BTC$80,471.01 ETH$2,319.15 SOL$93.66 XRP$1.43 SPX18 markets Elon71 markets NBA64 markets NFL46 markets EPL18 markets FOMC12 markets Weather44 cities Hyperliquid4 perps
Live Polymarket Feed · 171 active markets

Institutional NBA Game Outcome Markets from Polymarket

Backtest Polymarket strategies with NBA Game Outcome Markets data — Resolved Markets NBA Game Outcome Markets as alternative data for fund research. Institutional throughput, full depth.

Depth Chart NBA Game Outcome Markets
Mid: 0.5450 BIDS ASKS
Bids Asks
171 Live Markets
793.2M Snapshots Captured
20 Hz Capture Rate
7 Categories

NBA Game Outcome Markets for Hedge Funds

Resolved Markets provides hedge funds with real-time orderbook snapshots from Polymarket's prediction markets, capturing continuous bid/ask depth across crypto, sports, economics, and weather categories. With 11.4M+ snapshots from 100+ markets and a 20Hz capture rate for crypto assets, hedge funds gain unprecedented visibility into market sentiment and directional flows before major announcements. The platform's millisecond-precision timestamps and full depth arrays enable sophisticated arbitrage strategies, cross-market correlation analysis, and early detection of significant probability shifts. Access to categories including FOMC meetings, jobs reports, BTC/ETH/SOL price movements, and major sports events provides diverse trading opportunities with lower latency than traditional markets.

NBA Game Outcome Markets is a cross-category alt-data feed for hedge funds. Resolved Markets pipes NBA, NFL, EPL, and major-league sports markets into one institutional dataset, and 20Hz capture across pre-game, in-play, and post-game phases ensures the data is clean enough for systematic strategies on NBA outcomes, NFL games, EPL matches, March Madness brackets.

Live snapshot: Resolved Markets is currently tracking 171 active Polymarket contracts and has captured 793.2M orderbook snapshots. Latest update: 2026-05-09 03:14:12.061.

Data challenges Hedge Funds run into

NBA Game Outcome Markets from Resolved Markets is built around the data gaps Hedge Funds hit when they try to work with raw Polymarket feeds.

01

Delayed market intelligence from fragmented data sources

Traditional prediction market data is often aggregated with significant delays, causing hedge funds to miss critical arbitrage opportunities. Resolved Markets eliminates this lag with 20Hz capture rates for crypto markets and millisecond-precise timestamps, ensuring every bid/ask movement is recorded. This continuous flow of orderbook data reveals market microstructure patterns that aggregated feeds completely miss, giving your fund a measurable edge.

02

High latency reducing arbitrage window effectiveness

Most market data providers capture snapshots at irregular intervals, creating blind spots where significant moves occur undetected. With 11.4M+ snapshots across 100+ Polymarket contracts, Resolved Markets ensures no price action is missed. Each snapshot includes full bid/ask depth arrays, enabling precise analysis of how orders cascade through the book during volatile periods.

03

Limited depth data across prediction market categories

Prediction market data is typically fragmented across sports betting, crypto derivatives, and commodity futures platforms. Hedge funds waste resources integrating disparate APIs and handling inconsistent data formats. Resolved Markets consolidates crypto (BTC, ETH, SOL, XRP), sports (NBA, NFL, EPL), economics (FOMC, jobs), and weather markets into a unified API, eliminating integration overhead.

04

Difficulty tracking sentiment shifts in emerging markets

Early warning indicators of major market moves often hide in orderbook depth changes that happen seconds before news breaks. Institutional players monitor FOMC probability shifts, jobs report expectations, and crypto sentiment before retail awareness. Resolved Markets' WebSocket streaming and historical snapshots enable sophisticated models that detect these patterns, giving hedge funds crucial alpha on event-driven trades.

Built for quantitative work on NBA Game Outcome Markets

Orderbook-level prediction-market data that doesn't exist anywhere else.

01

Millisecond-precision arbitrage across Polymarket pairs

Resolved Markets timestamps orderbook changes at millisecond granularity, enabling detection of pricing inefficiencies that exist for mere seconds. When BTC price predictions shift on Polymarket ahead of spot markets, or when election markets reprrice before news, the latency advantage compounds. Your algorithms can identify and execute spread trades before competitors even see the data.

02

Complete bid/ask depth visibility enabling optimal execution

Unlike aggregated market data, Resolved Markets provides full depth arrays showing every bid and ask level across the entire orderbook. This reveals hidden liquidity, identifies walls set by smart money, and shows exactly where large orders will experience slippage. You can construct precise market impact models and identify optimal entry/exit points for position building.

