---
title: "Get Event"
method: GET
path: "/events/{event_ticker}"
tags: ["events"]
---

# Get Event

`GET /events/{event_ticker}`

Endpoint for getting data about an event by its ticker. An event represents a real-world occurrence that can be traded on, such as an election, sports game, or economic indicator release.
Events contain one or more markets where users can place trades on different outcomes.
All events are accessible through this endpoint, even if their associated markets are older than the historical cutoff.

## Path parameters

- `event_ticker` string, required

## Query parameters

- `with_nested_markets` boolean

## Response `200`

Event retrieved successfully

- GetEventResponse
  - `event` EventData, required
    - `event_ticker` string, required — Unique identifier for this event.
    - `series_ticker` string, required — Unique identifier for the series this event belongs to.
    - `sub_title` string, required — Shortened descriptive title for the event.
    - `title` string, required — Full title of the event.
    - `collateral_return_type` string, required — Specifies how collateral is returned when markets settle (e.g., 'binary' for standard yes/no markets).
    - `mutually_exclusive` boolean, required — If true, only one market in this event can resolve to 'yes'. If false, multiple markets can resolve to 'yes'.
    - `category` string — Event category (deprecated, use series-level category instead).
    - `strike_date` string, date-time, nullable — The specific date this event is based on. Only filled when the event uses a date strike (mutually exclusive with strike_period).
    - `strike_period` string, nullable — The time period this event covers (e.g., 'week', 'month'). Only filled when the event uses a period strike (mutually exclusive with strike_date).
    - `markets` Market[] — Array of markets associated with this event. Only populated when 'with_nested_markets=true' is specified in the request.
      - `ticker` string, required
      - `event_ticker` string, required
      - `market_type` 'binary' | 'scalar', required — Identifies the type of market
      - `title` string
      - `subtitle` string
      - `yes_sub_title` string, required — Shortened title for the yes side of this market
      - `no_sub_title` string, required — Shortened title for the no side of this market
      - `created_time` string, date-time, required
      - `updated_time` string, date-time, required — Time of the last non-trading metadata update.
      - `open_time` string, date-time, required
      - `close_time` string, date-time, required
      - `expected_expiration_time` string, date-time, nullable — Time when this market is expected to expire
      - `expiration_time` string, date-time
      - `latest_expiration_time` string, date-time, required — Latest possible time for this market to expire
      - `settlement_timer_seconds` integer, required — The amount of time after determination that the market settles
      - `status` 'initialized' | 'inactive' | 'active' | 'closed' | 'determined' | 'disputed' | 'amended' | 'finalized', required — The current status of the market in its lifecycle.
      - `yes_bid_dollars` string, required — Fixed-point US dollar string. Most request fields accept 2-4 decimal places (e.g., "0.56", "0.5600"); responses emit up to 6. Valid quote intervals for a given market are constrained by that market's price level structure.
      - `yes_bid_size_fp` string, required — Fixed-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; the minimum granularity is 0.01 contracts.
      - `yes_ask_dollars` string, required — Fixed-point US dollar string. Most request fields accept 2-4 decimal places (e.g., "0.56", "0.5600"); responses emit up to 6. Valid quote intervals for a given market are constrained by that market's price level structure.
      - `yes_ask_size_fp` string, required — Fixed-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; the minimum granularity is 0.01 contracts.
      - `no_bid_dollars` string, required — Fixed-point US dollar string. Most request fields accept 2-4 decimal places (e.g., "0.56", "0.5600"); responses emit up to 6. Valid quote intervals for a given market are constrained by that market's price level structure.
      - `no_ask_dollars` string, required — Fixed-point US dollar string. Most request fields accept 2-4 decimal places (e.g., "0.56", "0.5600"); responses emit up to 6. Valid quote intervals for a given market are constrained by that market's price level structure.
      - `last_price_dollars` string, required — Fixed-point US dollar string. Most request fields accept 2-4 decimal places (e.g., "0.56", "0.5600"); responses emit up to 6. Valid quote intervals for a given market are constrained by that market's price level structure.
