BMLL Adds Kalshi Prediction-Market Data to Platform

BMLL announced it has added Kalshi prediction-market data to its platform, making event-contract prices and market-implied probabilities available to clients through BMLL’s distribution and analytics services.

The integration brings Kalshi exchange data into BMLL’s delivery channels and analytics framework, allowing institutional users to access prediction-market prices alongside BMLL’s existing trade and order-book datasets.

Clients can query Kalshi time series via BMLL APIs and data products and incorporate the data into models, research, monitoring and backtesting workflows. The feed will include live price updates and historical series of market-implied probabilities.

Kalshi offers binary event contracts that settle to specific outcomes. Contracts cover economic releases, elections and weather events, with market prices that reflect the probability participants assign to each outcome.

Asset managers, quantitative traders and research teams can use prediction-market prices as an additional input for forecasting, risk assessment and trading-signal development. Users can compare Kalshi-implied expectations with traditional market indicators and macro releases within the same analytics environment.

The addition expands BMLL’s alternative-data universe beyond its core high-resolution trade and order-book histories from major exchanges. Under the agreement, Kalshi’s event-market prices will be distributed through BMLL’s platform so clients can include them in backtests, models and dashboards.

Kalshi is a U.S.-based exchange regulated by the Commodity Futures Trading Commission that lists short-duration contracts tied to specific event outcomes. BMLL is a market-data and analytics provider serving institutional clients with granular trading and reference data.