Data vendors
Prediction market historical data providers
Historical price, trade and order-book datasets for Polymarket and Kalshi, compared on depth, delivery format and pricing.
Checked September 8, 2026 · every price read off the live site
Every data vendors API
5 reviewed · alphabetical-
DepthFeed Full-depth recorded order books for crypto up/down markets on Polymarket, Kalshi and Limitless, replayable for slippage-honest backtests.
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Polymarket blockchain data Polymarket's own pointer page to free on-chain analysis: the official subgraph, Goldsky pipelines and datasets, and Dune.
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Polymarket_data (SII-WANGZJ) Every on-chain Polymarket CLOB fill since November 2022 as Parquet, with maker and taker roles, fees and block numbers included.
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polymarketdata.co Commercial history: minute-level prices and L2 order book snapshots from Aug 2025, 19B+ rows, REST API, Python SDK and S3 dumps. Used by academic researchers.
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prediction-market-analysis (Jon Becker) A free, citable Polymarket and Kalshi market and trade dataset in Parquet, with the indexers to refresh it yourself.
| API | Venues | Pricing | Type |
|---|---|---|---|
| DepthFeed | Polymarket, Kalshi, Limitless | Explorer free with 7 days of history. | API |
| Polymarket blockchain data | Polymarket | Free. | API |
| Polymarket_data (SII-WANGZJ) | Polymarket | Free. | library |
| polymarketdata.co | Polymarket | Free tier at 10 requests per minute with 10-minute data. | API |
| prediction-market-analysis (Jon Becker) | Polymarket, Kalshi | Open source (MIT). | library |
How these APIs work
Historical data providers fill the gap the venues leave. Polymarket's public API serves live state, and the on-chain record holds fills but never resting orders; Kalshi has no chain at all. So if you want a price series, a trade tape or an order book as it stood at 14:03 last Tuesday, someone had to record it, and you are choosing among the people who did.
The sources split three ways. Free on-chain datasets (Polymarket_data on Hugging Face, Jon Becker's prediction-market-analysis, Polymarket's own Data Resources page) give every fill with no depth. Commercial recorders (polymarketdata.co, DepthFeed) give minute bars and full order book history from the date they started recording, which is August 2025 and January 2026 respectively. Nothing gives you Polymarket depth before August 2025.
How to choose
- Decide whether you need depth or just trades. Backtesting fills needs a recorded order book (DepthFeed, polymarketdata.co); studying calibration or wealth transfer works from the free trade tapes.
- Check the history floor against your study window: Polymarket_data starts November 21, 2022 (fills), polymarketdata.co August 2025 (books), DepthFeed January 2026 (books).
- Confirm venue coverage. Only the Becker dataset and DepthFeed include Kalshi; DepthFeed covers crypto up/down markets only.
- Match delivery to your stack: Parquet downloads for research, REST with rate limits for pipelines, S3 dumps for warehouses. DepthFeed sells no bulk files.
- Read the license. The datasets here are MIT; commercial APIs are per-seat subscriptions with request caps.
Questions about data vendors APIs
Where can I get Polymarket historical data?
Free: SII-WANGZJ/Polymarket_data on Hugging Face (1.9B on-chain trades) or Jon Becker's prediction-market-analysis (36 GiB, Polymarket and Kalshi). Paid with order books: polymarketdata.co from August 2025 or DepthFeed from January 2026.
Does the Polymarket API have historical data?
polymarketdata.co's FAQ says the public API returns live market state with no historical endpoint, and Polymarket's Data Resources page points to Dune, Allium and Goldsky for on-chain history. Order book history is only available from third-party recorders.
Where can I get Kalshi historical data?
Jon Becker's prediction-market-analysis includes Kalshi markets and trades in Parquet. DepthFeed records Kalshi order books for crypto series from January 8, 2026. polymarketdata.co does not cover Kalshi.
Official APIs for building. One book for trading.
Rather trade the spread than build the plumbing? The free Kairos terminal gives you Kalshi, Polymarket and Predict.fun in one order book.