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Trade / Fill Data

Trade data,
derived from the blockchain

907M+ trades from Polymarket and Kalshi. Blockchain-derived fills with price, size, taker/maker IDs, and fees — indexed directly from on-chain transactions.

Get Started

907M+

Trades tracked

$50B+

Volume indexed

2

Platforms

~5min

Refresh interval

Blockchain-Derived

Indexed from the source

For Polymarket, every fill is derived directly from Polygon blockchain transactions — not scraped from an API. This means complete coverage with no missed trades, plus on-chain metadata like wallet addresses.

  • Polymarket fills derived directly from Polygon blockchain transactions
  • Taker and maker wallet addresses preserved for on-chain analysis
  • Every fill includes normalized price, raw price, size, side, and fees
  • No data missed — we index every on-chain trade, not just API snapshots
Data Pipeline

Polygon Blockchain

Raw on-chain transactions

Probalytics Indexer

Decode, normalize, enrich

Unified Fills Table

907M+ trades, ready to query

Data Schema

Every field you need

Each fill includes execution details, participant IDs, normalized pricing, and fees. Same schema across Polymarket and Kalshi.

  • REST API with filtering by market, platform, date range, and more
  • Direct SQL queries on the fills table via ClickHouse
  • Weekly Parquet exports for bulk analysis and backtesting
Fills SchemaSample fields
FieldTypeDescription
market_idStringAssociated market identifier
platformStringSource platform
priceFloat64Execution price
normalized_priceFloat64Normalized price (0-1)
sizeFloat64Trade size
taker_sideStringTaker side (buy/sell)
taker_idStringTaker wallet or account ID
maker_idStringMaker wallet or account ID
feeFloat64Transaction fee
timestampDateTime64Execution timestamp
SQL Access

Query trades with SQL

Run analytical queries on 907M+ trades via ClickHouse. Aggregate volume, analyze price impact, or export results for further analysis.

SQL Console
ClickHouse
-- Top markets by volume in the last 7 days
SELECT
  market_id,
  platform,
  count() as trade_count,
  sum(size) as total_volume,
  avg(normalized_price) as avg_price
FROM fills
WHERE timestamp > now() - INTERVAL 7 DAY
GROUP BY market_id, platform
ORDER BY total_volume DESC
LIMIT 10
10 rows · 340ms Run Query

Coverage

Platform breakdown

Polymarket

Live

582M+

Trades

$25B+

Volume

Nov 2022

Data since

Polygon blockchain

Data source

Kalshi

Live

324M+

Trades

$25.6B+

Volume

Jun 2021

Data since

Exchange API

Data source

Use Cases

What you can do with trade data

Wallet Analytics

Track trading activity by wallet address. Identify top traders, analyze PnL, and study participant behavior on-chain.

Backtesting

Replay exact trade history for strategy backtesting. Every fill with real prices, sizes, and timestamps.

Volume Analysis

Track $50B+ in trading volume across platforms. Analyze volume patterns around events and resolutions.

Predictive Models

Build ML models on trade flow data. Use taker/maker ratios, volume spikes, and price impact as features.

Trade Data

Ready to analyze prediction market trades?

Access 907M+ blockchain-derived trades from Polymarket and Kalshi.

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Also explore: Market data·Orderbook data