Prediction market data guides

How to work with Kalshi and Polymarket data — orderbook and trade history, backtesting methodology, cross-venue arbitrage, whale tracking, and the ProbSights API. 105 guides.

Education

• Prediction Market Data for Academic Research — Orderbook, trade, and resolution history for prediction market research.
• Building a Polymarket Backtesting Framework in Python — A structural outline for a Python backtesting framework built on the ProbSights historical API.
• Common Backtesting Mistakes in Prediction Markets — Frequent errors that make prediction market backtests look better than live trading will.
• Data Cleaning for Prediction Market Backtests — What to check in raw orderbook and trade data before backtesting against it.
• Execution Simulation With Prediction Market Data — How to simulate realistic order fills against historical orderbook depth.
• How Prediction Market Prices Form — How yes/no contract prices reflect the crowd's live implied probability.
• Market Making on Polymarket Order Books — The mechanics of quoting both sides of a Polymarket Up/Down market, and the data needed to study it.
• Market Resolution Data Explained — How Kalshi and Polymarket markets resolve, and why resolution data matters for backtesting.
• Mean Reversion Strategies in Prediction Markets — How mean-reversion logic applies to short-interval Polymarket Up/Down markets.
• Monte Carlo Simulation for Prediction Market Strategies — Using resampled historical data to stress-test a prediction market strategy's expected outcomes.
• Order Book Imbalance Analytics for Prediction Markets — Using bid/ask size imbalance in prediction market order books as a short-term signal.
• Portfolio Risk Analysis for Prediction Market Positions — Applying position-sizing and exposure analysis across correlated prediction market positions.
• Scalping Strategies on Polymarket — Short-holding-period strategies on Polymarket's fast-interval Up/Down markets.
• Sentiment Analysis From Polymarket Order Book Data — Reading order flow and price drift in Polymarket order books as a proxy for market sentiment.
• Spread Trading in Prediction Markets — Trading the bid/ask spread on prediction markets, and the cross-venue spread between equivalent markets.
• Strategy Evaluation Metrics for Prediction Markets — Metrics for judging a prediction market strategy's backtest results beyond raw return.
• Time-Series Analysis of Prediction Market Data — Treating prediction market orderbook and trade history as a time series for analysis.
• Volatility Modeling in Prediction Markets — Modeling implied-probability volatility on short-interval Polymarket Up/Down markets.
• Walk-Forward Optimization for Prediction Market Strategies — Avoiding overfitting by re-tuning a prediction market strategy on rolling out-of-sample windows.
• Why Mid-Price Backtests Lie — Filling simulated trades at mid-price overstates performance versus walking real orderbook depth.

Quant Modeling

• Anomaly Detection in Prediction Market Order Books — Flagging unusual orderbook or trade activity in prediction markets.
• Bid-Ask Bounce and Microstructure Noise in Prediction Markets — Why trades alternating between bid and ask can look like volatility that isn't there.
• Feature Engineering From Prediction Market Order Book Data — Common orderbook- and trade-derived features for prediction market models.
• Iceberg Order & Hidden Liquidity Detection in Prediction Markets — Inferring hidden liquidity from repeated depth refills in orderbook snapshots.
• LSTM for Prediction Market Data — Using LSTM on ProbSights' orderbook and trade history data.
• Random Forest for Prediction Market Data — Using Random Forest on ProbSights' orderbook and trade history data.
• Reinforcement Learning for Prediction Market Data — Using reinforcement learning on ProbSights' orderbook and trade history data.
• Detecting Volatility Regime Transitions in Prediction Markets — Identifying shifts between calm and volatile periods in prediction markets.
• XGBoost for Prediction Market Data — Using XGBoost on ProbSights' orderbook and trade history data.

Guide

• Automated Spread Capture Bot: Data Requirements — The orderbook and trade data a spread-capture strategy needs to size quotes.
• Bitcoin & Ethereum Price-Peak Markets vs. Up/Down Markets — How crypto price-peak markets differ from Up/Down interval markets.
• Building a Polymarket Trading Bot — Data and infrastructure considerations for a Polymarket trading bot.
• Fed Rate, Inflation & Recession Prediction Markets Explained — How Kalshi prices Fed rate, inflation, and recession markets.
• How to Backtest a Kalshi Strategy — A practical walkthrough for backtesting a Kalshi strategy using orderbook and trade history.
• How to Backtest a Polymarket Strategy — A practical walkthrough for backtesting a Polymarket Up/Down strategy using orderbook and trade history.
• Polymarket Up/Down Markets Explained — How Polymarket's short-interval BTC/ETH/SOL Up/Down markets work.
• How Prediction Market Arbitrage Works — A guide to cross-venue prediction market arbitrage between Kalshi and Polymarket.
• Exporting Prediction Market Historical Data — How to pull ProbSights historical data out via the API for offline analysis.
• Prediction Market Liquidity Analysis — Using orderbook depth and volume to assess prediction market liquidity.
• Prediction Market Spread Analysis — How bid/ask spread behaves in prediction markets, and what it signals.
• Prediction Market Volume Analysis — Using category and market volume data to gauge where activity is concentrated.
• Working With Resolved Prediction Market Data — Using historical data from resolved Kalshi and Polymarket markets for research.
• Sports & Awards Prediction Markets: NBA, NFL, World Cup, Oscars & More — How Kalshi and Polymarket price sports and awards-show markets.
• Understanding Prediction Market Order Books — What a prediction market order book is, how yes/no and up/down books differ from an asset book, and how to read depth and spread.
• US Presidential Election Prediction Markets — Trump 2028 & Beyond — How Kalshi and Polymarket price 2028 presidential election odds.