03

Event-driven alpha from economics and crypto categories

Polymarket's prediction markets for FOMC meetings, unemployment reports, and economic data release outcomes move hours or days before traditional markets fully price in consensus estimates. Resolved Markets' economics category combined with crypto (BTC/ETH positioning around macro events) creates unique cross-category trading signals. Your quants can build models correlating crypto sentiment with economic expectations.

04

Scalable data infrastructure for quantitative strategies

The platform's ClickHouse-backed infrastructure handles massive data volumes without degradation. Store and query 11.4M+ snapshots to identify historical patterns, backtest strategies across multiple market regimes, and deploy live algos via the WebSocket API. Your team scales from single-market analysis to portfolio-wide systematic strategies without rebuilding infrastructure.

Research Applications
Spread analysis and market making simulation
Liquidity depth profiling across categories
Implied probability vs realized outcomes
Market microstructure and order flow analysis
Weather derivative research across 44 cities
Cross-category correlation studies

How Hedge Funds use NBA Game Outcome Markets

1
Generate alternative alpha signals by correlating NBA Game Outcome Markets with traditional asset returns
2
Build macro event hedging strategies using FOMC and inflation prediction-market depth
3
Detect sharp money on NBA games by watching depth shifts inside NBA Game Outcome Markets 4 hours before tip-off
4
Backtest in-game NFL momentum signals against NBA Game Outcome Markets during the 2-minute warning
5
Compare NBA Game Outcome Markets EPL match odds against Pinnacle and Betfair lines for line-shopping arbitrage

Seven categories, hundreds of markets

Prediction markets across crypto, sports, economics, weather, and more — live and historical orderbook data, all queryable through one API.

16 markets

Crypto

BTC, ETH, SOL, XRP — up/down markets every 5m to 1d.

18 markets

Equities

S&P 500 (SPX) daily open — up or down predictions.

71 markets

Social

Elon Musk tweet counts — weekly prediction ranges.

64 markets

Sports

NBA, NFL, EPL — game outcomes and season predictions.

12 markets

Economics

Fed decisions, jobs reports — FOMC meetings and macro data.

78 markets

Weather

44 cities daily — temperature, hurricanes, Arctic ice.

4 pairs

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.

polymarket.snapshots_hf 793.2M rows
SideBidSizeAskSizeSpread
UP0.54001,2400.55001,1001.00%
UP0.53009800.56001,4503.00%
UP0.52001,5600.57008905.00%
UP0.51002,1000.58002,3007.00%
UP0.50001,8000.59001,7009.00%
UP0.49003,2000.60003,10011.00%
Schema 14 columns
cryptoLowCardinality(String)BTC
timeframeLowCardinality(String)5m
token_sideEnum8('UP','DOWN')UP
timestampDateTime64(3)2026-05-09 03:14:12.061
crypto_priceFloat64$80,471.01
best_bidFloat640.5400
best_askFloat640.5500
mid_priceFloat640.5450
spreadFloat640.0100
bidsArray(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.

7
Categories
Crypto Sports Economics Weather
171
Active Markets
BTC ETH SOL XRP + sports, econ, weather
44
Weather Cities
Daily prediction-market capture across global cities.
20 Hz
Capture Rate
Crypto 20 Hz Sports 2 Hz Econ 1 Hz

NBA Game Outcome Markets ships with

Real-time Polymarket orderbook streaming via WebSocket
Historical snapshot retrieval and backtesting data
Multi-category market monitoring (crypto, sports, economics, weather)
API endpoints for custom portfolio analysis
Risk assessment tools using bid/ask spread volatility
MCP integration for algorithmic strategy deployment

What Hedge Funds build with NBA Game Outcome Markets

Sentiment-driven alpha from prediction-market bid-ask ratio time series
Alternative factor construction using prediction-market implied probabilities
Injury impact quantification through depth-shift event studies
Season-long parlay optimization using historical NBA Game Outcome Markets
Sharp-money detection across NBA, NFL, EPL contracts

Up and running in minutes

Three steps from signup to live NBA Game Outcome Markets in your application.

1

Get Your API Key

Generate a free API key instantly. No credit card. Just click and go.

Sign Up Free
2

Explore the API

Browse 11 endpoints with live examples. Test requests directly from the docs.

API Reference
3

Start Building

Integrate live NBA Game Outcome Markets into your research pipeline, trading bot, or analytics platform.

fetch('/v1/markets/live', { headers: { 'X-API-Key': key } })
1
Request institutional access at resolvedmarkets.com for enterprise throughput
2
Explore cross-category data via the unified API
3
Build factor models using exported NBA Game Outcome Markets in your research pipeline
4
Validate signals against traditional asset returns
5
Connect WebSocket feeds to your execution management system

Wiring NBA Game Outcome Markets into your workflow

Hedge funds integrate NBA Game Outcome Markets via the enterprise API tier for high-throughput access, ClickHouse bulk exports for quant research, and WebSocket streaming for real-time signals. Cross-category coverage in NBA Game Outcome Markets enables factor construction impossible with single-category data.

