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Institutional connectivity for prediction markets
Direct, normalized access for trading and research desks.
Who we work with
Built for institutional desks.
Market makers
- Calibrate spreads and skew against full tick history.
- Backtest quoting on the same schema you run live.
- Signed price level deltas rebuild exact book state at any timestamp.
- Hedge ratios across venues derived from the reference layer.
Prop trading firms
- Read full book depth before sizing, so the edge survives the quote.
- Every execution carries price, size, and taker side for flow analysis.
- Price divergence across venues arrives with fee and spread context attached.
- One normalized WebSocket keyed by market covers every venue.
Hedge funds & macro research
- Continuously updated distributions on CPI, payrolls, and FOMC outcomes.
- A second opinion from a structurally different participant base.
- Versioned reference data means an ID you cite today still resolves next quarter.
- Reproduce results months later from the same Parquet archive, queried natively in DuckDB or Spark.
Self-serve
Not an institution? Start with a key.
A slice of the same normalized data, metered and self-serve. Search across 700K+ markets, pull historical orderbooks, stream live probabilities. Free tier, no credit card, no sales call. Point a coding agent at docs.oddpool.com/llms.txt and it will write working code against us on the first try.
first call
# one query, every venue curl "https://api.oddpool.com/search/events?q=fomc" -H "X-API-Key: oddpool_..." # then go deeper /historical/{venue}/orderbook full-depth snapshots /historical/{venue}/trades execution tape wss://feeds.oddpool.com/ws live distributions
Free tier: 1,000 requests/month. Pro $30/mo. Premium $100/mo. Institutional delivery is priced on the call.
See the data before you decide.
Thirty minutes, a real sample of the archive, and a straight answer on whether it fits your workflow.
Or email founders@oddpool.com