API Key and Private Key.
| API | Environment | Host | Port | TargetCompID |
|---|---|---|---|---|
| Predictions | Production | marketdata.fix.elections.kalshi.com | 8233 | KalshiMD |
| Predictions | Demo | marketdata.fix.demo.kalshi.co | 8233 | KalshiMD |
| Perps | Production | margin-marketdata.fix.elections.kalshi.com | 8233 | KalshiMD |
| Perps | Demo | margin-marketdata.fix.demo.kalshi.co | 8233 | KalshiMD |
Only one FIX connection is allowed per API key. Separate API keys are required for concurrent connections.
Symbology
Symbols are Kalshi market tickers in upper case. Prediction markets use the CUSTOM instrument type, perpetual futures use the FUTURE instrument type.
| API | Instrument Type | Symbol Notation | Examples |
|---|---|---|---|
| Predictions | CUSTOM | Market ticker | KXBTCY-27JAN0100-B72500 |
| Perps | FUTURE | Market ticker | KXBTCPERP KXETHPERP |
The list of available markets can be obtained from the Get Markets endpoint.
Logging
To enable detailed logging and dump of RAW FIX messages, use these lines in the <QSHOME>/config/gflog.xml file:
<logger name="deltix.qsrv.hf.plugins.data.kalshi" level="TRACE">
<appender-ref ref="safeAppender"/>
</logger>