Depth Imbalance Analytics for Economic Analysts
Resolved Markets provides economic analysts with real-time prediction market data that captures market sentiment on critical macroeconomic events. Our platform tracks FOMC decision markets, jobs reports, CPI releases, and other key economic indicators through continuous orderbook snapshots from Polymarket. With 11.4M+ historical snapshots and a 20Hz capture rate, you gain millisecond-precision insights into how traders price economic outcomes before official releases. The API delivers full bid/ask depth arrays with timestamps, enabling you to analyze market expectations, volatility patterns, and consensus shifts across multiple timeframes. Economic analysts leverage this data to validate forecasting models, identify market inefficiencies, and understand real-time sentiment on monetary policy, employment, and inflation dynamics.
Economic analysts use Depth Imbalance Analytics to track macro consensus in real time. Resolved Markets captures orderbook microstructure signals from Polymarket with tick-level features extracted from full bid/ask depth, exposing implied probabilities on spread compression, depth imbalance, queue position, quote flicker that move faster than traditional surveys.
Data challenges Economic Analysts run into
Depth Imbalance Analytics from Resolved Markets is built around the data gaps Economic Analysts hit when they try to work with raw Polymarket feeds.
Delayed access to market sentiment on economic events
Traditional economic forecasting relies on surveys and historical data that lag actual market behavior. Resolved Markets solves this by providing real-time orderbook snapshots that reflect trader expectations milliseconds after new information emerges. Instead of waiting for official releases, you access continuous market data that shows how pricing evolves throughout FOMC decision periods, jobs report windows, and CPI announcement cycles. This enables faster validation of economic hypotheses and earlier detection of consensus shifts.
Inability to capture orderbook dynamics before major releases
Orderbook depth changes reveal crucial information about market confidence and disagreement. When bid/ask spreads widen during uncertain periods, it signals lower consensus; when they narrow, it indicates stronger agreement. Resolved Markets captures these dynamics at 20Hz for crypto markets and across all economic prediction markets on Polymarket, giving you the precision needed for volatility analysis and sentiment quantification that traditional data sources cannot provide.
Fragmented data across multiple market sources
Economic data comes fragmented across government databases, financial terminals, and survey platforms. Unified access to Polymarket's prediction markets through a single API eliminates this fragmentation. All economic markets—FOMC decisions, employment figures, inflation indicators, and GDP forecasts—are accessible through consistent endpoints with standardized timestamps and depth arrays, simplifying integration into analytical workflows.
Lack of granular timing data for econometric modeling
Economic models require precise timing data to correlate market movements with information arrival. Resolved Markets provides millisecond-level timestamps for every orderbook snapshot, enabling you to construct event study windows with sub-second accuracy. This granularity supports advanced econometric techniques like high-frequency impulse response analysis and precise volatility clustering studies that rely on exact timing correlation.
Built for quantitative work on Depth Imbalance Analytics
Orderbook-level prediction-market data that doesn't exist anywhere else.
Access real-time market expectations on major economic events
Prediction markets aggregate dispersed knowledge from thousands of traders with real monetary incentives. Resolved Markets gives you direct access to this collective intelligence through continuous orderbook snapshots on FOMC decisions, jobs reports, and economic releases. Track how market expectations evolve from weeks before an event through the release window, capturing the full spectrum of sentiment changes. This real-time view of market-implied probabilities outperforms traditional surveys and historical averages.
Build superior forecasting models with prediction market data
Econometric models improve significantly when trained on actual market expectations rather than lagged official statistics. By incorporating orderbook data from Resolved Markets into your forecasting framework, you add a forward-looking component that captures trader expectations and market-implied outcomes. The combination of historical snapshots (11.4M+ available) with real-time WebSocket streams enables you to build predictive models that adapt to changing market consensus.
Quantify market uncertainty through bid/ask spread analysis
Uncertainty quantification is crucial for policy analysis and investment decisions. Resolved Markets' bid/ask spread data directly measures market disagreement—wider spreads indicate higher uncertainty about outcomes. By analyzing spread dynamics across FOMC decision markets, employment markets, and inflation markets simultaneously, you gain a nuanced picture of which economic dimensions are generating the most trader uncertainty and confusion.
