New York M vs Milwaukee Winner
New York M vs Milwaukee Winner is priced at 55¢ on Kalshi. Current book: 55¢ bid, 56¢ ask, 1¢ spread. This page tracks a standalone prediction-market contract.
Price history
55¢ current
−4¢Contract brief
If Milwaukee wins the New York M vs Milwaukee professional baseball game originally scheduled for Jul 21, 2026 at 7:40 PM EDT, then the market resolves to Yes.
Outcome
New York M vs Milwaukee Winner
Rank
Standalone
Leader
—
Range
—
Family volume
$300K
Identifier
KXMLBGAME-26JUL211940NYMMIL-MIL
Jul 21, 2026, 9:59 PM UTC · 0m ago
Implied probability
Bid
55¢
Ask
56¢
Spread
1¢
24h volume
$290K
Family rank
Standalone
Standalone contract
Closes
Jul 24, 2026
Family volume
$300K
Orderbook snapshot
55 / 56¢
Contract terms
What resolves this market.
YES condition
If Milwaukee wins the New York M vs Milwaukee professional baseball game originally scheduled for Jul 21, 2026 at 7:40 PM EDT, then the market resolves to Yes.
Venue
Kalshi
Closes
Jul 24, 2026
Identifier
KXMLBGAME-26JUL211940NYMMIL-MIL
Event family
This market.
The same race as a probability stack: rank, volume, and where this contract sits against the other outcomes.
Total volume
$300K
Outcomes
1
Highest price
New York M vs Milwaukee Winner 55¢
Current share
100%
New York M vs Milwaukee Winner
kalshi · KXMLBGAME-26JUL211940NYMMIL-MIL
Browse this series
Indicators
Yield, cliff risk, volatility, and regime.
Regime
neutral
Score
0.5
Related readings
Matched from SimpleFunctions blog, opinions, technical guides, concepts, and learn pages.
Kalshi vs Polymarket: Mechanics, Fees, Regulation, Liquidity (2026)
Side-by-side comparison of Kalshi and Polymarket in 2026. Fee math, calibration data, withdrawal speed, and a decision tree for picking the right venue.
Kalshi vs Polymarket: Which Prediction Market Should You Trade?
In-depth comparison of Kalshi and Polymarket for prediction market traders. Regulatory structure, liquidity, fees, API tooling, and cross-venue trading with SimpleFunctions.
Kalshi vs Polymarket: A Developer's Comparison of APIs, Orderbooks, and Liquidity
Data-driven comparison of Kalshi and Polymarket APIs, orderbooks, rate limits, and liquidity. Code examples for building on both prediction markets.
Liquidity Availability Is the Real Edge in Prediction Markets
Implied yield, cliff risk, and overround all describe what to trade. Liquidity Availability Score describes whether the orderbook can absorb the trade. Why LAS is the indicator that decides who actually books P&L.
Prediction Market Orderbook Analysis: Reading Depth, Spread, and Liquidity
How to read prediction market orderbooks. Binary settlement, spread-as-percentage, depth asymmetry, executable edge calculation, and cross-venue arbitrage analysis.
Implied Yield vs Raw Probability: Why Bond-Adjacent Prediction Markets Need a Different Lens
Why fixed-income-adjacent prediction-market contracts need to be priced in implied yield, not raw probability, with two real Kalshi Fed-decision contracts as a case study.
SimpleFunctions context
Index, screen, query, and monitor.
Prediction Market Index
Market-wide volatility, geo risk, breadth, and activity around this contract.
Market Screener
Filter adjacent contracts by volume, expiry, IY, CRI, venue, and theme.
Event Probability API
Read 55% as a structured event probability object for agents and apps.
Realtime Data API
Prices, orderbooks, movement, heat, and liquidity indicators across venues.
World State API
Compact market-aware context packets for agent sessions and scheduled refresh.
Hedging Workflows
Map a thesis or exposure to candidate event markets and monitoring paths.
How we compute these odds
SimpleFunctions aggregates live prediction-market contracts from Kalshi and Polymarket. Each slug groups contracts that resolve on the same underlying event, identified by venue event_id.
For binary slugs, the headline probability is the liquidity-weighted mid-price across all bound contracts. For multi-outcome slugs (e.g. elections with 3+ candidates), the headline is the leader’s price; we never arithmetically average disjoint outcomes — that would produce a number with no real-world meaning.
Snapshots refresh every 5 minutes during market hours; daily aggregates are computed at 04:00 UTC. The 30-day sparkline is drawn from per-ticker daily means stored in market_indicator_daily; 24h delta and movement events are derived from the same source.