---
title: "Get Positions"
method: GET
path: "/portfolio/positions"
tags: ["portfolio"]
---

# Get Positions

`GET /portfolio/positions`

## Request

- Base URL: `https://external-api.kalshi.com/trade-api/v2`
- URL: `https://external-api.kalshi.com/trade-api/v2/portfolio/positions`
- Auth: one of:
  - API key in header `KALSHI-ACCESS-KEY` and API key in header `KALSHI-ACCESS-SIGNATURE` and API key in header `KALSHI-ACCESS-TIMESTAMP`
  - HTTP bearer

Returns unsettled positions by default. Set `settlement_status=settled` to page through settled positions that are still in the live data set, or `settlement_status=all` for both live states. Positions already archived are available via `GET /historical/positions`.
Settled and all-state positions are paginated by event ticker to keep large histories bounded. Cursors are specific to the selected settlement status.
`count_filter` restricts positions to those with a non-zero position or total traded count.
Registered partners may also use a user OAuth access token with the explicitly granted read::compliance_partner scope.

## Query parameters

- `cursor` string
- `limit` integer
- `count_filter` string
- `settlement_status` 'unsettled' | 'settled' | 'all'
- `ticker` string
- `event_ticker` string
- `subaccount` integer
- `exchange_index` integer

## Response `200`

Positions retrieved successfully

- GetPositionsResponse
  - `cursor` string: The Cursor represents a pointer to the next page of records in the pagination. Use the value returned here in the cursor query parameter for this end-point to get the next page containing limit records. An empty value of this field indicates there is no next page.
  - `market_positions` MarketPosition[], required: List of market positions
    - `ticker` string, required: Unique identifier for the market
    - `exchange_index` integer, required: Identifier for an exchange shard.
    - `total_traded_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.
    - `position_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.
    - `market_exposure_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.
    - `realized_pnl_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.
    - `fees_paid_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_updated_ts` string, date-time, required: Last time the position is updated
  - `event_positions` EventPosition[], required: List of event positions
    - `event_ticker` string, required: Unique identifier for events
    - `total_cost_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.
    - `total_cost_shares_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.
    - `event_exposure_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.
    - `realized_pnl_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.
    - `fees_paid_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.

## Other responses

- `400`: Bad request - invalid input
- `401`: Unauthorized - authentication required
- `500`: Internal server error

## Changes

- **2026-10-16** `bd0c218a65b7`: 1 warning
  - for the `query` request parameter `subaccount`, the min was set to `0.00`
- **2026-09-30** `b8a5c773e8f5`: 1 info
  - added the new optional `query` request parameter `settlement_status`
- **2026-09-18** `30e750f714ab`: 1 info
  - the endpoint scheme security `kalshiOauthAccessToken` was added to the API
- **2026-08-19** `87cbea53ccd8`: 1 info
  - added the required property `market_positions/items/exchange_index` to the response with the `200` status
- **2026-08-15** `1369596f944a`: 1 info
  - added the new optional `query` request parameter `exchange_index`

[Operation history](https://skmtc.dev/kalshi/apis/kalshi-trade-api-manual-endpoints/changes/portfolio/positions/get.md)

---

[API](https://skmtc.dev/kalshi/apis/kalshi-trade-api-manual-endpoints.md) - [All operations](https://skmtc.dev/kalshi/apis/kalshi-trade-api-manual-endpoints/llms.txt) - [OpenAPI document](https://skmtc.dev/kalshi/apis/kalshi-trade-api-manual-endpoints/revisions/e6691cdd1915?raw)