RFQs

RFQs are an early access dataset and are not included in standard plans. To request access, email support@probalytics.io.

Shape

rfqs has one row per request-for-quote lifecycle event. An RFQ is a request by a Kalshi user for quotes on a market, usually a combo market. Each RFQ produces a CREATED row and, once it is withdrawn or expires, a DELETED row with the same id.

Field	Type	Values and meaning
`id`	`UUID`	Stable Probalytics RFQ ID, generated deterministically from the Kalshi RFQ ID. Shared by the `CREATED` and `DELETED` rows.
`platform`	`enum`	`KALSHI`.
`platform_id`	`string`	Kalshi RFQ ID.
`event_type`	`enum`	`CREATED` — RFQ opened `DELETED` — RFQ removed
`market_id`	`UUID`	Requested market. Joins to `markets.id`.
`market_platform_id`	`string`	Requested market’s Kalshi ticker.
`creator_id`	`string`	Kalshi’s identifier for the requesting user.
`contracts`	`decimal \| null`	Requested number of contracts, when the request is sized in contracts.
`target_cost`	`decimal \| null`	Requested cost in USD, when the request is sized in dollars.
`timestamp`	`datetime`	Source time in UTC: creation time for `CREATED`, deletion time for `DELETED`.
`indexed_at`	`datetime`	Time Probalytics wrote this row.

Coverage

Venue	Product	Rows	Coverage starts
Kalshi	RFQs	1,100,200,509	2026-10-14

_{Count as of 2026-10-18. Each RFQ contributes one CREATED row and, once removed, one DELETED row, so the row count is roughly twice the number of RFQs.} RFQs are captured live from Kalshi’s communications WebSocket channel. Kalshi does not provide RFQ history, so there is no data before capture started, and RFQs created during a capture outage are not backfilled. Only RFQ creation and deletion are recorded. Quotes submitted in response to an RFQ are not included; executed trades appear in fills.

Normalization

Kalshi source	Probalytics field
`id`	`platform_id`; also the input for `id`
`market_ticker`	`market_platform_id`; also the input for `market_id`
`creator_id`	`creator_id`
`contracts_fp`	`contracts`
`target_cost_dollars`	`target_cost`
`created_ts`	`timestamp` on `CREATED` rows
`deleted_ts`	`timestamp` on `DELETED` rows

Empty size fields become null. Events without the timestamp for their event type are dropped.

Querying RFQs

Pair each RFQ with its deletion to measure how long it stayed open:

SELECT
    id,
    any(market_platform_id) AS market,
    minIf(timestamp, event_type = 'CREATED') AS created,
    minIf(timestamp, event_type = 'DELETED') AS deleted,
    dateDiff('second', created, deleted) AS open_seconds
FROM rfqs FINAL
WHERE timestamp >= now() - INTERVAL 1 DAY
GROUP BY id
HAVING countIf(event_type = 'CREATED') > 0
   AND countIf(event_type = 'DELETED') > 0
LIMIT 100;

Join market_id to markets.id to read the requested combo and its legs. An RFQ can reference a market that has not been indexed yet, so use a LEFT JOIN when completeness matters. See Tables & Schemas for the ClickHouse column types.

Getting Started

Datasets

Access Methods

REST API

Reference

Status

Support

Shape

Coverage

Normalization

Querying RFQs

​Shape

​Coverage

​Normalization

​Querying RFQs

Shape

Coverage

Normalization

Querying RFQs