Integrate economic sentiment into algorithmic workflows
Modern analytical workflows demand seamless data integration. Resolved Markets' API with millisecond timestamps and depth arrays integrates directly into Python, JavaScript, and specialized econometric platforms. Build automated pipelines that continuously ingest economic market data, run backtests against historical snapshots, and deploy live sentiment indicators that feed into quantitative models and dashboards.
How Economic Analysts use Depth Imbalance Analytics
Seven categories, hundreds of markets
Prediction markets across crypto, sports, economics, weather, and more — live and historical orderbook data, all queryable through one API.
Crypto
BTC, ETH, SOL, XRP — up/down markets every 5m to 1d.
Equities
S&P 500 (SPX) daily open — up or down predictions.
Social
Elon Musk tweet counts — weekly prediction ranges.
Sports
NBA, NFL, EPL — game outcomes and season predictions.
Economics
Fed decisions, jobs reports — FOMC meetings and macro data.
Weather
44 cities daily — temperature, hurricanes, Arctic ice.
Hyperliquid
BTC, ETH, SOL, XRP perp orderbooks — 1/sec sampling.
Tick-level orderbook snapshots
Every snapshot includes full bid/ask depth, mid prices, spreads, and crypto spot price.
| Side | Bid | Size | Ask | Size | Spread |
|---|---|---|---|---|---|
| UP | 0.5400 | 1,240 | 0.5500 | 1,100 | 1.00% |
| UP | 0.5300 | 980 | 0.5600 | 1,450 | 3.00% |
| UP | 0.5200 | 1,560 | 0.5700 | 890 | 5.00% |
| UP | 0.5100 | 2,100 | 0.5800 | 2,300 | 7.00% |
| UP | 0.5000 | 1,800 | 0.5900 | 1,700 | 9.00% |
| UP | 0.4900 | 3,200 | 0.6000 | 3,100 | 11.00% |
cryptoLowCardinality(String)BTCtimeframeLowCardinality(String)5mtoken_sideEnum8('UP','DOWN')UPtimestampDateTime64(3)2026-05-09 03:14:12.061crypto_priceFloat64$80,471.01best_bidFloat640.5400best_askFloat640.5500mid_priceFloat640.5450spreadFloat640.0100bidsArray(Tuple(F64,F64))[(0.54,1240),...]asksArray(Tuple(F64,F64))[(0.55,1100),...]Comprehensive market coverage
Prediction markets across multiple categories, captured continuously with high-frequency precision.
Depth Imbalance Analytics ships with
What Economic Analysts build with Depth Imbalance Analytics
Up and running in minutes
Three steps from signup to live Depth Imbalance Analytics in your application.
Get Your API Key
Generate a free API key instantly. No credit card. Just click and go.
Sign Up FreeExplore the API
Browse 11 endpoints with live examples. Test requests directly from the docs.
API ReferenceStart Building
Integrate live Depth Imbalance Analytics into your research pipeline, trading bot, or analytics platform.
fetch('/v1/markets/live', { headers: { 'X-API-Key': key } })
curl -H 'X-API-Key: rm_xxx' 'https://api.resolvedmarkets.com/v1/markets/live' | jq '.[] | select(.category=="economics")'rm-api download --category economics --days 90Wiring Depth Imbalance Analytics into your workflow
Economists pull Depth Imbalance Analytics via REST for ad-hoc queries, WebSocket for live macro events, and the CLI for bulk historical studies. Every channel ships the same continuous Polymarket capture.
- PyTorch Geometric example for orderbook GNNs
- Reference implementation of VPIN in the Python SDK
Why Economic Analysts pick Depth Imbalance Analytics
- Real-time market expectations on FOMC decisions, jobs reports, and inflation with millisecond precision captured from Polymarket
- 11.4M+ historical orderbook snapshots enabling econometric modeling and event study analysis with sub-second timing accuracy
- Unified API access to all economic prediction markets across crypto, macro, and employment categories with full bid/ask depth
- No credit card required free tier for research and analysis with WebSocket streaming and ClickHouse-backed historical data
Why Depth Imbalance Analytics matters
Depth Imbalance Analytics matters for economic analysis because surveys are slow and Depth Imbalance Analytics is fast. tick-level features extracted from full bid/ask depth on spread compression, depth imbalance, queue position, quote flicker reveals consensus shifts before they appear in any traditional indicator.
