An event contract feed delivers live updates for a specific prediction market contract, including probability changes, liquidity shifts, trading activity, and approaching resolution milestones. Instead of checking the market manually, the feed provides continuous, structured information that reflects the current state of the forecast.
Platforms like Polymarket, Kalshi, Myriad, and Manifold generate rich event-level data as users trade outcome shares. The feed captures every adjustment—including belief updates, information shocks, and reaction patterns—to create a real-time view of how expectations evolve. This makes the event contract feed invaluable for analysts, tools, and automated systems that rely on accurate, timely prediction markets data.
Event contract feeds are especially useful for high-interest or fast-moving events, where probabilities can shift rapidly in response to news. They help researchers and developers understand market sentiment, track volatility, and build more responsive forecasting tools.
Event contract feeds transform raw market activity into accessible, real-time insights. They support better analytics, faster reactions, and clearer interpretation of prediction markets data.
They are useful because prediction markets can change quickly, especially when new information appears. An event contract feed captures every fluctuation, allowing analysts to monitor shifts instantly. This improves situational awareness, reduces blind spots, and enhances decision-making based on real-time prediction markets data.
Event contract feeds allow dashboards, alert systems, and analytic models to update continuously without manual intervention. Tools can visualize live probability curves, highlight sudden movements, and notify users of unusual volatility. This makes prediction markets data more actionable and easier to integrate into forecasting workflows.
Analysts can study how markets react to breaking news, how volatility evolves, and how liquidity affects probability movement. They can detect information latency, identify mispricing signals, and evaluate the stability of forecasts. These insights help explain market behavior and improve the interpretation of prediction markets data across event types.
A research group using Kalshi’s real-time event contract feed monitors a market tied to a key economic release. When the feed shows a sudden jump minutes before the official announcement, analysts immediately investigate the cause—identifying an early signal that traders acted on before the broader market caught up.
Event contract feeds require structured, time-stamped probability and trading data. FinFeed's Prediction Markets API provides high-quality prediction markets data that developers can integrate into feeds, enabling live dashboards, automated alerts, and tools that track how event contracts evolve.