Comparison

• Best Prediction Market Arbitrage Tool: Evaluation Guide — What to look for in a cross-venue prediction market arbitrage tool.
• Best Prediction Market Data Provider: What to Look For — A buyer's checklist for choosing a prediction market data API — venue coverage, history depth, and live signals.
• Best Prediction Market Whale Tracker: Evaluation Guide — What to look for in a tool for tracking large prediction market trades.
• Free Kalshi Historical Data: What's Actually Free — What Kalshi historical data is available for free vs. what requires a paid plan.
• Free Polymarket Historical Data: What's Actually Free — What Polymarket historical data is available for free vs. what requires a paid plan.
• Polymarket vs. Kalshi Odds Comparison — Compare live prices for equivalent events across Polymarket and Kalshi in one search.
• Prediction Market Data Providers Compared — How prediction-market-specific data providers differ from general crypto/finance data APIs.
• ProbSights vs. Amberdata — Amberdata is an institutional crypto market data provider covering order book, options, and on-chain data; ProbSights is built specifically for prediction markets.
• ProbSights vs. CoinGecko — CoinGecko is a crypto price and market-cap aggregator; ProbSights is built specifically for prediction markets.
• ProbSights vs. CryptoCompare — CryptoCompare is a crypto market data and pricing API; ProbSights is built specifically for prediction markets.
• ProbSights vs. Dune Analytics — Dune Analytics is a SQL-over-blockchain analytics and dashboarding platform; ProbSights is built specifically for prediction markets.
• ProbSights vs. Kaiko — Kaiko is an institutional-grade digital asset market data provider; ProbSights is built specifically for prediction markets.
• ProbSights vs. Messari — Messari is a crypto research and market intelligence platform; ProbSights is built specifically for prediction markets.
• ProbSights vs. PolyBacktest — PolyBacktest is a Polymarket-focused content library; ProbSights is a live cross-venue data API.
• ProbSights vs. Polygon.io — Polygon.io is a stocks/options/forex/crypto market data API oriented around traditional finance; ProbSights is built specifically for prediction markets.
• ProbSights vs. PolyHistorical — PolyHistorical covers Polymarket order-book history. ProbSights covers Polymarket and Kalshi, plus arbitrage and whale tracking.
• ProbSights vs. The Graph — The Graph is a blockchain indexing protocol for querying on-chain data via subgraphs; ProbSights is built specifically for prediction markets.

Backtesting

• BTC Backtesting Data — Historical Up/Down Markets from 5m to 24h — Orderbook depth plus the executed tape for backtesting BTC Up/Down strategies at any interval from 5m to 24h.
• Drawdown Duration Analysis for Prediction Market Strategies — Measuring time-underwater alongside max drawdown depth in strategy backtests.
• ETH Backtesting Data — Historical Up/Down Markets from 5m to 24h — Orderbook depth plus the executed tape for backtesting ETH Up/Down strategies at any interval from 5m to 24h.
• Flash Crash Analysis in Prediction Market Data — Studying sudden price dislocations and recoveries in prediction market history.
• Avoiding Look-Ahead Bias in Prediction Market Backtests — Why timestamp-accurate history matters for avoiding look-ahead bias in backtests.
• Building a Market Replay Tool From Prediction Market History — Replaying orderbook and trade history in timestamp order to test strategy logic.
• Momentum Ranking Strategies in Prediction Markets — Ranking prediction markets by recent price momentum, as a counterpart to mean-reversion.
• SOL Backtesting Data — Historical Up/Down Markets from 5m to 24h — Orderbook depth plus the executed tape for backtesting SOL Up/Down strategies at any interval from 5m to 24h.
• Trade Journaling for Prediction Market Backtests — Logging every simulated fill from a backtest run for later review.

