Everything a quant fund, researcher, or trading desk needs to work with prediction market data — without building the infrastructure themselves.
01 · Normalized Data
Cross-Venue Normalization
Every contract from every venue is mapped to a canonical schema. Prices normalized to 0.0–1.0. Timestamps in UTC. Raw payloads preserved. Query Kalshi and Polymarket with identical logic.
02 · Event Intelligence
Canonical Event Mapping
The same real-world event linked across venues. Compare Fed rate cut probabilities on Kalshi vs Polymarket in a single query. Detect divergence, find arbitrage, build cross-market strategies.
03 · Live Ticks
Real-Time Tick Collection
WebSocket collectors running 24/7 capturing every orderbook update and trade. Millisecond-precision timestamps. Persistent storage in TimescaleDB purpose-built for time series workloads.
04 · Historical Archive
Growing Historical Depth
Every day of collection compounds in value. Historical tick data from 2026 becomes more valuable over time — not less. Clean, deduplicated, audit-logged data you can trust.
05 · Data Quality
Institutional Grade Quality
Automated gap detection, price validation, and audit logging run continuously. Every data point is verified. Every change is recorded. Built to the standards financial institutions expect.
06 · Simple API
Clean REST Interface
Query contracts, ticks, canonical events, and cross-venue analytics through a single authenticated API. Built for programmatic access — not dashboards. Your keys, your rate limits, your data.