  • Supabase real-time bridge for fan-facing sports apps
  • Native pandas DataFrame export for sports analytics notebooks

Why Hedge Funds pick NBA Game Outcome Markets

  • 20Hz orderbook capture rate in crypto markets eliminates timing delays that cost traditional algorithms
  • Unified API across prediction markets, crypto derivatives, sports betting, and economic events creates cross-category alpha opportunities
  • Full bid/ask depth arrays enable precise market microstructure analysis impossible with aggregated data
  • 11.4M+ historical snapshots with millisecond timestamps provide deep backtesting capability for quantitative strategy development

Why NBA Game Outcome Markets matters

NBA Game Outcome Markets matters for hedge funds because it's an uncorrelated, structured, institutional-grade alt-data source. 20Hz capture across pre-game, in-play, and post-game phases guarantees the dataset is clean enough for systematic strategies on NBA outcomes, NFL games, EPL matches, March Madness brackets.

NBA Game Outcome Markets in context

Hedge funds increasingly treat prediction markets as alternative data, and NBA Game Outcome Markets is the structured form that makes the integration practical. 20Hz capture across pre-game, in-play, and post-game phases on NBA outcomes, NFL games, EPL matches, March Madness brackets delivers the clean, time-stamped signal that systematic strategies need.

Frequently asked: NBA Game Outcome Markets for Hedge Funds

  • How does Resolved Markets' orderbook data compare to traditional crypto exchange APIs?

    Resolved Markets captures Polymarket prediction market orderbooks specifically, offering unique depth into sentiment around Bitcoin, Ethereum, Solana, and XRP price movements. Unlike spot exchange APIs that show only current prices, our 20Hz snapshot rate reveals how probability expectations evolve ahead of actual price moves. This creates arbitrage opportunities between prediction market sentiment and spot prices, invisible to traditional market data vendors.

  • Can we use Resolved Markets data for event-driven strategies around FOMC and jobs reports?

    Yes, the economics category tracks Polymarket contracts predicting FOMC decisions and employment outcomes. Our API provides real-time probability shifts hours before official announcements, shown through bid/ask spread evolution in the orderbook. You can model how market participants collectively price consensus estimates, creating entry signals for both prediction market trades and correlated spot market positions.

  • What latency can we expect from your WebSocket streaming API?

    WebSocket streams deliver orderbook updates with millisecond precision, matching the native capture rate (20Hz for crypto, variable for other categories). End-to-end latency from Polymarket to your infrastructure is typically under 500ms, enabling high-frequency arbitrage detection and automated execution integration. Our API supports subscription-based filtering for specific markets or depth levels to optimize bandwidth.

  • How do you handle orderbook data from multiple Polymarket markets simultaneously?

    Our infrastructure subscribes to all 100+ tracked Polymarket markets and maintains a complete historical archive via ClickHouse. You can query snapshots for any market, any time window, with full depth data included. The API supports batch queries for efficient portfolio-wide analysis across all tracked contracts, or real-time streams filtered by category (crypto, sports, economics, weather) based on your strategy needs.

  • What competitive advantage does the 30-city weather derivatives data provide?

    Weather derivatives on Polymarket represent a largely inefficient market segment where institutional data is scarce. Resolved Markets tracks 30 cities with continuous orderbook snapshots, revealing how sophisticated participants price weather-driven commodity and agricultural risks. Agricultural hedge funds can identify basis trades between weather prediction probabilities and futures markets, while energy traders can gauge heating/cooling demand expectations.

  • What compliance considerations apply?

    NBA Game Outcome Markets is read-only data — no trading execution. Funds use it as alt-data input for research and signal generation, similar to satellite imagery or social media sentiment data.

  • Why do hedge funds use NBA Game Outcome Markets?

    NBA Game Outcome Markets provides uncorrelated alpha sources and real-time sentiment data for hedging and directional bets. Full orderbook depth supports the kind of statistical analysis that aggregated prices simply cannot.

  • Which categories does NBA Game Outcome Markets cover?

    NBA Game Outcome Markets covers NBA outcomes, NFL games, EPL matches, March Madness brackets alongside cross-category signal across crypto, sports, economics, and weather Polymarket markets.

  • What sports leagues are covered by NBA Game Outcome Markets?

    NBA, NFL, EPL, March Madness, ATP Tennis, World Cup, Olympic events, and a growing list of international competitions. New leagues are added on demand.

  • Is NBA Game Outcome Markets legal to use in the US for sports betting research?

    Yes — Resolved Markets provides read-only data for research and analytics. Trading directly on Polymarket is subject to local regulation, but consuming the data feed for analysis is universally permitted.

Related orderbook datasets

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