The recorded market. In your hands.

Prediction market data downloads

Download recorded Polymarket and Kalshi order books and level changes as daily Parquet files. Inspect coverage, choose UTC dates, and pay for the files you need.

Explore files & pricing Preview the data format

One-time file purchase · no API subscription · card or credits

ParquetColumnar files for your own stack

UTC daysChoose the dates you actually need

Exact quoteReview the price before paying

30 daysTo issue fresh download links

The archive catalogue

Full books. Daily files. Your research.

Choose a dataset and date range. See the files and estimated price before creating an account.

Inventory snapshot · 2026-10-19 17:17 UTC

Sealed daily Parquet files

Polymarket · Book snapshots

.parquet

Full depth snapshots per market, sorted market first; 5,000-row groups.

289 available UTC days2026-01-01 — 2026-10-16

Latest 90 available daily files · dark blue = selected · light blue = available. One square per listed file.

Date range UTC

Available files in your selected UTC range
UTC day	File size	Rows	Version
2026-10-16	0.36 GiB384,840,889 bytes	13,889,316	v1
2026-10-15	0.35 GiB376,483,814 bytes	12,514,114	v1
2026-10-14	0.33 GiB358,012,452 bytes	12,752,548	v1
2026-10-13	0.33 GiB356,415,663 bytes	11,659,958	v1
2026-10-12	0.33 GiB356,054,740 bytes	12,502,491	v1
2026-10-11	0.29 GiB310,253,056 bytes	12,906,376	v1
2026-10-10	0.29 GiB314,480,804 bytes	12,158,109	v1

Know what you’re buying

Choose the observation
your model needs.

Recorded depth is different from a closing price. Book snapshots and level changes answer different research questions.

Observed market state

Polymarket · Book snapshots

Full depth snapshots per market, sorted market first; 5,000-row groups.

Rate: $40 / GiB
Available daily files: 289
Sealed date bounds: 2026-01-01 — 2026-10-16
Listed archive size: 109.94 GiB

Choose book files

Observed market state

Polymarket US · Book snapshots

Polymarket US full depth snapshots per market with last trade and OHLC fields, sorted market first; 5,000-row groups.

Rate: $40 / GiB
Available daily files: 18
Sealed date bounds: 2026-09-29 — 2026-10-16
Listed archive size: 1.52 GiB

Choose book files

Observed updates

Polymarket · Level changes

Every price-level change (deltas) per market; 25,000-row groups.

Rate: $40 / GiB
Available daily files: 120
Sealed date bounds: 2026-06-06 — 2026-10-16
Listed archive size: 218.26 GiB

Choose level-change files

Observed market state

Kalshi · Book snapshots

Full depth snapshots per market, sorted market first; 5,000-row groups.

Rate: $80 / GiB
Available daily files: 187
Sealed date bounds: 2026-01-08 — 2026-10-16
Listed archive size: 17.63 GiB

Choose book files

Observed updates

Kalshi · Level changes

Every price-level change (deltas) per market; 25,000-row groups.

Rate: $80 / GiB
Available daily files: 71
Sealed date bounds: 2026-08-07 — 2026-10-16
Listed archive size: 181.03 GiB

Choose level-change files

A snapshot is a state. A level change is an update.

Use book snapshots to study displayed liquidity, spreads, and depth at observed times. Use level-change files when your workflow needs observed updates and can handle seeding and gaps. Neither product promises a complete record of every exchange event or every market.

Files are organized by product and UTC day. They can contain multiple markets; use the identifiers and timestamps to filter locally. For small API slices or ongoing streaming, explore the API delivery options.

Inspect before you commit

Know the format.
Test your workflow.

Explore clearly labelled synthetic rows, inspect the fields, and try a Python notebook. No account needed. Your quote lists the real daily files available for purchase.

Synthetic compatibility sample

Polymarket · Book snapshots

8 demo rows

Try the file format and your own code before buying. These values are fabricated, with demo identifiers and a 1 January 2000 UTC clock. They are not captured market history or evidence of archive coverage.

Download Parquet ↓JSON & schema ↓Python notebook ↓

Eight synthetic rows showing selected fields. Download JSON to inspect every field.
Time (UTC)	bid_prices	ask_prices	bid_sizes
00:00:00.025	[0.4, 0.39]	[0.44, 0.45]	[100, 50]
00:00:01.025	[0.41, 0.4]	[0.45, 0.46]	[105, 50]
00:00:02.025	[0.42, 0.41]	[0.46, 0.47]	[110, 50]
00:00:03.025	[0.41, 0.4]	[0.45, 0.46]	[115, 50]
00:00:04.025	[0.4, 0.39]	[0.44, 0.45]	[120, 50]
00:00:05.025	[0.42, 0.41]	[0.46, 0.47]	[125, 50]
00:00:06.025	[0.43, 0.42]	[0.47, 0.48]	[130, 50]
00:00:07.025	[0.42, 0.41]	[0.46, 0.47]	[135, 50]

Selected columns shown. Prices are fractions of $1; sizes use venue-native quantities. Kalshi YES and NO ladders are separate sides. Level-change files are updates, not a trade tape.