Orderbook History

• BTC Orderbook History — Kalshi & Polymarket Up/Down Markets (5m–24h) — Bid/ask depth, mid-price, and spread history for BTC Up/Down markets across every contract interval from 5m to 24h.
• ETH Orderbook History — Kalshi & Polymarket Up/Down Markets (5m–24h) — Bid/ask depth, mid-price, and spread history for ETH Up/Down markets across every contract interval from 5m to 24h.
• SOL Orderbook History — Kalshi & Polymarket Up/Down Markets (5m–24h) — Bid/ask depth, mid-price, and spread history for SOL Up/Down markets across every contract interval from 5m to 24h.

Trade History

• BTC Trade History — Executed Fills on Kalshi & Polymarket Up/Down — The executed trade tape for BTC Up/Down markets — price, size, side, and timestamp on both venues.
• ETH Trade History — Executed Fills on Kalshi & Polymarket Up/Down — The executed trade tape for ETH Up/Down markets — price, size, side, and timestamp on both venues.
• SOL Trade History — Executed Fills on Kalshi & Polymarket Up/Down — The executed trade tape for SOL Up/Down markets — price, size, side, and timestamp on both venues.

Platform

• Cross-Venue Prediction Market Data API — One API for market search, historical data, arbitrage, and whale tracking across Kalshi and Polymarket.
• Kalshi Historical Data API — Orderbook & Trade History — Query Kalshi yes/no orderbook depth and executed trade history by market ID and time range, on the same schema as Polymarket.
• Kalshi Whale Trade Tracker — Track large Kalshi fills in real time — notional size, taker side, and the market context that tells you whether the size mattered.
• Polymarket CLOB Historical Data — Historical data from Polymarket's central limit order book (CLOB), the on-chain matching engine behind every market.
• Polymarket Gamma API + Historical Data — Polymarket's Gamma API covers market/event metadata; ProbSights adds historical orderbook and trade data on top of it.
• Polymarket Historical Data API — Orderbook & Trade History — Query Polymarket orderbook depth and executed trade history by market ID and time range, through one normalized REST API.
• Polymarket ↔ Kalshi Arbitrage Spreads — Track price spreads between matched Polymarket and Kalshi markets for the same event.
• Polymarket + Kalshi Historical Data, One API — Orderbook and trade history for both Polymarket and Kalshi through a single normalized schema.
• Polymarket Market Depth Data API for Quant Traders — Programmatic access to Polymarket orderbook depth for systematic strategy development.
• Paper Trading vs. Backtesting on Polymarket — Why backtesting against historical orderbook data is faster and more rigorous than paper trading.
• Modeling Slippage in Polymarket Backtests — How to estimate realistic slippage using historical orderbook depth instead of assuming fills at mid-price.
• Polymarket Whale Trade Tracker — Track large Polymarket fills in real time — size, side, outcome token, and the on-chain transaction behind each one.
• Prediction Market Arbitrage Scanner — Live cross-venue price spreads between equivalent Kalshi and Polymarket markets.
• Prediction Market Backtesting API — Orderbook and trade history across Kalshi and Polymarket for strategy backtesting.
• Prediction Market Whale Trade Tracking — Kalshi & Polymarket — Track large trades across Kalshi and Polymarket: the public feed, per-market statistics, configurable thresholds, and webhook alerts.
• Webhook Integration for Prediction Market Data — Realtime webhook alerts for whale trades and arbitrage opportunities.

API Guide

• Getting Started With the ProbSights API — Create a key, find a market, and pull your first orderbook and trade history from the ProbSights API.
• Prediction Market API Authentication — How ProbSights API keys work, how to send them, and how key auth differs from the session cookies the web app uses.
• ProbSights API: JavaScript Quickstart — Search markets and page through historical Kalshi and Polymarket orderbook data from Node or TypeScript, with correct time handling.
• Reconstructing an Order Book From Snapshots — How to replay depth over time from sequential ProbSights orderbook snapshots, and what snapshot data can and cannot tell you.
• ProbSights API: Python Quickstart — Search markets and page through historical Polymarket and Kalshi orderbook data from Python, with correct time and pagination handling.
• ProbSights API Rate Limiting: Best Practices — How to stay inside ProbSights API request limits: cache what is stable, widen time ranges, and back off correctly on 429.
• Querying an Orderbook Snapshot at a Specific Timestamp — There is no point-in-time endpoint — how to get the orderbook state nearest a given moment using a narrow time window.
• Time-Range Filtering Guide — How start_time and end_time work across the ProbSights historical endpoints, and how to page a range without losing rows.

Odds

• Polymarket BTC Odds Today — How to read live Polymarket BTC Up/Down prices as probabilities.
• Polymarket Crypto Odds Today: BTC, ETH & SOL Up/Down — Live Polymarket BTC, ETH, and SOL Up/Down odds in one place.
• Polymarket ETH Odds Today — How to read live Polymarket ETH Up/Down prices as probabilities.
• Polymarket SOL Odds Today — How to read live Polymarket SOL Up/Down prices as probabilities.

Data from Kalshi and Polymarket. Search live · API docs · Pricing