Synchronized L2 order-book and tick data across prediction markets.
We record every millisecond WebSocket delta and deterministic Level 2 book state across Polymarket, Kalshi, ForecastEx, Limitless, PredictIt, Drift BET, and Smarkets—normalizing reciprocal binary books into high-performance archives and real-time streams.
PAIR_FED_NOV26_25BPSStructural Microstructure Challenges
Prediction markets are forward-only, mathematically inverted, and non-fungible.
Standard equity and crypto trading infrastructure breaks when applied to prediction markets. We engineer the normalization layer so quantitative algorithms treat prediction markets as standard Level 2 order books.
No backfill APIs
(Forward-only depth)
Prediction market exchanges only serve historical trades or coarse 1-hour candles. True resting Level 2 order book depth, queue cancellations, and historical bid-ask spreads vanish permanently unless recorded continuously in real time.
Incompatible market
microstructure
Kalshi returns reciprocal binary YES/NO bids where Ask_YES = 1.00 - Bid_NO, while Polymarket uses conditional tokens and NegRisk multi-outcome books. We mathematically invert reciprocal bids into canonical USD bid/ask ladders.
66% settlement
non-fungibility
Contracts that appear identical across Polymarket and Kalshi frequently diverge on oracle source (UMA vs. CFTC/AP), timezone cutoff (11:59 PM ET vs. midnight UTC), or resolution rules. Every matched pair_id in NaxosData includes explicit settlement provenance.
01. Technical Architecture & Ingestion
Capture, normalize, score and backtest.
Four institutional capabilities designed for quantitative desks, arbitrage bot operators, and market makers.
Un-Backfillable Historical L2 Archive
Partitioned ZSTD Parquet tick depth across 7 venues with deterministic millisecond Level 2 order book reconstruction.
Canonical Symbology & Fungibility Scoring
0–100 oracle alignment, settlement rule verification, and automated cluster mapping across political, macro, and sports contracts.
Asymmetric Net-of-Fee Engine
Quadratic variance taker curves, 10% profit taxes, and maker/taker commissions normalized across all 6 prediction venues.
Local SDK & 5-Strategy Backtest Lab
Thin-client Python SDK and discrete event simulation engine with safe AST custom strategy evaluation and latency modeling.
02. Data Products & Delivery Formats
Four datasets built for quantitative workflows.
Standardized Parquet partitions, real-time WebSocket feeds, and pre-matched spread matrices ready for Python SDK and institutional quant integration.
03. Quantitative Workflows
Engineered for systematic desks and algorithmic traders.
Cross-Venue Arbitrage
Executing simultaneous cross-venue orders across Polymarket, Kalshi, ForecastEx, Limitless, PredictIt, Drift BET, and Smarkets, modeling latency slippage and unhedged sweeps.
HFT Market Makers
Modeling queue priority, adverse selection risk, and inventory skew on 5m/15m/1h crypto strike ladders and fast-breaking macro markets.
Macro & Event Desks
Extracting implied probability term structures around FOMC meetings, CPI releases, nonfarm payrolls, and geopolitical elections.
Quant & Academic Research
Querying extensive historical tick and order book datasets directly via the NaxosData Historical Archive and Python SDK.
04. Transparent Self-Serve Pricing
Instant API provisioning. Flat-rate monthly subscriptions.
No opaque sales calls or surprise bandwidth surcharges. Choose your tier, receive an immediate API key, and begin querying historical tick archives.
For exploratory researchers and retail prediction market quants.
- Standardized 20-level L2 depth snapshots
- Live WebSocket orderbook delta feeds
- Official Python & TypeScript SDK access
- Claude Desktop & Cursor IDE MCP tools
- Deterministic local paper backtester
The industry standard for active arbitrage operators & bot engineers.
- Real-time cross-venue arbitrage pair scanner
- Settlement Fungibility Scores (0–100) & rule mismatch flags
- Pre-trade slippage & execution impact simulator
- Hive-partitioned Parquet (ZSTD) tick downloads
- Multi-venue delta rebalancing & order routing
Unrestricted tick-level infrastructure for macro funds, market makers & primes.
- Sub-millisecond tick reconstruction & DuckDB views
- Dedicated high-priority execution endpoints
- Real-time Telegram & Discord webhook alert streams
- Custom canonical pair mapping & symbology rules
- 99.9% uptime SLA & quantitative engineer support
Instant Deployment
Start querying prediction market tick data now.
Create an account in 30 seconds. Access our interactive no-code market explorer on the free tier ($0/mo), or subscribe to Quant Pro ($30/mo) for complete millisecond tick files.