Coming soon — reserve beta access

Every tick. Every venue. Queryable.

We're opening up the tick archive behind Flow. Every price change, every quote movement, every fill — captured from the moment each partner went live, across sportsbooks, peer-to-peer platforms, prediction markets, and sweeps. Backtest strategies, train models, measure execution quality against the real book. Launching in beta with a small set of quant teams.

Custom cuts, SLAs, and exclusives negotiated 1:1 — email james@openmarkets.ai
ticks.parquet
archive
# schema
ts_utc            timestamp[ns, UTC]
partner           string # kalshi | bettoredge | …
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
# delivered via S3 / GCS / HTTP

Built for the buy side.

Same normalized schema that powers live Flow — planned as a historical archive you can query, export, or replay. When the beta opens, you won't be scraping six venues and reconciling clocks anymore.

Quant funds & prop desks

Prove alpha before you trade it. Backtest signals against the exact book your execution layer will see, partner-by-partner, including fragmentation and venue outages.

Market makers

Calibrate quoting against historical depth, measure realized slippage, and stress-test inventory curves across the full catalog of markets — not just a single venue.

Research & data science

Train models on normalized, venue-level tick data. Study price discovery across fragmented books. Build features on consensus pricing and distribution-fair values.

Planned for beta

What the archive will ship with.

The archive builds on the same data plane that powers live Flow — captured, partitioned, and delivered in the formats your research stack already speaks.

Tick-level resolution

Every price change, every quote movement, every fill. Nanosecond-precision timestamps. Partner-native event boundaries preserved.

Venue-level depth

Full orderbook depth per partner at each tick — not just the top-of-book. Reconstruct the exact liquidity profile any trade faced.

Consensus & fair values

Pre-computed consensus prices and distribution-model fair values alongside the raw data. Skip the aggregation engineering.

Exports that fit your stack

Apache Parquet, Arrow, CSV, or line-delimited JSON. Delivered via S3, GCS, or pre-signed HTTP. Partitioned by league and contest date.

Replay API

Stream the historical archive back through the same Flow WebSocket schema. Your live engine and your backtest use identical code paths.

Provenance preserved

Every row carries the raw partner payload hash. Audit any datapoint back to the original API response — no reconciliation disputes.

What beta teams will build.

Four representative workloads the archive unblocks. Custom cuts — single-venue, single-league, or windowed around specific events — negotiated during beta onboarding.

Strategy backtesting
Replay any contest tick-by-tick. Compute the exact fills your strategy would have hit, venue-by-venue. No synthetic reconstructions — this is the book that actually existed.
Signal research
Hunt for lead-lag across partners. Study how fragmentation propagates. Quantify which venues are price-discovery leaders by contest type.
Execution analysis
Measure realized slippage, fill rates, and adverse selection against historical depth. Attribute execution quality per partner.
Model training
Pre-normalized features across every venue: best price, consensus fair, depth-weighted mid, partner divergence. Ready for any ML pipeline.

How beta onboarding will work.

When the archive goes live, we'll onboard teams directly so the first cut matches exactly what your research stack needs.

01

Scope the dataset

Leagues, contest types, partners, date range, depth level. We share a data dictionary and sample extract within 48h.

02

Sign the data agreement

Commercial terms, usage scope, redistribution rules. Standard contracts for funds and vendors; custom for bespoke cuts.

03

Delivery

Initial extract via S3 / GCS / HTTP. Daily incremental drops or a pull API — your choice. Schema-stable across releases.

04

Iterate

Add partners, extend history, request derived features (consensus, distribution fair, slippage curves). Schema versioned semantically.

Want to be in the first beta cohort?

We're onboarding quant teams directly when the archive opens. Tell us the leagues, partners, and date range you need — we'll get you a data dictionary, a sample extract, and commercial terms as soon as we launch.