      - `volume_fp` string, required — Fixed-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; the minimum granularity is 0.01 contracts.
      - `volume_24h_fp` string, required — Fixed-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; the minimum granularity is 0.01 contracts.
      - `result` 'yes' | 'no' | 'scalar' | '', required
      - `can_close_early` boolean, required
      - `open_interest_fp` string, required — Fixed-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; the minimum granularity is 0.01 contracts.
      - `notional_value_dollars` string, required — Fixed-point US dollar string. Most request fields accept 2-4 decimal places (e.g., "0.56", "0.5600"); responses emit up to 6. Valid quote intervals for a given market are constrained by that market's price level structure.
      - `previous_yes_bid_dollars` string, required — Fixed-point US dollar string. Most request fields accept 2-4 decimal places (e.g., "0.56", "0.5600"); responses emit up to 6. Valid quote intervals for a given market are constrained by that market's price level structure.
      - `previous_yes_ask_dollars` string, required — Fixed-point US dollar string. Most request fields accept 2-4 decimal places (e.g., "0.56", "0.5600"); responses emit up to 6. Valid quote intervals for a given market are constrained by that market's price level structure.
      - `previous_price_dollars` string, required — Fixed-point US dollar string. Most request fields accept 2-4 decimal places (e.g., "0.56", "0.5600"); responses emit up to 6. Valid quote intervals for a given market are constrained by that market's price level structure.
      - `liquidity_dollars` string — Fixed-point US dollar string. Most request fields accept 2-4 decimal places (e.g., "0.56", "0.5600"); responses emit up to 6. Valid quote intervals for a given market are constrained by that market's price level structure.
      - `settlement_value_dollars` string — Fixed-point US dollar string. Most request fields accept 2-4 decimal places (e.g., "0.56", "0.5600"); responses emit up to 6. Valid quote intervals for a given market are constrained by that market's price level structure.
      - `settlement_ts` string, date-time, nullable — Timestamp when the market was settled. Only filled for settled markets
      - `expiration_value` string, required — The value that was considered for the settlement
      - `occurrence_datetime` string, date-time, nullable — The recorded datetime when the underlying event occurred, if available
      - `fee_waiver_expiration_time` string, date-time, nullable — Time when this market's fee waiver expires
      - `early_close_condition` string, nullable — The condition under which the market can close early
      - `strike_type` 'greater' | 'greater_or_equal' | 'less' | 'less_or_equal' | 'between' | 'functional' | 'custom' | 'structured' — Strike type defines how the market strike is defined and evaluated
      - `floor_strike` number, double, nullable — Minimum expiration value that leads to a YES settlement
      - `cap_strike` number, double, nullable — Maximum expiration value that leads to a YES settlement
      - `functional_strike` string, nullable — Mapping from expiration values to settlement values
      - `custom_strike` object, nullable — Expiration value for each target that leads to a YES settlement
      - `rules_primary` string, required — A plain language description of the most important market terms
      - `rules_secondary` string, required — A plain language description of secondary market terms
      - `mve_collection_ticker` string — The ticker of the multivariate event collection
      - `mve_selected_legs` MveSelectedLeg[]
        - `event_ticker` string — Unique identifier for the selected event
        - `market_ticker` string — Unique identifier for the selected market
        - `side` string — The side of the selected market
        - `yes_settlement_value_dollars` string — Fixed-point US dollar string. Most request fields accept 2-4 decimal places (e.g., "0.56", "0.5600"); responses emit up to 6. Valid quote intervals for a given market are constrained by that market's price level structure.
      - `primary_participant_key` string, nullable
      - `price_level_structure` string, required — Price level structure for this market, defining price ranges and tick sizes
      - `price_ranges` PriceRange[], required — Valid price ranges for orders on this market
        - `start` string, required — Starting price for this range in dollars
        - `end` string, required — Ending price for this range in dollars
        - `step` string, required — Price step/tick size for this range in dollars
