We present observations of SS 433 using the Chandra High Energy Transmission Grating Spectrometer. Many emission lines of highly ionized elements are detected with the relativistic blue and red Doppler shifts. The lines are measurably broadened to 1700 km/s (FWHM) and the widths do not depend significantly on the characteristic emission temperature, suggesting that the emission occurs in a freely expanding region of constant collimation with opening angle of 1.23 +/- 0.06 deg. The blue shifts of lines from low temperature gas are the same as those of high temperature gas within our uncertainties, again indicating that the hottest gas we observe to emit emission lines is already at terminal velocity. Fits to the emission line fluxes give a range of temperatures in the jet from 5e6 to 1e8 K. We derive the emission measure as a function of temperature for a four component model that fits the line flux data. Using the density sensitive Si XIII triplet, the characteristic electron density is 1e14 cm^{-3}, where the gas temperature is about 1.3e7 K. Based on an adiabatic expansion model of the jet, the electron densities drop from ~2e15 to 4e13 cm^{-3} at distances of 2e10 to 2e11 cm from the apex of the jet cone. The jet mass outflow rate is 1.5e-7 Msun / yr. The kinetic power is 3.2e38 erg/s, which is x1000 larger than the unabsorbed 2-10 keV X-ray luminosity. The bremsstrahlung emission associated with the lines can account for the entire continuum; we see no direct evidence for an accretion disk. The image from zeroth order shows extended emission at a scale of ~2, aligned in the general direction of the radio jets.
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