Orderbook tick history

    Historical orderbook data for prediction markets

    Predexon records the complete orderbook of every major prediction market — every placement, update, cancel, and fill, captured tick by tick from our own always-on infrastructure since January 2026. It is the dataset no real-time feed keeps and no exchange lets you download after the fact.

    Reconstruct full book depth at any captured timestamp. Backtest queue position, quote aggressiveness, spread dynamics, and fill probability against what the market actually showed — not against a sampled snapshot.

    3 venues
    Polymarket, Kalshi, Opinion
    5
    granularities — raw to 1h
    T-1
    finalized daily ~06:00 UTC
    $50
    free credits to start

    What every tick contains

    Placements

    Every new order added to the book, with price, size, and side

    Updates & cancels

    Every modification and removal — track how quotes move

    Fills

    Every execution, matched to the resting order it consumed

    Full depth

    The complete book at every level, not a top-of-book sample

    Timestamps

    Millisecond-resolution event time for exact replay

    Market metadata

    Question, outcome, venue, and resolution joined to every market

    Quote a slice for free, then download Parquet
    # 1. Quote any slice — free, see size and price first
    curl "https://api.predexon.com/v2/data/ticks/quote?venue=polymarket\
    &market=fed-rate-cut-september&granularity=raw\
    &from=2025-01-01&to=2025-06-30" \
      -H "x-api-key: <your-api-key>"
    
    # 2. Download as compressed Parquet via signed URL
    curl "https://api.predexon.com/v2/data/ticks?quote_id=qt_8f3a…" \
      -H "x-api-key: <your-api-key>"

    Coverage & delivery

    Venues
    Polymarket, Kalshi, Opinion
    History
    Capture since January 2026 — always on
    Granularities
    Raw ticks, 100ms, 1s, 1m, 1h
    Format
    zstd-compressed Parquet, signed URLs
    Pricing
    $40–80/GiB by venue — free quotes, $5 min
    Freshness
    Finalized daily ~06:00 UTC (T-1)

    Frequently asked questions

    How do I get historical orderbook data for prediction markets?

    Predexon provides downloadable tick-level orderbook history for Polymarket, Kalshi, and Opinion. Quote any slice for free via the API to see its exact size and price, then download it as compressed Parquet through a signed URL. New accounts get $50 in free data credits.

    What granularities are available?

    The raw tick stream itself, plus 100ms, 1s, 1m, and 1h aggregations. Raw ticks contain every placement, update, cancel, and fill, so you can aggregate down to any custom resolution — the aggregated tiers are provided for convenience.

    How far back does the data go?

    Tick capture began in January 2026 and runs continuously across Polymarket, Kalshi, and Opinion, finalized daily around 06:00 UTC. For earlier history, Predexon's REST API covers Polymarket trades and prices back to 2020.

    Can I reconstruct the full orderbook at a specific moment?

    Yes. Because every event is captured — not sampled — you can replay the book to any millisecond timestamp and see full depth exactly as market participants saw it, including levels far from the touch.

    How is the data priced?

    By download size: $40/GiB for Polymarket and $80/GiB for Kalshi and Opinion, with a $5 minimum charge. Every slice can be quoted for free before you commit, filters let you pay only for the markets you need, and re-downloads within 24 hours are free.

    What format is the data delivered in?

    Compressed Parquet files delivered via signed URLs — columnar, typed, and ready to load into pandas, Polars, DuckDB, ClickHouse, or any OLAP engine without preprocessing.

    Start building today

    Tick-level orderbook history, the fastest WebSocket, and blockchain-indexed analytics for every major prediction market — through one clean, predictable API.