Broadridge Unit CQG Launches Kalshi Event Contracts Through Its Front Ends And APIs

Kalshi event contracts will also be available to participants on the NYFIX network through the CQG-NYFIX integration.  This new integration brings prediction markets directly into established trading workflows, giving retail and institutional investors a new way to trade on real-world events and manage exposure across asset classes.

As prediction markets attract growing attention from investors and policymakers, the integration pairs Kalshi's event contract marketplace with CQG's trading, risk management and portfolio monitoring tools. Brokers and futures commission merchants (FCMs) can offer clients direct trading access and market data, while traders can incorporate event contracts into broader portfolio and hedging strategies within a single platform.

Bringing Prediction Markets into Established Trading Workflows

The integration offers direct trading access and market data through CQG front-ends and APIs, broadening distribution of Kalshi markets to FCMs and brokers seeking access through an established trading platform. Additionally, trading access will be made available to over 1,700 buy-side clients who rely on the NYFIX network for their connectivity.  Rather than treating prediction markets as a separate trading activity, investors can use their existing infrastructure and tools to monitor event contract positions within their wider trading portfolios and evaluate hedging opportunities across markets.

The launch expands Broadridge's multi-asset trading offering while extending Kalshi's reach among users of CQG technology. It responds to client demand in the United States and EMEA, with access subject to applicable eligibility and jurisdictional requirements.