Historical archive
exports · replay API · planned
The tick archive behind the live API, as bulk exports and a replay feed, for backtesting and research. Planned, not available. What is live today is price history over REST.
What is live today
pricing:history · Pro and upGET /flow/v1/contests/:id/price-history serves a contest's price series from tick-by-tick (inside a six-hour window) out to daily buckets, per position and per venue. That is the same tick store the archive would export. Details and a Try-It panel are on the REST reference; the MCP tool is get_contest_price_history.
What is planned
| Piece | What it would be |
|---|---|
| Tick-level exports | Every price and size change per venue per position, partitioned by league and contest date. Parquet first. |
| Venue-level depth | The book at each tick, not only the top — the liquidity profile a trade actually faced. |
| Consensus and fair values | The cross-venue prices the live API computes, stored alongside the raw ticks. |
| Replay API | The archive played back through the same WebSocket schema, so a backtest and a live engine share one code path. |
| Provenance | Each row carrying the hash of the venue payload it came from. |
A sketch of the export schema — planned, not final
# ticks.parquet
ts_utc timestamp[ns, UTC]
partner string # kalshi | polymarket | …
league string
contest_id string
position_hash string
side string # over | under | home …
best_price double
best_available double
depth list<struct>
consensus_fair double
is_live bool
# partitioned by league / contest_date
Nothing on this page has a date, a price or an endpoint yet. When it ships, it will be a part on the bill of materials with a status chip, like everything else.
If you need this now
- Record it yourself: the
ticksstream (Scale) delivers every venue quote the moment it arrives, andliquidity(Pro) every aggregated change. - Pull it:
price-historywithresolution=tickover six-hour windows, scoped byposition_hash. - Talk to us about a cut: james@openmarkets.ai.