      - `is_provisional` boolean — If true, the market may be removed after determination if there is no activity on it
      - `exchange_index` integer — Identifier for an exchange shard.
    - `available_on_brokers` boolean, required — Deprecated. No longer populated and always returns false; it will be removed in a future release.
    - `product_metadata` object, nullable — Additional metadata for the event.
    - `settlement_sources` SettlementSource[], nullable, required — The official sources used for the determination of markets within this event. Methodology is defined in the rulebook.
      - `name` string — Name of the settlement source
      - `url` string — URL to the settlement source
    - `last_updated_ts` string, date-time — Timestamp of when this event's metadata was last updated.
    - `fee_type_override` string, nullable — Fee type override for this event. When present, takes precedence over the series-level fee for this event's markets.
    - `fee_multiplier_override` number, double, nullable — Fee multiplier override for this event. Paired with fee_type_override.
    - `exchange_index` integer — Identifier for an exchange shard.
  - `markets` Market[], required — Data for the markets in this event. This field is deprecated in favour of the "markets" field inside the event. Which will be filled with the same value if you use the query parameter "with_nested_markets=true".
    - `ticker` string, required
    - `event_ticker` string, required
    - `market_type` 'binary' | 'scalar', required — Identifies the type of market
    - `title` string
    - `subtitle` string
    - `yes_sub_title` string, required — Shortened title for the yes side of this market
    - `no_sub_title` string, required — Shortened title for the no side of this market
    - `created_time` string, date-time, required
    - `updated_time` string, date-time, required — Time of the last non-trading metadata update.
    - `open_time` string, date-time, required
    - `close_time` string, date-time, required
    - `expected_expiration_time` string, date-time, nullable — Time when this market is expected to expire
    - `expiration_time` string, date-time
    - `latest_expiration_time` string, date-time, required — Latest possible time for this market to expire
    - `settlement_timer_seconds` integer, required — The amount of time after determination that the market settles
    - `status` 'initialized' | 'inactive' | 'active' | 'closed' | 'determined' | 'disputed' | 'amended' | 'finalized', required — The current status of the market in its lifecycle.
    - `yes_bid_dollars` string, required — Fixed-point US dollar string. Most request fields accept 2-4 decimal places (e.g., "0.56", "0.5600"); responses emit up to 6. Valid quote intervals for a given market are constrained by that market's price level structure.
    - `yes_bid_size_fp` string, required — Fixed-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; the minimum granularity is 0.01 contracts.
    - `yes_ask_dollars` string, required — Fixed-point US dollar string. Most request fields accept 2-4 decimal places (e.g., "0.56", "0.5600"); responses emit up to 6. Valid quote intervals for a given market are constrained by that market's price level structure.
    - `yes_ask_size_fp` string, required — Fixed-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; the minimum granularity is 0.01 contracts.
    - `no_bid_dollars` string, required — Fixed-point US dollar string. Most request fields accept 2-4 decimal places (e.g., "0.56", "0.5600"); responses emit up to 6. Valid quote intervals for a given market are constrained by that market's price level structure.
    - `no_ask_dollars` string, required — Fixed-point US dollar string. Most request fields accept 2-4 decimal places (e.g., "0.56", "0.5600"); responses emit up to 6. Valid quote intervals for a given market are constrained by that market's price level structure.
    - `last_price_dollars` string, required — Fixed-point US dollar string. Most request fields accept 2-4 decimal places (e.g., "0.56", "0.5600"); responses emit up to 6. Valid quote intervals for a given market are constrained by that market's price level structure.
    - `volume_fp` string, required — Fixed-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; the minimum granularity is 0.01 contracts.
    - `volume_24h_fp` string, required — Fixed-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; the minimum granularity is 0.01 contracts.
    - `result` 'yes' | 'no' | 'scalar' | '', required
    - `can_close_early` boolean, required
    - `open_interest_fp` string, required — Fixed-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; the minimum granularity is 0.01 contracts.
