What is Probalytics?

Full bid and ask ladders, millisecond-level timestamps and continuity metadata support detailed replay work. ClickHouse SQL filters and joins near storage; REST and a Python SDK integrate the data with research code, while Parquet exports support reusable local datasets. Public samples and typed table schemas allow inspection before signup.

Market and fill history can begin earlier than order books. Polymarket book coverage starts in November 2025 and Kalshi in May 2026; past books cannot simply be recovered from venue APIs. Match the venue, dataset and capture window to the intended experiment, then supply explicit size and latency assumptions for any execution model.

Who it is for

For quants modeling historical fills against depth and researchers joining market, fill and outcome records.
For developers needing bulk history they can retain in a local analytical workflow.

Features and coverage

State-change book history
Query full recorded bid and ask ladders with millisecond timestamps, using state and continuity fields to interpret the sequence.
Normalized identifiers
Join market, fill and outcome tables through normalized identifiers while retaining the platform identifier to keep venues distinct.
SQL, code and bulk exports
Use ClickHouse SQL, REST, the Python SDK or plan-eligible Parquet exports. Inspect public rows and typed schemas before committing to a dataset.

Workflows with Probalytics

Model historical execution

Locate a market and outcome, retrieve its book sequence and apply an explicit order-size and latency assumption before estimating fills.

Build a cross-venue panel

Join markets, fills and outcomes in SQL and retain venue identifiers when comparing observations.

Check the capture window

Inspect venue start dates, continuity and missing periods before measuring a strategy or requesting a large export.

Pricing and total cost

Paid plans offer a three-day trial limited to the latest seven days across venues and access methods. Historical full-depth books require Orderbook or Custom rather than Starter or Pro alone.

Starter

$39/month

Rolling 30-day market and trade history; REST and SQL
100 queries/hour and 100,000 result rows

Pro

$129/month

Full available market and trade history; 1,000 queries/hour
Up to 1 billion result rows and Parquet exports

Orderbook

$249/month

Pro features plus historical full-depth books

Custom

Contact sales

Custom retention, tables, limits and support

Getting started

Before you start: Historical books cannot simply be backfilled from venues. Inspect missing capture periods and continuity rather than assuming complete coverage.

Inspect sample rows and check the coverage table for the required venue and dataset.
Choose a trial and access method, then run a narrowly filtered query.
Validate identifiers and continuity before expanding the query or exporting bulk history.

Book coverage starts in November 2025 for Polymarket and May 2026 for Kalshi; earlier market metadata does not imply earlier book history.

Read dataset documentation

Useful links

View data plans

What to check

Historical books cannot simply be backfilled from venues. Inspect missing capture periods and continuity rather than assuming complete coverage.
A recorded quote does not by itself establish a realizable fill; a realistic backtest needs an execution model.

A closer look

Ratings & reviews

Editorial rating

4.0/ 5

0 user reviews

PredictionToolkit editorial

Our take on Probalytics

Full-depth history, precise timing and SQL, SDK and export routes form a well-specified research product. Its usefulness for replay depends on matching venue start dates, capture completeness and trial restrictions to the period being studied.

Based on documented features, setup and access terms. How we rate