Depth Imbalance Analytics in context
Macro analysts increasingly treat prediction markets as a leading indicator. Depth Imbalance Analytics from Resolved Markets makes that signal structured and queryable, with tick-level features extracted from full bid/ask depth on spread compression, depth imbalance, queue position, quote flicker.
Frequently asked: Depth Imbalance Analytics for Economic Analysts
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How does Resolved Markets orderbook data improve economic forecasting compared to traditional surveys?
Resolved Markets captures real money predictions from thousands of traders with direct financial incentives, updated continuously at millisecond intervals. Unlike surveys that sample opinions periodically, the orderbook data shows actual market-implied probabilities and how they shift throughout event windows. Our FOMC decision markets and jobs report markets reflect live trader expectations, not lagged historical trends. This real-time, incentive-aligned data improves forecast accuracy significantly when integrated into econometric models.
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What specific economic markets does Resolved Markets track on Polymarket?
We track FOMC decision probabilities (rate hikes, cuts, holds), jobs report outcomes (payroll numbers, unemployment changes), CPI release expectations, GDP growth forecasts, Treasury yield predictions, and inflation expectations. Each market has continuous orderbook snapshots with millisecond timestamps and full bid/ask depth arrays. Our system captures 20Hz updates for crypto-economic markets and consistent sampling across all macro prediction markets, ensuring you have complete data for correlation and causality analysis.
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How can I use bid/ask spread data from Resolved Markets to quantify economic uncertainty?
Bid/ask spreads directly reflect market disagreement—when traders disagree about outcomes, spreads widen; when consensus forms, spreads narrow. By analyzing spread dynamics in FOMC decision markets, employment markets, and inflation markets over time, you can construct uncertainty indices that are forward-looking and grounded in actual trading activity. Wider spreads before policy announcements indicate higher expected volatility; spread convergence signals consensus forming. This metric outperforms traditional volatility measures for policy-sensitive predictions.
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Can I access historical economic market data for backtesting econometric models?
Yes. Resolved Markets stores 11.4M+ historical snapshots with full orderbook depth, millisecond timestamps, and complete metadata. Our ClickHouse-backed storage enables fast queries across any economic market and date range. You can reconstruct market expectations from weeks before economic releases through announcement windows, build event studies with precise timing correlation, and validate your models against actual trader behavior during past FOMC decisions and employment reports.
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How does the WebSocket API help integrate economic market data into live analytical workflows?
Our WebSocket API delivers continuous orderbook snapshots with millisecond latency, enabling real-time sentiment monitoring and live dashboard updates during economic events. Build workflows that subscribe to specific economic prediction markets (FOMC, jobs, CPI, etc.), receive depth updates as traders adjust positions, and trigger alerts when spreads spike or probabilities shift significantly. This allows economists to conduct real-time event analysis during Federal Reserve announcements and major economic releases without data delays.
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What macro markets does Depth Imbalance Analytics cover?
Depth Imbalance Analytics spans spread compression, depth imbalance, queue position, quote flicker — FOMC rate decisions, CPI prints, NFP outcomes, and other macro Polymarket contracts.
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How do economists use Depth Imbalance Analytics for forecasting?
Bid/ask depth in Depth Imbalance Analytics reveals conviction strength, not just point probabilities. Economists treat Depth Imbalance Analytics as a leading indicator that frequently moves before surveys publish.
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How often does Depth Imbalance Analytics update?
tick-level features extracted from full bid/ask depth captures every meaningful shift in macro contracts, with continuous updates around scheduled releases.
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How do I compute VPIN from Depth Imbalance Analytics?
Bucket trades by volume from the Depth Imbalance Analytics time series, then compute the absolute difference between buy-side and sell-side volume per bucket. VPIN is the moving average of those differences. Most quant teams ship a 50-line Python implementation.
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Does Depth Imbalance Analytics include derived features or just raw orderbook?
Both. Depth Imbalance Analytics ships raw bid/ask arrays plus derived best_bid, best_ask, mid_price, and spread columns. You can compute additional features (depth imbalance, queue position, VPIN) from the raw arrays.