--- url: "https://predictiontoolkit.com/tools/depthfeed/" publisher: "PredictionToolkit" dateModified: "2026-11-03" --- [← Data APIs]() ![DepthFeed logo]() Data API # DepthFeed: inspect the depth behind historical prices DepthFeed supplies historical order books, sports market data and aligned price bars through REST, WebSocket and MCP interfaces. Plans change history and capacity while retaining supported venues. [**4.0**/ 5Editorial rating]() [Editorial assessment]() [Read DepthFeed documentation]() depthfeed.com **Available on:** API · MCP **Pricing:** [See plans and costs ↓]() [Screenshots]() [Explore alternatives]() [Data APIs]() [Historical data]() +3 more [Sports research]() [Crypto research]() [Company & earnings data]() ## Screenshots and interface Product preview1 / 2 Overview of API access and datasets. ## What is DepthFeed? The archive records bids, asks and resting size beyond the best price. Alongside recurring crypto contracts, sports REST routes connect contract books with game data, sportsbook odds and injuries. Price-bar coverage includes equities, ETFs, spot crypto and perpetuals. All plans include Polymarket, Kalshi, Limitless and the sports REST surface. Actual series still begin at their first observation. Check /v3/whoami for your key’s limits and history window; an example response does not establish your access. ### Who it is for - Estimating historical fills and slippage. - Aligning crypto or equity prices with prediction markets. - Joining sports contracts, order books and game state. ## Features and coverage - **Full ladders** Read recorded bid/ask levels and their resting quantities. - **Discovery** Find supported recurring crypto contracts and retain outcome-token IDs. - **Replay inputs** Request historical snapshots; tick-level book changes require Desk. - **Aligned bars** Retrieve 1-minute-base OHLCV for equities, ETFs, spot crypto and perpetuals. - **Sports REST** Use mappings, books, sportsbook odds, scores and injuries. - **Incremental metadata** Follow cursors and updated\_since for changing market records. - **Access inspection** Read whoami for actual key limits and the available history window. ## Workflows with DepthFeed ### Model a fill Estimate a fill at the proposed size by walking the recorded bid and ask levels for the chosen contract and timestamp. Set that depth-based result beside a midpoint-only calculation to see the effect of available liquidity. ### Compare sports markets Require matched mapping status and read settlement definitions before joining books and game state on stable IDs. ### Maintain an extract Keep filters fixed through pagination, upsert stable IDs and retain explicit null corrections. ## Pricing and total cost Every plan includes all supported venues and sports REST. Higher plans increase history, throughput and streaming capacity rather than adding venue subscriptions. ### Explorer Free - 7 days of history - Full ladders with an API key - 1 request/second ### Quant $29/month - 30 days of history - 25 requests/second - 1 concurrent live sports book ### Research $99/month - 90 days of history - 50 requests/second - 2 concurrent live sports books ### Desk $249/month - Full available archive - 100 requests/second - Tick data - 3 concurrent live sports books ## Getting started **Before you start:** Tick routes are Desk-only. 1. Try the keyless demo with a small BTC sample. 2. Create an account and API key. 3. Inspect /v3/whoami. 4. Discover a market and request a bounded historical interval. 5. Follow opaque cursors until has\_more is false. 6. Handle historical-workload controls separately from general rate limits. The anonymous demo returns only 8 levels per side; authenticated plans provide full ladders. ## Useful links ### What to check - Tick routes are Desk-only. - A plan’s history window cannot precede a series’ first recorded observation. - A matching label or cross-venue key does not prove equivalent settlement. - General requests-per-second and parallel archive-query limits are separate. - The keyless demo is limited to 8 levels per side. A closer look ## Ratings & reviews Editorial rating **4.0**/ 5 0 user reviews PredictionToolkit editorial ### Our take on DepthFeed Clear depth, history and plan distinctions make this useful for replay research. Check market-specific coverage and the demo’s restrictions before choosing capacity. Based on documented features, setup and access terms. [How we rate]() ### 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. ## Related tools [Browse category]() ![Marketlens Python installation and Strategy quickstart]() ![Marketlens Python SDK logo]()[Marketlens Python SDK]() SDK**4.0**Editorial Compare fast bar experiments with detailed L2 replay, reusing downloaded history between strategy changes. - Language Python Python replay and simulated execution. ![Pendulum Flow public archive introduction and capture eras]() ![Pendulum Flow Orderbook Archive logo]()[Pendulum Flow Orderbook Archive]() Dataset**4.0**Editorial Inspect hourly Parquet files and coverage audits before reconstructing historical Polymarket depth. Downloadable Polymarket captures. ![PolyOrderbooks historical L2 overview and provider book example]() ![PolyOrderbooks logo]()[PolyOrderbooks]() Dataset**3.5**Editorial Query historical books at 250 ms intervals or replay supported crypto strategies with depth-based fills. - Access Web · API · MCP A more focused historical book source. ## Frequently asked questions about DepthFeed ### Is Kalshi an extra add-on? The documented plans have no separate Polymarket or Kalshi add-on. ### Can Explorer return full books? Yes, with a key. The 8-level limit applies to the anonymous demo. ### Which plan includes every book change? Tick routes require Desk. ### How do I confirm access? Read /v3/whoami for your key rather than inferring limits from an example. In this profile