Multivariate event

A Kalshi event whose outcomes are structured together as a single multivariate market group rather than independent yes/no markets. Kalshi's 15-minute crypto markets and many scalar-range markets are multivariate events.

The distinction matters for anyone reading Kalshi's data programmatically: multivariate events can be excluded by a default filter on the markets endpoint, so tools that do not account for them silently miss whole categories like the 15-minute crypto ladders. Fetching by series ticker is the reliable way to see them.