Kalshi real-time market data — full order book and every trade of every contract over WebSocket, bought by the day
Every message Kalshi publishes — the full order book and every trade of every contract, nothing sampled — over a plain WebSocket in JSON or SBE, captured at the venue in Ohio and delivered at our Tokyo endpoint over a dedicated line. You buy the whole market by the UTC calendar day, self-serve, and connect with one API key.
Endpoints and one-way latency
Kalshi real-time market data at our Tokyo endpoint: the data is captured at the venue in Ohio, you connect at the endpoint. The market listens on the same port wherever it is served, and access is bought per endpoint.
| Endpoint | Site | Line | Latency | Buy |
|---|---|---|---|---|
| Tokyo | AWS ap-northeast-1 | Kalshi (Ohio) → Tokyo, dedicated fiber | ~64.1 ms one-way | Kalshi → |
Kalshi lines: ~64.1 ms Ohio → Tokyo.
Latency is one-way line latency from the site where the venue is captured to our endpoint — the venue's own latency and the on-ramp to your client come on top.
What the feed carries
Every topic below is the same stream our own systems consume — the historical files in the shop are recordings of it, so a backtest maps 1:1 onto production.
| Topic | What you receive | Kalshi port 14005 · Tokyo |
|---|---|---|
| Order book | Full-depth snapshot on subscribe, then changed levels only; every event chained by prevEventId → eventId. | ✓ |
| Top of book | Best bid and ask as its own stream; optional coalescing for slow consumers. | — |
| Trades | Every public trade: aggressor side, price, quantity, trade id, exchange timestamp. | ✓ |
| Mark price | The venue's mark price as it is republished. | — |
| Index price | The underlying index price. | — |
| Funding rate | Current rate, next settlement time and the venue's predicted next rate. | — |
| Liquidations · opt-in | Liquidation orders as the venue publishes them: side, price, quantity, exchange timestamp — off by default, opt in per subscribe. | — |
Top of book, Mark price, Index price, Funding rate, Liquidations: not part of the Kalshi feed — these topics never emit there.
- Market-data streams only — a dedicated route, not general-purpose bandwidth
- Every instrument of the market: full order-book depth and every trade
- WebSocket, JSON or SBE — the port selects the market, one API key per account
How access works
One day or thirty — paid days start at the next 00:00 UTC and the rest of the purchase day is included free, so access begins the moment the order clears. Longer runs cost less per day. Extend any time from your account, invoice on checkout.
A market day unlocks every Kalshi contract listed that day — contracts list and settle around the clock, so there are no single-instrument days. €79.20 per market-day, whole market only (public-beta price, 20 % off the list price of €99 for every day bought during the beta); longer runs cost less per day: −10 % from 14 days, −25 % from 30, −50 % off the list price from 365.
The key is created with your first purchase and shown in your account together with the endpoints. It authenticates the feed and the master-data export, and you can rotate it whenever you want. 3 parallel connections per key and endpoint included (one connection can subscribe to every instrument); +5 more for €10 per day, up to 28, added from your account.
WebSocket in JSON or SBE, the same protocol and subscribe flow as our documented market-data API: Kalshi (port 14005). Instrument master data is a free export from the shop.
PricePublic beta −20 %
€79.20 list price €99 / market · day — whole market only
Public beta: every day bought while the beta runs is 20 % below the list price (€99 per day). The feed and the protocol are our production platform; the self-serve path is new — tell us what you need.
Captured at the venue in Ohio and delivered at our Tokyo endpoint over a dedicated line — that dedicated line is what the per-day price pays for. London, Frankfurt, Ashburn, Ohio and Tokyo are the self-serve locations today; more will follow, and enterprise subscriptions already cover further locations and venues. See the enterprise tiers for order entry, T+1 history and monthly API swaps.
Realtime market data for other venues
One API key, one protocol — each venue has its own page with its endpoints, line latency and price.
Guides on Kalshi realtime data
Questions about Kalshi realtime access
Where is Kalshi market data captured, and where do I connect?
Captured at the venue in Ohio and delivered at our Tokyo endpoint over a dedicated line. Tokyo is the endpoint serving Kalshi today; more will follow, and enterprise subscriptions already cover further locations and venues — see the enterprise tiers.
How is the Kalshi latency measured?
Kalshi lines: ~64.1 ms Ohio → Tokyo — one-way line latency from the site where the venue is captured to our endpoint — the venue's own latency and the on-ramp to your client come on top. The line is a dedicated route from the capture site to the endpoint, and enterprise subscriptions already cover further locations and venues — see the enterprise tiers.
Why is Kalshi sold as a whole market only?
Kalshi contracts list and settle around the clock — a short-dated contract is over before a paid UTC day begins — so a market day covers every contract, and you subscribe to the ones you trade. The instrument directory (with your key) lists every listed and open contract and keeps up through a delta feed.
What does Kalshi realtime access cost?
€79.20 per market-day, whole market only (public-beta price, 20 % off the list price of €99 for every day bought during the beta). A market day covers every Kalshi contract listed that day — contracts list and settle around the clock, so there are no single-instrument days. Longer runs cost less per day: −10 % from 14 days, −25 % from 30, −50 % off the list price from 365 — €49.50 per market-day on a 365-day run. 3 parallel connections per key and endpoint included (one connection can subscribe to every instrument); +5 more for €10 per day, up to 28, added from your account. Realtime access is paid by card — credits apply to historical data only.
Which streams does the Kalshi feed serve, and how are events identified?
Kalshi serves order book and trades. A topic a market does not carry never emits there. The order book arrives as a full-depth snapshot on subscribe, then every changed level; there is no separate top-of-book stream and no derivatives topics. Prices are probabilities between 0 and 1. Every order-book update carries an eventId and the prevEventId it follows. On Kalshi the ids are opaque (the capabilities report eventIdType UNORDERED): compare them for equality only, in arrival order — never sort or subtract them. A prevEventId that does not equal the last eventId you saw means data was missed: unsubscribe, subscribe again and rebuild from the fresh snapshot.
When does Kalshi realtime access start and end?
Access runs over whole UTC calendar days. Paid days start at the next 00:00 UTC, and the remainder of the day you buy on is included free — there is no start date to pick. Your account lists every run and lets you extend it.
Can a coding agent implement the Kalshi connection for me?
Yes — hand it the machine-readable spec: login, subscribe, message types and reconnect rules in one markdown document. Give the agent the key through the CRYPTOSTRUCT_REALTIME_API_KEY environment variable, never inside the prompt.