Prediction market datasets

Name: Kalshi aggregate market counts (Becker dataset)
Creator: Prediction Market Use Cases
License: https://creativecommons.org/licenses/by/4.0/

Free prediction market datasets and data tools for Kalshi and Polymarket: 39 JSON downloads of aggregate Kalshi counts from us, plus 22 public datasets and data tools from our directory, each with a checked source link.

Page updated Oct 23, 2026.

Free Kalshi aggregate data (JSON)

Counts computed from Jon Becker’s prediction-market-analysis dataset, with category labels from the Kalshi public API: 7,682,445 markets created Jun 30, 2021 to Nov 23, 2025. Licensed CC BY 4.0; credit Prediction Market Use Cases and the Becker dataset. Each page shows the tables; each JSON link is the raw file.

All Kalshi data pages · State of Kalshi

Datasets and data tools in the directory

Prediction market analysis framework and dataset ★3,874 as of Oct 13, 2026
Framework for collecting and analyzing prediction-market data, including a large public Kalshi prediction market dataset.
poly_data Polymarket data pipeline ★2,338 as of Oct 13, 2026
Scripts to collect Polymarket market and trade data for analysis.
PMXT: 'CCXT for prediction markets' ★2,170 as of Oct 13, 2026
Unified API for trading on Polymarket, Kalshi and more.
Polymarket MCP server ★145 as of Oct 14, 2026
MCP server that gives AI assistants Polymarket market data: prices, probabilities, market details and price history.
Kalshi performance dashboard ★36 as of Oct 13, 2026
Performance tracker for Kalshi traders.
Real-time tick visualizer ★21 as of Oct 13, 2026
WebSocket client that streams and charts tick-by-tick data from Kalshi and Polymarket.
Where are prediction markets least efficient? Polymarket calibration study ★1 as of Oct 18, 2026
Read-only research repo that samples resolved Polymarket markets, prices them 7 days before scheduled end, and measures calibration and favorite-longshot bias with Brier decomposition, recalibration slopes and event-clustered errors, broken out by category and volume. The author's findings (self-reported) are that deviations are small and smaller than trading costs; a second part on arbitrage and order books is still collecting data.
Kalshi MLB pricing research and paper-trading kit ★0 as of Oct 15, 2026
Research repo on pricing Kalshi's MLB contracts: a data pipeline rebuilt from public MLB and Kalshi APIs, a market-making simulator, a paper-trading bot and contract-math helpers. Its README reports mostly negative findings for the game-winner contract (author's own backtests, unverified). Places no real orders.
Calibrated commodity forecaster for Kalshi-style threshold questions ★0 as of Oct 15, 2026
Turns split-conformal price forecasts on public EIA WTI crude data into probabilities for threshold questions like 'will WTI close above $X by date Y?', with backtests and a dated forward track record. Analysis only; it never touches a Kalshi account.
Event-driven backtest engine for binary prediction markets ★0 as of Oct 15, 2026
Event-driven backtesting framework for binary markets such as Kalshi, Polymarket and PredictIt, with pluggable strategies, a simulated broker, settlement handling and a Streamlit UI showing equity curve, trade log and metrics.
Kalshi calibration vs. tradable alpha: research replication package ★0 as of Oct 16, 2026
Data and code for a 2026 preprint that measures Kalshi calibration while stepping from the displayed price to the order-book midpoint, the executable quote and the fee-adjusted taker return. Includes per-market JSONL logs, frozen outputs and a script that runs deterministic checks against the paper's tables.
Taker fee calculator for Kalshi, Polymarket and Polymarket US ★0 as of Oct 17, 2026
Dependency-free JavaScript functions that compute taker fees with the shared rate x contracts x p x (1 - p) formula, using each venue's rate, plus an all-in cost per contract. The README explains maker vs. taker fees, Kalshi's round-up to the cent, and per-market Polymarket rates. The author says the tests were checked against real order tickets (self-reported).
Polaris: research on beating Polymarket 5-minute crypto markets ★0 as of Oct 19, 2026
Research project that streams Binance trades, builds per-second features and estimates the probability that a Polymarket 5-minute crypto Up/Down window closes up, comparing a Bayesian model with a LightGBM challenger against the market price. Ships a write-up of the ways the research produced false edges and how each was caught; the author's conclusion that there is no tradeable edge at this latency is self-reported.
How well calibrated is Polymarket? Calibration and Brier study ★0 as of Oct 20, 2026
Python study of resolved Polymarket yes/no markets that measures calibration, Brier skill and favorite-longshot bias at 1, 7 and 30 days before close, broken out by category, with an out-of-sample test of whether a recalibration fit could be traded. Includes reliability diagrams; all results are the author's own (self-reported).
