◉ INCOMING · Q3 2026for traders · quants · researchers · funds · market-structure teams
Full tick-by-tick prediction-market data.
Every order. Every update. Replayable history.
Research-grade Polymarket capture for traders, quants, and funds. Raw websocket payloads, normalized L1 + L2 order books, and trades — backtest, replay, study microstructure.
join the waitlist · 48 of 50 founder seats left
Founders lock 25% off any plan — for life. First 50 signups only.
ticks captured so far · live
72,358,501,610
raw archive
9,856 GB
compressed · since 2026-05-11
markets in universe
55,923
open + resolved
§ what the data looks like · illustrative
A few seconds with the feed.
messages per second · last 24h · all markets
Steady-state ≈ 20–25k msgs/s across the active universe. Event windows (CPI, debates, resolutions) nudge the upper edge. Every frame is timestamped at receipt and archived.
single market · price + best bid/ask + book depth · ~30 min window
Left: midpoint, bid/ask band, executed trades. Right: live snapshot of resting bid/ask size at each price level. Both reconstructable tick-by-tick from L2.
§ why this exists
Why not just use the public API or sniff the websocket yourself?
You can — and people do. Then they spend months on uptime, storage, normalization, and outcome joins instead of strategy. Reliable backtests need complete capture, normalized layers, and outcome-aware joins by default. tickfoundry removes that infrastructure burden so you can spend your time on the model, not the plumbing.
dimension
DIY / public API
tickfoundry
historical completeness
Public endpoints serve a thin tail of recent data — incomplete on resolved markets and silent on the rest.
Full archived capture from day one, every frame from every market, joined to settled outcomes.
reliability
You manage the collector. Rate limits, dropped connections, gaps, restarts — and you find out after the fact.
Redundant collectors across regions and egress IPs. Auto-reconnect, gap detection, manifest audit on every shard.
data prep
Raw websocket frames only — fragmented across event types, no order-book state machine, no trades atom.
Raw plus normalized L1 / L2 / trades as parquet, dedup contract, reference data joined in.
research readiness
You write the joins: token ↔ market ↔ event ↔ outcome ↔ resolution. Then you debug them.
Backtest-ready: resolved outcomes already joined to every event, every market, every series.
§ roadmap · public · updated as we ship
What's done, what's left.
[ ✓ ]Live capture · the full Polymarket universeMultiple redundant collectors recording every market and event, multi-region, multi-IP egress. No rate-limit ceiling. 360M+ ticks archived and growing.
[ ✓ ]Raw archive · immutable + audit-trailedEvery inbound frame stored exactly as received — compressed, hash-signed, manifest-tracked. The system of record. Everything downstream is reproducible from it.
[ ✓ ]Reference data + observabilityFull Polymarket taxonomy in our database — any token ID maps back to a market, event, outcome, and lifecycle state. Auto-reconnect, gap detection, sequence-audit, per-shard freshness monitoring. Loud failures, no silent drops.
[ ✓ ]Normalized datasets · L1, L2, trades as .parquetDaily per-market files: top-of-book, orderbook depth, executed trades. The atoms you would actually query. Rolling hourly + EOD concat; raw remains the source of truth for replay.
[ wip ]Customer delivery · catalog, checkout, downloadsStorefront, Stripe checkout + subscriptions, entitled SFTP and presigned-URL downloads, sample-data preview. Subscription and à la carte from launch.
[ ⌖ ]Public launch + multi-venue expansionPolymarket: Q3 2026. Waitlist invites go out in order. Kalshi beta: Q1 2027. Hyperliquid: Q2 2027. PredictIt and Manifold to follow.
Lock the founder rate.
48 of 50 founder seats still open · first-come first-served · 2 signups so far. 25% off, locked for the life of your subscription.