featured imageMarika
December 31, 2025

Prediction Markets API: What You Can (and Can’t) Do — Simple Explanation

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Prediction markets are powerful, but they’re also messy.

Each platform exposes data differently. Some show deep liquidity data, others only trades.

Some are on-chain, some aren’t.

Market IDs change.

Categories aren’t standardized.

The goal of the FinFeedAPI Prediction Markets API is to hide that complexity and give you one consistent way to work with prediction market data.

Below is a practical explanation of how the API works today, what data it provides, and why some things are intentionally out of scope.

The Prediction Markets API currently supports four major platforms:

You can always retrieve the up-to-date list programmatically via:

1GET /v1/exchanges
2GET /v1/exchanges/{exchange_id}

Each exchange is exposed through the same standardized structure, which means once you integrate one, you can reuse the same logic for the others.

This is a core design choice: exchange differences are normalized at the API level, not pushed onto developers.

From a developer perspective, difficulty usually doesn’t come from “blockchain vs non-blockchain.”

It comes from:

  • how market identifiers are structured,
  • how outcomes are represented,
  • how historical data is exposed,
  • and how consistent the upstream data is over time.

Some platforms expose clean historical endpoints. Others focus on live activity. Some change market metadata frequently.

The Prediction Markets API absorbs this complexity by:

  • enforcing immutable market_ids,
  • standardizing outcomes (e.g. _yes, _no),
  • aligning timestamps to UTC,
  • and exposing consistent OHLCV, activity, and market listing endpoints.

So instead of integrating Polymarket, Kalshi, Myriad, and Manifold separately, you integrate once.

The API is read-only market data, designed for analytics, research, dashboards, and monitoring — not execution.

You get access to:

  • Historical markets per exchange
1(/v1/markets/{exchange_id}/history)
  • Active market IDs derived from recent activity
1(/v1/markets/{exchange_id}/active)

Each market includes:

  • title and description
  • outcome type (Binary, MultipleChoice, Numeric)
  • trading mechanism (CPMM, CLOB)
  • current price
  • market status (Open, Closed, Resolved, Suspended)
  • OHLCV time series with periods from seconds to years
  • Historical and latest endpoints
  • Exchange-level and market-level OHLCV
  • Latest trade and latest quote
  • Recent trades and quotes
  • Current orderbook snapshot (bids & asks)
  • Exchange and ingestion timestamps

All timestamps are UTC and follow ISO 8601.

No — and this is intentional.

The API does not expose:

  • wallet addresses,
  • trader identities,
  • or participant-level attribution.

Even on on-chain platforms, mapping an order to a “real trader” is often misleading due to:

  • smart contracts,
  • relayers,
  • custody layers,
  • and privacy considerations.

The Prediction Markets API focuses on market behavior, not individual actors.

The Prediction Markets API is optimized for:

  • cross-exchange analytics
  • historical price analysis
  • dashboards and charts
  • research and monitoring tools
  • normalized access across very different platforms

It avoids exposing unstable or misleading data (like trader identities) and focuses on what markets actually do, not who traded.

This is a common source of confusion across prediction market data products.

Trade history (what definitely happened)

Trades are executed transactions — completed fills at a price and time.
This is the most reliable historical signal and feeds directly into OHLCV.

Orderbook snapshot (what exists right now)

The API provides a current orderbook snapshot:

  • bids
  • asks
  • timestamps

This tells you about current liquidity, not past liquidity.

Use:

1GET /v1/markets/{exchange_id}/history

This endpoint is paginated and returns full market objects, including resolved and closed markets.

It’s the correct way to:

  • build a historical index,
  • track resolved outcomes,
  • or analyze long-term market behavior.

If you only need what’s active right now, use:

1GET /v1/markets/{exchange_id}/active

That endpoint is intentionally lightweight.

There is no explicit category filter parameter in the API.

This is because categories are not standardized across exchanges.

Instead, the recommended approach (and the one the API is designed for) is:

  1. Fetch markets via /history
  2. Classify them client-side using:
    • titles,
    • descriptions,
    • outcome names,
    • exchange-specific metadata (when available)

This gives you more control and avoids locking you into exchange-specific labels.

Many teams build:

  • a keyword-based classifier,
  • or a lightweight tagging layer,
  • refreshed on a schedule.

It works well across sports, politics, crypto, macro, and event-driven markets.

If you’re exploring prediction markets seriously, data quality and consistency matter.

The Prediction Markets API gives you a clean, reliable way to work with markets from Polymarket, Kalshi, Myriad, and Manifold through one unified interface.

You get standardized market IDs, consistent timestamps, rich OHLCV history, live activity, and orderbook snapshots, everything without building and maintaining separate integrations for each platform.

It’s designed for real use cases:

  • analytics
  • dashboards
  • research
  • monitoring
  • experimentation.

No guessing how each exchange structures its data. No fragile scraping. Just well-documented endpoints that behave the same way across markets and exchanges.

If you’re curious about prediction markets—or already building with them—the best way to understand the API is to test it. Fetch a few markets. Pull historical data. Compare exchanges side by side. You’ll quickly see how much simpler prediction market data becomes when it’s normalized from the start.

Explore the docs, make a few calls, and see what you can build with FinFeedAPI.


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