    - `notional_value_dollars` string, required — Fixed-point US dollar string. Most request fields accept 2-4 decimal places (e.g., "0.56", "0.5600"); responses emit up to 6. Valid quote intervals for a given market are constrained by that market's price level structure.
    - `previous_yes_bid_dollars` string, required — Fixed-point US dollar string. Most request fields accept 2-4 decimal places (e.g., "0.56", "0.5600"); responses emit up to 6. Valid quote intervals for a given market are constrained by that market's price level structure.
    - `previous_yes_ask_dollars` string, required — Fixed-point US dollar string. Most request fields accept 2-4 decimal places (e.g., "0.56", "0.5600"); responses emit up to 6. Valid quote intervals for a given market are constrained by that market's price level structure.
    - `previous_price_dollars` string, required — Fixed-point US dollar string. Most request fields accept 2-4 decimal places (e.g., "0.56", "0.5600"); responses emit up to 6. Valid quote intervals for a given market are constrained by that market's price level structure.
    - `liquidity_dollars` string — Fixed-point US dollar string. Most request fields accept 2-4 decimal places (e.g., "0.56", "0.5600"); responses emit up to 6. Valid quote intervals for a given market are constrained by that market's price level structure.
    - `settlement_value_dollars` string — Fixed-point US dollar string. Most request fields accept 2-4 decimal places (e.g., "0.56", "0.5600"); responses emit up to 6. Valid quote intervals for a given market are constrained by that market's price level structure.
    - `settlement_ts` string, date-time, nullable — Timestamp when the market was settled. Only filled for settled markets
    - `expiration_value` string, required — The value that was considered for the settlement
    - `occurrence_datetime` string, date-time, nullable — The recorded datetime when the underlying event occurred, if available
    - `fee_waiver_expiration_time` string, date-time, nullable — Time when this market's fee waiver expires
    - `early_close_condition` string, nullable — The condition under which the market can close early
    - `strike_type` 'greater' | 'greater_or_equal' | 'less' | 'less_or_equal' | 'between' | 'functional' | 'custom' | 'structured' — Strike type defines how the market strike is defined and evaluated
    - `floor_strike` number, double, nullable — Minimum expiration value that leads to a YES settlement
    - `cap_strike` number, double, nullable — Maximum expiration value that leads to a YES settlement
    - `functional_strike` string, nullable — Mapping from expiration values to settlement values
    - `custom_strike` object, nullable — Expiration value for each target that leads to a YES settlement
    - `rules_primary` string, required — A plain language description of the most important market terms
    - `rules_secondary` string, required — A plain language description of secondary market terms
    - `mve_collection_ticker` string — The ticker of the multivariate event collection
    - `mve_selected_legs` MveSelectedLeg[]
      - `event_ticker` string — Unique identifier for the selected event
      - `market_ticker` string — Unique identifier for the selected market
      - `side` string — The side of the selected market
      - `yes_settlement_value_dollars` string — Fixed-point US dollar string. Most request fields accept 2-4 decimal places (e.g., "0.56", "0.5600"); responses emit up to 6. Valid quote intervals for a given market are constrained by that market's price level structure.
    - `primary_participant_key` string, nullable
    - `price_level_structure` string, required — Price level structure for this market, defining price ranges and tick sizes
    - `price_ranges` PriceRange[], required — Valid price ranges for orders on this market
      - `start` string, required — Starting price for this range in dollars
      - `end` string, required — Ending price for this range in dollars
      - `step` string, required — Price step/tick size for this range in dollars
    - `is_provisional` boolean — If true, the market may be removed after determination if there is no activity on it
    - `exchange_index` integer — Identifier for an exchange shard.

## Other responses

- `400` — Bad request
- `401` — Unauthorized
- `404` — Event not found
- `500` — Internal server error

---

[API](https://skmtc.net/kalshi/apis/kalshi-trade-api-manual-endpoints.md) · [All operations](https://skmtc.net/kalshi/apis/kalshi-trade-api-manual-endpoints/llms.txt) · [OpenAPI document](https://skmtc-service-staging.skmtc.workers.dev/v1/apis/kalshi/kalshi-trade-api-manual-endpoints/revisions/6aec27d55fba/schema)