---
url: "https://predictiontoolkit.com/tools/convexlake-com/"
publisher: "PredictionToolkit"
dateModified: "2026-11-02"
---

[← Historical data](<https://predictiontoolkit.com/polymarket-historical-data/>) 

![Convex Lake logo](<https://predictiontoolkit.com/assets/logo-convexlake-com-a7276a899a2c.webp>)

Dataset

# Convex Lake: Historical Books and Batch Market Data

Convex Lake supplies archived prediction-market books plus separately covered options datasets. It lists Polymarket, Kalshi, Predict, Limitless, Deribit and Binance, with REST, batch files and advertised MCP access.

[**3.5**/ 5Editorial rating](<https://predictiontoolkit.com/tools/convexlake-com/#reviews>) [Editorial assessment](<https://predictiontoolkit.com/tools/convexlake-com/#reviews>) 

[Open Convex Lake](<https://convexlake.com/>) convexlake.com

**Available on:** API · MCP

**Pricing:** Free sample and paid plans. Research/Pro advertise a 10% crypto-payment discount.

[Screenshots](<https://predictiontoolkit.com/tools/convexlake-com/#screenshots>) [Explore alternatives](<https://predictiontoolkit.com/tools/convexlake-com/#alternatives>) 

[Historical data](<https://predictiontoolkit.com/polymarket-historical-data/>) [Data APIs](<https://predictiontoolkit.com/polymarket-api/>) +1 more

[MCP servers](<https://predictiontoolkit.com/polymarket-mcp-servers/>) 

## Screenshots and interface

Product preview1 / 3

API reference overview.

## What is Convex Lake?

Select dated batches with explicit exchange and market keys, then combine supported trades/candles with recorded depth. Polymarket and Kalshi books start in May 2026; other venues and datasets have their own coverage dates.

Use sample files to inspect schema and identifiers before ingestion. Daily batches serve different latency needs from current quotes. Composite indices and pricing models are labelled coming soon, so they are not established current analytics.

### Who it is for

-   Joining prediction and options data.
-   Studying historical depth and fills.
-   Building repeatable batch jobs.

## Features and coverage

-   **Prediction books**
    
    Polymarket, Kalshi, Predict and Limitless archives.
    
-   **Options**
    
    Separately covered Deribit and Binance data.
    
-   **File API**
    
    Dated batches by exchange/market.
    
-   **Trades and candles**
    
    Combine supported feeds with books.
    
-   **Samples**
    
    Start with 1 day from 1 venue.
    
-   **History plans**
    
    Research/Pro expand coverage and throughput.
    
-   **MCP**
    
    Provider-advertised agent data queries.
    
-   **Coverage**
    
    Venue/dataset start-date table.
    

## Workflows with Convex Lake

### Build ingestion

Inspect a sample and file keys, then retrieve a small dated batch.

### Compare venues

Align rules, times and outcome IDs before prices.

### Study execution

Use depth with latency/size assumptions rather than candle closes.

## Pricing and total cost

Free sample and paid plans. Research/Pro advertise a 10% crypto-payment discount.

### Sample

Free

-   1 venue and 1 sample day
-   60 requests/minute

### Research

$79/month

-   All venues and full history
-   300 requests/minute

### Pro

$125/month

-   All venues and full history
-   1,000 requests/minute

### Institutional

$850/month

-   Custom rate limits
-   Up to 20 Research-plan seats

## Getting started

**Before you start:** Composite indices and pricing models remain planned.

1.  Read the coverage table.
2.  Create a free account and get a sample.
3.  Inspect schema and IDs.
4.  Choose required history tier.
5.  Use an API key in controlled ingestion.

Polymarket/Kalshi books start May 2026; other coverage differs.

## Useful links

### What to check

-   Composite indices and pricing models remain planned.
-   Daily batches are not current exchange quotes.
-   Coverage and plan limits must match the backtest.

A closer look

## Ratings & reviews

Editorial rating

**3.5**/ 5

0 user reviews

PredictionToolkit editorial

### Our take on Convex Lake

Dated files and coverage tables support historical research. Start dates, limits and planned analytics must fit the actual experiment.

Based on documented features, setup and access terms. [How we rate](<https://predictiontoolkit.com/methodology/>) 

### User reviews 0

The main score switches to user ratings after 5 published reviews.

**Be the first to share your experience**

A specific example helps the next person choose the right tool.

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## Frequently asked questions about Convex Lake

### Is a sample available?

Yes. 1 day and 1 venue.

### Are options included?

Separate Deribit/Binance datasets are listed.

### Do archives share a start date?

No. Check the coverage table.

In this profile
