#include <kalshi/models.hpp>

Public Attributes
std::string	event_ticker
	Unique identifier for this event.

std::string	series_ticker
	Unique identifier for the series this event belongs to.

std::string	sub_title
	Shortened descriptive title for the event.

std::string	title
	Full title of the event.

std::string	collateral_return_type
	Collateral-return netting type for this event: `MECNET` for mutually exclusive markets, `DIRECNET` for directional netting, or an empty string for no collateral-return netting.

bool	mutually_exclusive {}
	True when `collateral_return_type` is `MECNET`: at most one market in this event can resolve to 'yes'.

std::optional< std::string >	category
	Event category (deprecated, use series-level category instead).

std::optional< std::string >	strike_date
	The specific date this event is based on.

std::optional< std::string >	strike_period
	The time period this event covers (e.g., 'week', 'month').

std::optional< std::vector< Market > >	markets
	Array of markets associated with this event.

std::optional< RawJson >	product_metadata
	Additional metadata for the event.

std::optional< std::vector< SettlementSource > >	settlement_sources
	The official sources used for the determination of markets within this event.

std::optional< std::string >	last_updated_ts
	Timestamp of when this event's metadata was last updated.

std::optional< std::string >	fee_type_override
	Fee type override for this event.

std::optional< double >	fee_multiplier_override
	Fee multiplier override for this event.

std::optional< ExchangeIndex >	exchange_index

Member Data Documentation

◆ event_ticker

std::string kalshi::EventData::event_ticker

Unique identifier for this event.

◆ series_ticker

std::string kalshi::EventData::series_ticker

Unique identifier for the series this event belongs to.

◆ sub_title

std::string kalshi::EventData::sub_title

Shortened descriptive title for the event.

◆ title

std::string kalshi::EventData::title

Full title of the event.

◆ collateral_return_type

std::string kalshi::EventData::collateral_return_type

Collateral-return netting type for this event: MECNET for mutually exclusive markets, DIRECNET for directional netting, or an empty string for no collateral-return netting.

◆ mutually_exclusive

bool kalshi::EventData::mutually_exclusive {}

True when collateral_return_type is MECNET: at most one market in this event can resolve to 'yes'.

◆ category

std::optional<std::string> kalshi::EventData::category

Event category (deprecated, use series-level category instead).

◆ strike_date

std::optional<std::string> kalshi::EventData::strike_date

The specific date this event is based on.

◆ strike_period

std::optional<std::string> kalshi::EventData::strike_period

The time period this event covers (e.g., 'week', 'month').

◆ markets

std::optional<std::vector<Market> > kalshi::EventData::markets

Array of markets associated with this event.

◆ product_metadata

std::optional<RawJson> kalshi::EventData::product_metadata

Additional metadata for the event.

◆ settlement_sources

std::optional<std::vector<SettlementSource> > kalshi::EventData::settlement_sources

The official sources used for the determination of markets within this event.

◆ last_updated_ts

std::optional<std::string> kalshi::EventData::last_updated_ts

Timestamp of when this event's metadata was last updated.

◆ fee_type_override

std::optional<std::string> kalshi::EventData::fee_type_override

Fee type override for this event.

◆ fee_multiplier_override

std::optional<double> kalshi::EventData::fee_multiplier_override

Fee multiplier override for this event.

◆ exchange_index

std::optional<ExchangeIndex> kalshi::EventData::exchange_index

The documentation for this struct was generated from the following file:

kalshi/models.hpp

Public Attributes