Probalytics Probalytics

Order book and trade history for Polymarket and Kalshi.

Full-depth book snapshots stored on every change — Polymarket since November 2025, Kalshi since May 2026 — timestamped to the millisecond. Markets back to October 2020, fills to 2022. Query it in ClickHouse, pull it over REST, or export Parquet.

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probalytics — clickhouse
timestampoutcomebest_bidbid_sizebest_askask_sizelevels
10:50:00.249Yes0.18220810.1832080215
10:50:00.416Yes0.18220810.1832080214
10:50:00.451Yes0.18220810.1832080215
10:50:00.580Yes0.18220810.1832080215
10:50:00.618Yes0.18220810.1832080215
10:50:00.690Yes0.18220810.1832080215
10:50:00.710Yes0.18220810.1832080215
10:50:00.820Yes0.18220810.1832080214
10:50:00.844Yes0.18220810.1832080215
10:50:01.581Yes0.18220810.1832080215
10 rows · 300 read · 7 ms

Querying a small cross-platform sample. Get full Polymarket + Kalshi history with your own API key.

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Live coverage
Polymarket· 2.8M+ marketsKalshi· 14.3M+ markets

17.1M+

Markets indexed

2.6B+

Trades recorded

143B+

Book snapshots

Nov 2025

Polymarket book since

Kalshi book since May 2026. Figures as of August 2026.

Sample & schema

See exactly what you'll be working with

Real sample rows and the full typed schema for every table, identical across Polymarket and Kalshi. Download a sample before you write a line of code.

market_idmarket_platform_idplatformoutcomebidsaskstimestampindexed_athashstatecontinuitypath_index
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20 rows · 12 columns · sample
View docs Download Parquet

The Problem

Prediction market data is hard to work with

Every venue ships different APIs and formats, history is shallow and low-resolution, and building reliable infrastructure yourself takes months.

Per-venue APIs

Polymarket and Kalshi expose different APIs, auth and schemas. You normalise each one yourself.

No book history

Venues stream the book live and discard it. Miss the moment and there's nothing to backtest against.

Uneven history

Backfills are incomplete, with gaps around resolutions, reorgs and renames.

Heavy to self-host

Capturing every book means hundreds of terabytes, a Polygon indexer, and continuous collection — anything you don't capture today is gone tomorrow.

The Solution

One queryable warehouse for Polymarket and Kalshi

Normalised trades and full-depth historical order books across both venues. Query in ClickHouse SQL, fetch over REST, or export Parquet.

Unified schema

One data model across both venues. No per-venue formats to reconcile.

Order book history

New

Full bid and ask depth written on every change, stored within seconds. 3.5B+ snapshots per day.

ClickHouse SQL

Query both venues together without building ETL.

REST and Parquet

Clean endpoints and bulk exports for DuckDB, Polars and pandas.

View all features

Historical order book

A stored book, not a live feed

Live-only feeds stream depth and discard it. We store the full ladder every time it changes, so you can reconstruct the exact state of any market at any past moment. Each row carries the complete bid and ask arrays — not a delta you have to replay.

Rendered ladder27 bid · 30 ask · top 10
PriceSize
0.66001,200
0.65002,300
0.64002,763
0.63003,910
0.62004,048
0.61002,363
0.600014,474
0.590010,123
0.58008,637
0.57003,226
Spread0.0100
0.56002,168
0.550012,133
0.54009,847
0.53001,812
0.52001,076
0.5100611
0.49002,077
0.4700150
0.4200174
0.410075
Kalshi · Bragantino vs Gremio Winner? · Yes · 2026-08-23 06:00:51.757 UTC
Fill simulationsell 25,000
Top of book0.5600
Actual VWAP0.5462
Slippage245.6 bp
Levels consumed4 of 27
Spread0.0100
Computed from the ladder shown, not from a mid price. This is what the book actually absorbed at that timestamp.

Stored on change · Book history since Nov 2025 · 3.5B+ snapshots per day

Backtesting

Replay book state at any millisecond for realistic slippage and fill simulation.

Microstructure

Study spreads, depth and order flow at tick level.

