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Data is provided as flat files — CSV (gzip-compressed) for all exchanges, plus Parquet (zstd-compressed) for Kalshi. New here? Start with the Quickstart to list and download.

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Polymarket

List exports by event slug, market slug, or asset ID (no API key needed to list). Download with apikey in the query. See Finding Available Files.
NameDescriptionHistory
Onchain FillsFill data from the Polymarket contract2022-11-21
Order BooksTick-level order book reconstructions2025-11-14
TradesTrade messages from websockets2025-11-14

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Kalshi

List exports by ticker; download using the path from the response. Auth is the x-auth-token header. See Finding Available Files.
NameDescriptionHistory
Top of BookBest bid/ask2026-02-03
Top 5Top 5 price levels2026-02-03
Top 25Top 25 price levels2026-02-03
Full OrderbookFull order book event stream2026-02-03
TradesTrade executions2026-02-03