This page is for researchers and analysts comparing two very different ways to get Polymarket historical data: free community datasets on Kaggle versus paid, curated archives from ZenHodl. If you need a no-cost dataset for exploration and only need Polymarket, Kaggle may be the right starting point. If you need Kalshi coverage, cross-venue quote alignment, citable provenance, or a curated archive you can own and backtest offline, ZenHodl is the closer match.
At a Glance
| Aspect | ZenHodl | Kaggle Polymarket Datasets |
|---|---|---|
| Venues | Polymarket + Kalshi, across 15 one-time archive SKUs plus a live API [1] | Community Polymarket datasets are common; small, general (non-sports) Kalshi datasets also exist, but nothing at ZenHodl's Kalshi sports order-book scale was found [2] |
| Time depth | Flagship archive: fixed Dec 2025–Jan 2026 window (~136M rows); Kalshi Microstructure Tape: Jun–Sep 2026 [3] | One community tick-level dataset covers a 21-day window (Mar 6–26, 2026), now on its 4th revision (updated Aug 2026) with corrected features [2] |
| Pricing | One-time archives $9–$199; per-sport Kalshi slices $39; live API $0–$499/mo; free samples [1][4] | Free [2] |
| Resolution | Varies by SKU — the flagship archive's Kalshi side is top-of-book only; genuine L2 depth (up to 20 levels/side) plus trade prints is the separate Kalshi Microstructure Tape and its per-sport slices [3] | Tick-level, event-driven orderbook updates per the dataset's own description, not a forward-filled continuous panel [2] |
| Order-book depth | Yes on the Kalshi-specific products — up to 20 levels/side, not sold as a full book; top-150-by-volume-per-cycle sample, not a census [3] | Yes, L2 snapshots per the dataset's own description [2] |
| Score-sync | Partial: only Kalshi rows in the flagship archive carry captured score/period/clock at capture time; Polymarket rows do not. The separate MLB Cross-Venue Matched Book aligns both venues by game and capture time [3][5] | Not shown on the datasets examined [2] |
| Free tier | Free $0/mo API plan; a free MLB matched-book sample (CC-BY-NC-4.0) on Hugging Face/Zenodo; $9 tryout archives; free per-SKU sample rows [4][6] | Free, standard for Kaggle [2] |
| Format | Parquet + CSV, ZIP archives [1] | CSV/Parquet, varies by uploader [2] |
| Kalshi support | Dedicated Kalshi depth + trade-print archives, per-sport slices, and a settled-outcomes layer; depth coverage is a top-150-by-volume subset each cycle [3] | A small, general (non-sports) Kalshi market dataset exists; no Kalshi sports order-book depth archive at ZenHodl's scale was found as of this check [2] |
| Citation/DOI | Zenodo DOI for the free MLB matched-book sample (10.5281/zenodo.20816908), confirmed resolving [6] | No DOI system; each dataset sets its own license (CC-BY-NC-4.0, CC BY 4.0, and Apache 2.0 all seen across datasets checked) [2] |
| Quality control | Curated, with explicit per-product coverage/gap disclosures [3][5] | Community-maintained; quality and documentation vary by uploader |
| Ownership/licensing | One-time purchase; download and backtest offline. Standard license covers single-user research; redistribution needs separate commercial terms [1] | Free download subject to each uploader's chosen license and Kaggle's platform terms |
When to Pick Kaggle
- You have a $0 budget and only need Polymarket data.
- You want immediate access to a community-uploaded tick-level orderbook dataset or other Polymarket-focused dumps [2].
- You are exploring freely and can accept variable documentation, coverage, and update frequency across uploaders.
- You mainly need Polymarket — the Kalshi datasets found on Kaggle are small, general-purpose, and not built for order-book depth or sport-level analysis.
- You prefer community-provided CSV/Parquet files over a paid, curated archive.
When to Pick ZenHodl
- You need Kalshi and Polymarket data from the same vendor, sold as dedicated one-time archives [1].
- You need Kalshi-side captured game state (score/period/clock at capture time) for event-time analysis, understanding this is Kalshi-only in the flagship archive [3].
