Transparent Institutional Pricing
Flat-rate data access.
Zero egress fees.
Prediction market Level 2 order books, tick archives, and cross-venue arbitrage feeds. No hidden bandwidth bills or opaque tier negotiations.
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
Detailed Comparison
Feature-by-feature tier matrix.
Compare capabilities across market coverage, historical tick retention, and analytical delivery.
| Capability / Specification | Hobbyist ($0) | Quant Pro ($30) | Institutional ($100) |
|---|---|---|---|
| Venue Coverage & Symbology | |||
| 1. Polymarket Coverage (CLOB + NegRisk) | |||
| 2. Kalshi Coverage (Reciprocal Normalization) | |||
| 3. Limitless Coverage (Base L2 CLOB) | |||
| 4. PredictIt Coverage (10% Profit Tax Normalization) | |||
| 5. Drift BET Coverage (Solana DEX L2) | |||
| 6. Smarkets Coverage (2% Commission Normalization) | |||
| 7. ForecastEx / IBKR Coverage (CFTC Event Contracts) | |||
| 8. Canonical pair_id Match Graph | Top 20 Pairs | Full Active Catalog | Full Catalog + Bespoke |
| Granularity & Historical Retention | |||
| 8. Historical Depth Retention | 3-day lookback | 90d lookback | Unlimited all-time lookback |
| 9. Granularity: 1ms WebSocket Delta Streams | |||
| 10. Millisecond Level 2 Reconstruction (20 Levels) | |||
| 11. Market Metadata & Text Descriptions | Top 20 Contracts | ||
| 12. Settlement Resolution Rules & Oracle Sources | Basic Web View | ||
| 13. Final Resolution Outcomes (YES, NO, VOID) | |||
| 14. Settlement Fungibility Equivalence Scores (0-100) | Web UI Only | ||
| 15. Calculated Volume 24h & Trailing 1h VWAP | |||
| API Quotas, Storage & SDK Delivery | |||
| 16. REST API Rate Limit | 60 req/min | 360 req/min | 1,800 req/min |
| 17. Daily Request Limit | 50,000 req/day | 500,000 req/day | 5,000,000 req/day |
| 18. Monthly Historical L2 Row Quota | 500,000 rows/mo | 15,000,000 rows/mo | 100,000,000 rows/mo |
| 19. Python SDK Access (`naxosdata`) | |||
| 20. Real-Time WebSocket Streams & Scanner | Dedicated Low-Latency + Alerts | ||
Arbitrage Edge & Backtesting ROI Calculator
See how capturing just 1–2 mispriced cross-venue spreads pays for your NaxosData subscription many times over.
Based on $2,500 avg trade size (25% bankroll) @ +1.8¢ net spread.
Pays for your subscription in just 1 trade!
Frequently Asked Questions
Everything you need to know about our data plans.
Start streaming prediction market data in seconds.
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