Do prediction markets know what the Fed will do? Kalshi and Polymarket vs futures study ★0 as of Oct 21, 2026
Open research repo with a short paper comparing Kalshi and Polymarket Fed-decision markets with S&P 500 futures, USD/JPY and Treasury bills around CPI and payrolls releases (2023 to 2026). Measures whether both venues resolved correctly, how closely they agree, and how fast each absorbs macro news. Findings are self-reported by the author.
Polymarket vs oil, VIX and defense stocks: geopolitical lead-lag study ★0 as of Oct 21, 2026
Minute-level research pipeline testing whether Polymarket geopolitical and military contracts lead oil futures, defense equities, Treasuries, VIX and gold ETFs, with control markets, closed-hours and reopen-gap designs and a draft paper. Results are self-reported by the author and not independently verified.
pm-recorder: Polymarket market data recorder on GitHub Actions ★0 as of Oct 21, 2026
Read-only recorder that runs continuously on GitHub Actions, saving hourly snapshots of Polymarket markets ending within 45 days, their order books and taker trades, plus minute-level books and trades for markets with the largest liquidity-reward pools, as gzipped JSON bundles. Uses public Gamma, CLOB and Data API endpoints; no trading.
Are prediction markets calibrated? Kalshi and Polymarket calibration and favourite-longshot study ★0 as of Oct 22, 2026
Open Python research project that checks whether Kalshi and Polymarket prices match how often outcomes actually happen. It measures prices at fixed horizons before close, tests for the favourite-longshot bias, and asks whether any mispricing survives trading costs. Includes CI and an interactive results page. Findings are the author's own and not independently verified.
Kalshi 15-minute BTC market backtester with taker fees ★0 as of Oct 22, 2026
Standard-library Python backtester for Kalshi's 15-minute Bitcoin up/down markets. It replays public one-minute candles and trade prints, charges Kalshi taker fees, runs parameter sweeps, and ships unit tests. The simulator has no network access; a separate fetcher caches public data. Backtest results are self-reported.
Polymarket real-time market data pipeline with Kafka, dbt and Grafana ★0 as of Oct 22, 2026
Docker Compose pipeline that streams Polymarket order book, trade and comment data into Kafka, archives raw events to Parquet, rebuilds order books in memory, computes real-time metrics, models history with dbt-duckdb, and serves a Grafana dashboard. Paper trading and replay backtesting are listed as next steps; real-money trading is out of scope.
S&P 500 options vs Kalshi contracts: comparing two risk-neutral distributions ★0 as of Oct 23, 2026
Student research notebook (Rennes School of Business graduating project) that compares the probability distribution implied by SPXW and NDX option prices, using a fitted SVI smile, with the distribution quoted by Kalshi's S&P 500 and Nasdaq-100 range contracts for the same expiry. Uses Yahoo Finance option data and the Kalshi public API, with a saved snapshot in the repo. Findings are self-reported and based on a single snapshot.
Polymarket order book collector in Rust with redundant websockets ★0 as of Oct 23, 2026
Rust collector that records the full-depth order book of every live Polymarket market. It merges redundant websocket connections by first arrival, writes level updates plus a per-minute snapshot of every book in an SBE binary format, parses prices as fixed-point integers rather than floats, and ships inspect and latency-test tools. Built for an engineering challenge; data collection only, no trading.

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FAQ

Where can I download a free prediction market dataset?

The largest public one we list is Jon Becker's prediction-market-analysis dataset, which covers Kalshi and Polymarket. On this page you can also download 39 free JSON files of aggregate Kalshi counts computed from it, licensed CC BY 4.0.

What license do your Kalshi JSON files use?

Creative Commons Attribution 4.0 (CC BY 4.0). Credit Prediction Market Use Cases with a link, and credit the Becker dataset and Kalshi as the underlying sources. See the data license page.

Do these datasets include prices or trading signals?

Our JSON files hold counts only: markets, contracts traded, untraded markets and YES/NO outcomes. They contain no prices or calibration figures. The third-party projects listed have their own contents and licenses.

Is this data live?

No. The Kalshi aggregates are a historical snapshot dated Oct 17, 2026, covering markets created Jun 30, 2021 to Nov 23, 2025. For live prices, use the Kalshi and Polymarket public APIs or the tools listed below.

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