- You need a curated archive with explicit coverage disclosures, named gaps, and disclosed sampling limits (Kalshi depth is a top-150-by-volume subset, not a census) [3].
- You need a citable dataset for academic work: the free MLB matched-book sample has a Zenodo DOI [6].
- You prefer a one-time payment with file ownership over a recurring subscription or community dependency [1].
- You need dedicated L2 Kalshi depth (up to 20 levels/side) plus trade prints, sold as its own product, rather than depending on whatever a community upload happened to capture [3].
The Key Differences
1. Free community data vs. curated paid archives
Kaggle is genuinely free and community-maintained, with no official Polymarket dataset. Coverage, frequency, and documentation vary by uploader; one tick-level community dataset covers a three-week window and is event-driven rather than a guaranteed-continuous panel [2]. ZenHodl charges $9–$199 across its one-time archives and discloses named gaps, sampling limits, and a top-150-by-volume Kalshi selection rule rather than presenting any archive as a complete order-book census [1][3]. The right choice depends on whether free access or disclosed, curated structure matters more for your project.
2. The Kalshi gap
Kaggle's well-known Polymarket datasets do not cover Kalshi, and a search of Kaggle's own dataset listings on 2026-09-25 turned up only small, general (non-sports) Kalshi datasets — nothing resembling sport-specific order-book depth. ZenHodl sells dedicated Kalshi depth and trade-print archives, sport-specific slices, and a settled-outcomes layer alongside its Polymarket archives [3]. If your backtest requires Kalshi sports order-book data specifically, ZenHodl is the stronger fit on the evidence gathered here; if you only need Polymarket, Kaggle's free datasets may be enough.
3. Game-state context and ownership model
In ZenHodl's flagship archive, only the Kalshi table carries captured game state at capture time — Polymarket rows in that archive do not, and event-time work needs a separate verified join [3]. A separate product, the MLB Cross-Venue Matched Book, aligns Polymarket and Kalshi quotes by dated game key and capture time [5]. Neither is shown in the Kaggle community datasets examined [2]. ZenHodl's archives are one-time purchases you own and can backtest offline without an API key or subscription [1]; Kaggle offers community uploads whose license and long-term availability depend on the individual uploader.
Free Sample & Next Steps
ZenHodl also provides a free sample: a single completed MLB game's matched-book data (Polymarket and Kalshi prices aligned, settled outcome labeled), licensed CC-BY-NC-4.0 and available on Hugging Face and Zenodo, linked from ZenHodl's samples page [6]. If you want to compare Kaggle's free community files against a ZenHodl free sample before paying, start here: zenhodl.net/polymarket-historical-data. For the full archive catalog and current pricing, see zenhodl.net/products.
For Research & Citation
The free MLB matched-book sample is DOI-minted on Zenodo for academic citation (10.5281/zenodo.20816908), confirmed resolving as of this check, and linked from ZenHodl's samples page [6]. The paid archives are delivered as downloadable Parquet/CSV files for offline use; no API key is required. Kaggle datasets are community-maintained; cite them according to each uploader's own license (CC-BY-NC-4.0, CC BY 4.0, and Apache 2.0 were all observed across datasets checked for this page) [2].
Sources (checked 2026-09-25)
- zenhodl.net/products and zenhodl.net/pricing — ZenHodl archive catalog, SKUs, and API tiers
- Kaggle dataset listings, re-fetched 2026-09-25 via Kaggle's public dataset API (search: "polymarket" and "kalshi"); the tick-level Polymarket orderbook dataset referenced is at v4 (updated 2026-08-04), license CC BY-NC 4.0, ~42.6GB, confirmed unchanged from the prior check
- zenhodl.net/kalshi-historical-data and zenhodl.net/polymarket-historical-data — archive resolution, depth, coverage disclosures
- zenhodl.net/pricing — API tier names and prices
- zenhodl.net/products/mlb_matched_archive — MLB Cross-Venue Matched Book product page
- doi.org/10.5281/zenodo.20816908 — Zenodo record for the free MLB matched-book sample (re-confirmed resolving 2026-09-25); also on Hugging Face (re-confirmed live 2026-09-25)