Liquidity

Track how depth evolves around events, news and resolutions.

ML features

Build features from book imbalance, depth ratios and spread dynamics.

Explore order book data

Independence

We don't run an exchange

In February 2026 Polymarket acquired Dome, the one independent API covering both venues, and shut it down that April. Anyone building on it got two months' notice.

Probalytics doesn't operate a market and doesn't take order flow. Polymarket fills are indexed from Polygon, so you can verify the tape against the public ledger yourself. Market definitions and book snapshots come from each venue's API and are stored on our side — a venue can change what it publishes tomorrow, but it can't change what we already hold.

How the data is collected

Architecture

How the data is collected

Every claim on this page about completeness depends on what happens upstream of the warehouse.

Four collectors per venue

Separate hosts, separate network paths. Each subscribes to the full market set, so any one of them can reconstruct a continuous stream.

Merged on book state

The venue's sequence number can't serve as the merge key — different collectors receive different numbers for the same change — so the resulting book state is what identifies an event.

Gaps found by the pipeline

Kalshi sequence numbers and Polymarket book hashes are checked continuously. A mismatch raises an incident and re-snapshots the market.

Provenance per table

Polymarket fills are indexed from Polygon and checkable against the public ledger. Everything else comes from each venue API and is stored on our side.

How the data is collected

Known limits

What we don't have

Worth reading before you buy rather than after.

The book doesn't reach back to 2020

Markets go back to October 2020 on Polymarket and July 2021 on Kalshi; fills to November 2022 and January 2022. The book starts November 2025 on Polymarket and May 2026 on Kalshi, and it can't be backfilled — venues don't republish historical depth.

Seconds behind, not an execution feed

Book snapshots land within seconds. That suits research, dashboards and monitoring. If you're routing orders, connect to the venue directly.

Rows are written on change

A quiet market produces few rows. Row count reflects market activity, not collection health.

Developer Experience

Start building in minutes

Install the SDK and start querying immediately — markets, trades, and full-depth order books land as Polars or pandas dataframes. The same warehouse is also reachable over SQL, REST, and Parquet.

1

Get your credentials

Sign up and grab your keys from the dashboard

2

pip install probalytics

One package, Python 3.11 or newer

3

Query your data

Dataframes in three lines — or SQL, REST, and Parquet

quickstart.py
# pip install probalytics
from probalytics import ProbalyticsClient

client = ProbalyticsClient.from_env()

# Fetch prediction markets
markets = client.markets(
    platform=['POLYMARKET', 'KALSHI'],
    status='ACTIVE',
)

# Fetch trades for a market
fills = markets[0].fills(
    start_time='2026-03-15T00:00:00Z',
)

Coverage

What's in the archive

Every table we hold, when it starts, and how many rows are in it.

VenueTypeTableFromRows
Polymarketbinarymarkets2020-10-022,666,596
Polymarketbinaryfills2022-11-211,161,071,971
Polymarketbinaryorderbook2025-11-2075,462,076,924
Polymarketperpetualmarkets2026-05-0652
Polymarketperpetualfills2026-05-068,601,344
Polymarketperpetualorderbook2026-07-111,069,581,230
Kalshibinarymarkets2021-07-0213,887,973
Kalshibinaryfills2022-01-011,074,377,223
Kalshibinaryorderbook2026-05-0945,814,874,610
Kalshiperpetualmarkets2026-06-0316
Kalshiperpetualfills2026-06-0324,676,126
Kalshiperpetualorderbook2026-06-19603,827,348

Through August 2026. Binary includes scalar markets. Markets and fills are reingested from each venue's API; the order book cannot be backfilled.

Who it's for

Traders, researchers and builders

Whatever you're working on, start from the same clean, cross-platform data — then use the access method that fits.

Traders

Backtest with realistic fills against stored book depth, and spot cross-venue dislocations.

For traders

Researchers

Analyse normalised Polymarket and Kalshi history in SQL. No pipelines to wrangle.

For researchers

Builders

Ship apps, bots and dashboards on one REST API and SQL layer. Take the current price from the venue; take everything behind it from us.

For builders
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