Polymarket + Kalshi Top-of-Book Snapshot History

Historical best-bid and best-ask snapshots across Polymarket and Kalshi, time-aligned with game state. Fixed 33-day Parquet archive.

Sold as-is — but if a file is broken or won't open, email [email protected] and we'll send a fixed file or refund you. No hassle.

Inspect the free sample rows and schemas before buying.

Artifact vintage: the product page and shipped documentation state the exact coverage, row counts and known limitations. A purchase delivers the advertised frozen artifact; no future refresh is promised unless the checkout terms explicitly say so.

Why the capture contract matters

Venue APIs expose useful live books, trades and price history, but they do not serve the same historical snapshot and game-context archive packaged here. Data that was not recorded during the live window cannot be recreated from a current-book endpoint later. The exact fields, cadence, venue coverage and limitations vary by product, so this page and the shipped documentation state the contract explicitly instead of calling every file complete or tick-level.

What's in the dataset

Dated snapshot: 78,097,955 total rows · 2026-03-28 through 2026-04-30

Research uses for this dataset

Cross-venue price discovery

Compare best bid and ask observations across Polymarket and Kalshi on one fixed 33-day window.

Spread analysis

Measure the tradeable top-of-book spread rather than relying on last prices or mids alone.

Game-state research

Use the captured score, period and clock fields where present in the documented schema.

Coverage-aware backtests

Keep the disclosed college-basketball and L2-depth limitations explicit in every result.

See the real rows before you buy

We publish real sample rows — not a marketing mockup. Load them in DuckDB, inspect the schema and coverage contract, then decide.

← All data archives · Who moves first? Research from this data · Backtesting Polymarket strategies — tools & datasets · Data license