When importing MIDI (or session data with MIDI), you can select whether or not to import any key signatures stored in MIDI files.The Import MIDI dialog includes the Import Key Signature from MIDI File option. When selected, key signatures (if present) are imported into Pro Tools with any other MIDI data.
The Import Session Data dialog includes the Import Key Signature/Chord Map option. When selected, key signatures (if present) and chord markers (if present) are imported into the current session with the imported session data.