SimpleFunctions

Yes · KXMLBRFI-26MAY291845SDWSH

Yes is priced at 46¢ on Kalshi. Current book: 45¢ bid, 46¢ ask, 1¢ spread. This page tracks a standalone prediction-market contract.

Price history

46¢ current

+3¢
40¢50¢
May 26, 2026May 28, 2026

Contract brief

If either team scores a run in the first inning of the San Diego vs Washington professional baseball game originally scheduled for May 29, 2026 at 6:45 PM EDT, then the market resolves to Yes.

Outcome

Yes

Rank

Standalone

Leader

Range

Family volume

$88

Identifier

KXMLBRFI-26MAY291845SDWSH

May 28, 2026, 5:38 PM UTC · 30m ago

Implied probability

46¢
Latest venue quote
May 28, 2026, 5:38 PM UTC · 30m ago

Bid

45¢

Ask

46¢

Spread

24h volume

$88

Family rank

Standalone

Standalone contract

Closes

Jun 1, 2026

Family volume

$88

Orderbook snapshot

45 / 46¢

Kalshi
1¢ spread
BidSize
45¢230
44¢500
43¢200
41¢48
40¢500
AskSize
46¢411
51¢33
52¢49
54¢20
55¢82

Contract terms

What resolves this market.

YES condition

If either team scores a run in the first inning of the San Diego vs Washington professional baseball game originally scheduled for May 29, 2026 at 6:45 PM EDT, then the market resolves to Yes.

Venue

Kalshi

Closes

Jun 1, 2026

Identifier

KXMLBRFI-26MAY291845SDWSH

SF Signal
SF Index
10588.92
Regime
neutral

Event family

KXMLBRFI-26MAY291845SDWSH.

The same race as a probability stack: rank, volume, and where this contract sits against the other outcomes.

Total volume

$88

Outcomes

1

Highest price

Yes 45¢

Current share

100%

Indicators

Yield, cliff risk, volatility, and regime.

CRI

1

VR

1.54

IAR

0.4/h

Regime

neutral

Score

0.5

Full indicator table

1
VR
1.54
IAR
0.4/h

Odds pages

Related prediction questions

Browse odds

Related readings

Matched from SimpleFunctions blog, opinions, technical guides, concepts, and learn pages.

Browse library
Blogmarkets

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.

Opinioncomparison

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.

Technicalguide

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.

Opinionanalysis

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.

Blogmarkets

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.

Opinionanalysis

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.

Open index

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.