// COLLECTING 24/7 SINCE 2026-06-08

Prediction market data,
down to the tick.

The Chainlink settlement feeds and order books of Polymarket and Predict.fun crypto Up/Down markets, plus Polymarket’s trade prints — collected continuously, checksummed, and downloadable by API.

UTC days from 2026-06-08158
venues, one clock2
assets (Polymarket / Predict.fun)7 / 3
settlement feed, tick by tick1 Hz

What makes this different

01

The settlement feed itself

Not a reconstruction — the actual Chainlink Data Streams reports these markets settle on, tick by tick, with the relay’s full-precision fixed-point integer beside each value whenever the relay publishes one. Including the TWAP streams that became the settlement line on 2026-08-07 — 5- and 15-minute markets both settle on the 60s stream today. The 30s stream is archived through 2026-10-19 (UTC). You can recompute any outcome yourself and check it against the official one.

Chainlink settlement data →

02

Outcome and strike, per market

Who won, and the price to beat. Strike is recorded from the boundary report with row-level provenance; when we cannot establish it honestly, the field is null rather than guessed from a nearby tick. The settlement audits recompute each archived market and publish how many agree with the official outcome, how many do not, and which cannot be settled from the archive.

Polymarket settlement audit → · Predict.fun settlement audit →

03

Timestamps kept apart

Event time and our receive time on every tick — kept separate, never merged — plus the upstream server time through 2026-10-19 (UTC). You can measure the capture path instead of trusting it. Collection runs next to the venues' own infrastructure.

04

Verbatim, with the gaps shown

Frames are archived as received, out-of-order included. Every file ships its byte length and a SHA-256, so you can prove you got the bytes we published. Gaps are left as gaps: nothing is interpolated to make a day look whole.

Polymarket historical data → · Polymarket order book data →
Predict.fun historical data →
· Predict.fun order book data →

Sample Data

Real opening rows from real files, not a mock-up. Switch tabs to see each dataset’s schema.

BTCUSD-prices-2026-10-18.csv.gz1.85 MB
feed_ts_msvaluefull_accuracy_valueserver_ts_msrecv_ms
179228160000081382.941373411238138294137341123000000017922816008781792281601617
179228160100081382.892541589868138289254158986000000017922816018431792281602372
179228160200081383.199246130748138319924613074000000017922816031261792281603799
179228160300081384.535053614128138453505361412500000017922816037721792281604197
179228160400081384.9835443058138498354430500000000017922816050561792281605460
sha256 d41894e9a893c51d0d0a0a6e6114909a4e2d17e646bb2fc8727565773a6e0e78

Opening rows from the real 2026-10-18 (UTC) files. Values are copied verbatim. The complete files: Polymarket sample data download — check the checksums yourself. The same sample is also on Kaggle (decompressed) and Hugging Face.

Pricing

Monthly, cancel anytime. Every key reaches the last 30 archived days.

Renews monthly, cancel anytime. Card, Apple Pay.

Need a one-off historical bundle, a single asset, or an invoice? Message us— we also settle in USDT.

How access works

One API key. Files come straight from object storage, so a large pull is limited by your own bandwidth, not by us.

BASH
# what dimensions your subscription covers
curl -H "Authorization: Bearer $OT_KEY" \
     https://outcometick.com/v1/meta

# search by asset / interval / dataset / date range
curl -H "Authorization: Bearer $OT_KEY" \
     https://outcometick.com/v1/files?asset=btc&interval=5m&dataset=book&from=2026-08-01&to=2026-08-12

# one-step download (302 to object storage; pandas can read it directly)
curl -H "Authorization: Bearer $OT_KEY" \
     https://outcometick.com/v1/dl/2026-08-12/BTCUSD-prices-2026-08-12.csv.gz

Every response carries the file’s SHA-256, so you can verify what you downloaded is exactly what we published.

full api reference →strategy SDK reference →

Common questions

What data does outcometick provide?

Tick-level history for Polymarket and Predict.fun crypto Up/Down markets: the Chainlink settlement feeds the markets resolve against (a decimal value, with the relay’s full-precision fixed-point string beside it whenever the relay publishes one), each market’s strike and settled outcome, order-book snapshots and incremental updates, Polymarket trade prints, and OHLC candles from 1 second to 1 month (a tick count per candle, not trade volume).

Which markets and assets are covered?

Polymarket (BNB, BTC, DOGE, ETH, HYPE, SOL, XRP) for the 5-minute and 15-minute Up/Down markets, and Predict.fun (BTC, ETH, BNB) for the 5-minute, 15-minute, hourly and daily ones.

How far back does the data go?

Continuously since 2026-06-08, growing by one archived day at a time. Each day is checked before release and normally published by 02:00 UTC the next day; a day that fails the checks is held for repair and ships by 13:00 UTC the next day.

How do I get the data?

Through a self-serve HTTP API. You buy a key, list the files for a date or a range, and download each one; every file carries its sha256 so you can verify it. No sales call and no bespoke export step.

What does it cost?

$10 per month for one venue (more for both), each a rolling 30-day window that moves with the archive. Deeper history is a one-time purchase of any date range you pick, priced per archived day. Card works for every purchase; WeChat Pay (in CNY) and stablecoins (in USD) for one-time purchases. Prices are in USD on the English site and CNY on the Chinese one.

Can I verify the settlement outcomes myself?

Yes, and that is the point of shipping the settlement feed rather than just a label. Each market carries its strike, and each settlement tick carries the relay’s fixed-point figure whenever the relay publishes one, so you can recompute every win/loss from the raw prices instead of trusting our label.

Can I backtest a strategy on this data?

Yes, without downloading anything first. You paste a strategy in Python or Node.js and it runs in a sealed sandbox against the same tick archive we sell — settlement feed, full-depth order books and trade prints. You get back an equity curve, every fill priced against the depth that was really there, and a settlement cross-check. There is also an SDK on npm and PyPI to run it locally. Billed per market-day scanned, from $2.

How does the backtest avoid look-ahead bias?

Structurally, not by filtering. The replay loop pulls one row at a time from the process input, so future rows are not in the sandbox yet when your handler is called — there is nothing to peek at rather than something being hidden from you. A market’s settled outcome is stripped from the market view until the settlement hook fires, and fills are matched against the real book depth at that instant rather than assumed at the midpoint.