Built to be re-run.
Evidence-grade history earns its keep where results must survive being reproduced. Six ways teams put the archive to work — each mapped to the datasets that serve it.
Backtesting & strategy research
Replay any certified day deterministically — the same bytes, the same manifest, every run. Order books on a 100ms grid mean your fill simulation sees what the market actually showed, and per-row freshness and lag fields tell you exactly what was knowable at each instant.
Market-making & liquidity calibration
Full depth on both sides, captured continuously, across venues that quote the same underlying. Measure spreads, depth decay, quote lifetimes and adverse selection against the reference exchange — then calibrate quoting models on windows where the outcome is already known.
Cross-venue price formation
The same question is priced on multiple venues at the same instant — a regulated US exchange, global CLOBs, an on-chain game — all against one clock. Study who leads, who lags, where probabilities disagree, and how fast disagreement closes.
Settlement & oracle forensics
Every Up/Down settlement can be reconstructed from four vantage points: the venue books, the trades, the reference exchange, and the exact oracle stream that decided it. When a resolution is contested, the archive holds the instant in question — with lag accounting.
LLM & ML training, evals, calibration
Resolved markets are labeled ground truth with precise timestamps — the raw material for leak-free forecasting evals, calibration studies, and reward signals. Freshness fields make honest cutoffs enforceable by construction.
Academic research & journalism
Citable and reproducible: every file carries a SHA256 that reviewers can check, corrections live in a public ledger, and coverage claims are verifiable against the same index the API serves. Your methodology section writes itself.
Start with a free key, or tell us the coverage you need.
The full catalog and schema docs are open — integrate first, buy when it fits.