Understand all 12 fields

asset_idString: Market or outcome identifier. Demo values here; retain source identifiers in purchased files.
condition_idString: Market or outcome identifier. Demo values here; retain source identifiers in purchased files.
slugString: Market or outcome identifier. Demo values here; retain source identifiers in purchased files.
base_assetLowCardinality(String): Venue-specific metadata; inspect the purchased file schema before processing.
market_typeLowCardinality(String): Venue-specific metadata; inspect the purchased file schema before processing.
exch_ts_msUInt64: Unix milliseconds; display in UTC.
recv_ts_msUInt64: Unix milliseconds; display in UTC.
hashString: Venue-specific metadata; inspect the purchased file schema before processing.
bid_pricesArray(Float64): Price as a fraction of a $1 contract. Ladders retain venue-native sides.
bid_sizesArray(Float64): Venue-native quantity. Price and size arrays align by index.
ask_pricesArray(Float64): Price as a fraction of a $1 contract. Ladders retain venue-native sides.
ask_sizesArray(Float64): Venue-native quantity. Price and size arrays align by index.

Free sample

One fixed, synthetic example. Use it to test loading, column types and analysis code.

Your purchased files

Recorded observations for the products and UTC days in your quote. Review listed file sizes, row counts and coverage before paying. Archive versions can differ.

A file, then a query

Bring your own research stack.

Download a synthetic sample and inspect its fields locally. Use the same tools on purchased daily files, checking their schema first.

Read the download & format guide ↗

-- DuckDB: run beside the downloaded sample
DESCRIBE SELECT *
FROM read_parquet('polymarket-book.parquet');

SELECT *
FROM read_parquet('polymarket-book.parquet')
LIMIT 2;

From archive to analysis

Choose. Pay. Download.

A one-time purchase for a defined set of files. No sales call required.

1
Review your files
Pick the dataset and UTC dates. Create a free account and accept the data licence to get the exact quote.
2
Pay when you’re ready
Use hosted card checkout or existing credits. Creating a quote or payment link does not charge your card.
3
Keep the data locally
Get your files from the paid-order dashboard and emailed links. Refresh signed URLs for 30 days.

For code-driven research

Request by API.
Let a person pay.

Create the quote in code, send the hosted payment URL to the buyer, then retrieve the paid order. Payment is confirmed by Stripe before download access is granted.

Read the bulk purchase API ↗

# After accepting the current data licence:
POST /v3/data/quotes
{ "items": [{
  "product": "polymarket-book",
  "from": "2026-10-16",
  "to": "2026-10-16"
}] }

POST /v3/data/orders/checkout
{ "quote_id": "<quote.id>" }

→ payment_url  # human completes checkout

GET /v3/data/orders
POST /v3/data/orders/<paid-order-id>/links

Before you download

The practical details.

Do I need an API subscription to buy files?

No. Create a free DepthFeed account, accept the data licence, choose available files, and review the exact quote. Bulk file purchases are priced separately from API subscriptions. Pay by card or with existing credits.

What is inside a daily file?

A sealed Parquet file for one product and UTC day. Book products contain recorded full-depth observations. Level-change products contain observed price-level updates, not a trade tape. Availability and capture history vary by product and day.

Can I inspect a sample without signing up?

Yes. Each dataset has a free fixed synthetic Parquet sample, matching JSON and an example Python notebook. The eight fabricated rows let you inspect the schema and test your loader without accessing the historical archive. They do not demonstrate real market performance or coverage. Archive versions may differ.

How are files priced?

The estimate uses the sealed file bytes and the listed USD per GiB rate, with a $5 minimum per order. One GiB is 1,073,741,824 bytes. The signed-in quote confirms current availability and the exact subtotal; applicable tax is shown at checkout.

How do I receive my downloads?

After confirmed payment, your order appears in the bulk-data dashboard and download links are emailed to your account address. Signed links last one hour. You can issue fresh links from the dashboard or API for 30 days after the order. Save the files locally during that window.

Can my code request files and let a person pay?

Yes. Create a quote through the API, then request a hosted payment URL. Opening a quote or payment link does not charge a card. A person completes checkout, and you retrieve the paid order and signed download links through the API.

Are all calendar days and markets covered?

No. The catalogue lists the sealed days currently available for purchase. A first/last date does not guarantee an uninterrupted series, every market, or uniform intraday capture. Inspect the file list and samples before ordering; do not infer missing observations.

Can I redistribute files or request a refund?

The standard licence permits internal research and use; it does not permit redistributing the raw dataset. All orders are final and payments are non-refundable. Review the data licence and sample before buying. Contact DepthFeed about redistribution needs before placing an order.

Start with the files that fit

Less collecting.
More research.

Inspect a sample. Choose your dates. Know the price.

Choose your dataset

All orders are final. Internal-use licence · Terms · Need a different licence? Contact us

Every venue, one schema

Which venue is deepest?

Prediction market data downloads

Full books. Daily files. Your research.

Polymarket · Book snapshots

Choose the observation
your model needs.

Polymarket · Book snapshots

Polymarket US · Book snapshots

Polymarket · Level changes

Kalshi · Book snapshots

Kalshi · Level changes

A snapshot is a state. A level change is an update.

Know the format.
Test your workflow.

Polymarket · Book snapshots

Bring your own research stack.

Choose. Pay. Download.

Review your files

Pay when you’re ready

Keep the data locally

Request by API.
Let a person pay.

The practical details.

Less collecting.
More research.

Full books. Daily files. Your research.

Polymarket · Book snapshots

Choose the observationyour model needs.

Polymarket · Book snapshots

Polymarket US · Book snapshots

Polymarket · Level changes

Kalshi · Book snapshots

Kalshi · Level changes

A snapshot is a state. A level change is an update.

Know the format.Test your workflow.

Polymarket · Book snapshots

Bring your own research stack.

Choose. Pay. Download.

Review your files

Pay when you’re ready

Keep the data locally

Request by API.Let a person pay.

The practical details.

Less collecting.More research.

Choose the observation
your model needs.

Know the format.
Test your workflow.

Request by API.
Let a person pay.

Less collecting.
More research.