Build Better Trading Bots
Practical, hands-on guides for quants and bot builders: how much data a prediction-market model actually needs, how to parse tick files, where to run your bot for the lowest latency, and how to get from backtest to production. Everything is grounded in the same archive you can sample for free.
Prediction markets
Building and training bots for Kalshi and Polymarket event contracts.
Market data
File formats, parsing and working with tick-by-tick archives.
Backtesting
From historical files to validated strategies.
Infrastructure & latency
Where to run your bot and how to measure the path in between.
Why buy the data behind these guides here
Four things every page on this site is built on — and the reason the numbers above exist at all.
We record everything
The complete public feed of each venue as it was published: every Level-2 snapshot and update at the venue's full book depth, every trade with its aggressor side, every quote, funding, mark-price and liquidation event — for every instrument the venue lists, every UTC day since we added the venue. Nothing sampled, no top-N cut, no on-demand capture.
Institutional grade
Captured co-located at the venue with the exchange timestamp and our receive timestamp in integer nanoseconds, an event-id chain that makes any gap visible, and one normalized schema across 35+ venues — the same capture our own high-frequency trading engine and enterprise feeds run on.
€1 per instrument-day
Any instrument-day is €1, series-day bundles start at €1 — no subscription, no minimum order, no tiers to unlock. Credit packs lower the effective price and never expire, and every venue has free full-day samples to test against first.
Self-service for everyone
Pick the days in the Data Shop, pay by card as a guest and download immediately — no sales call, no enterprise contract, no KYC. Coding agents buy the same files through the MCP server, and the free Agent Skill teaches them the format.