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

NBA Game Outcome Markets: Mispricing Detection Across 100+ Contracts

Backtest Polymarket strategies with NBA Game Outcome Markets data — Resolved Markets NBA Game Outcome Markets for prediction-market traders chasing edge.

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 Prediction Market Traders

Resolved Markets delivers millisecond-precision orderbook snapshots from Polymarket's most active prediction markets, enabling traders to execute sophisticated strategies across crypto, sports, economics, and weather categories. With full bid/ask depth arrays captured at 20Hz for crypto markets and continuous streaming via WebSocket, traders access granular market microstructure data previously unavailable to retail participants. The API eliminates latency friction—query live or historical snapshots of BTC/ETH price predictions, NFL/NBA outcomes, FOMC decisions, and 30-city weather events. Backtesting against 11.4M+ historical snapshots reveals spread dynamics, liquidity patterns, and price discovery mechanisms across 100+ tracked markets, enabling data-driven position sizing and entry/exit optimization.

Active Polymarket traders need NBA Game Outcome Markets. Resolved Markets captures NBA, NFL, EPL, and major-league sports markets with 20Hz capture across pre-game, in-play, and post-game phases, exposing the spread dynamics, queue depth, and large-order detection that competitive prediction-market trading requires.

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 Prediction Market Traders run into

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

01

Orderbook depth opacity across fragmented Polymarket markets

Retail traders accessing Polymarket lack full orderbook visibility, seeing only incomplete bid/ask data. Resolved Markets captures complete depth arrays at 20Hz, revealing true liquidity clustering, hidden orders, and support/resistance levels institutional traders exploit. Without this granular data, independent traders operate with information asymmetry, unable to detect micro-movements or anticipate slippage on larger positions across BTC/ETH prediction markets.

02

Latency disadvantage vs. institutional market makers

Latency is critical in prediction market arbitrage—spreads tighten within milliseconds as new information emerges. Standard APIs introduce 100-500ms delays; Resolved Markets delivers millisecond-timestamp snapshots, enabling traders to detect momentum shifts before competitors react. This 0-lag advantage compounds across multiple daily trades, especially during volatile FOMC announcement or sports event conclusion windows when orderbook volatility spikes dramatically.

03

Insufficient historical data for reliable backtesting

Backtesting prediction market strategies fails without historical orderbook data. Generic crypto trading datasets don't capture Polymarket-specific dynamics—smaller order sizes, fewer market makers, longer expiration timelines. Resolved Markets' 11.4M+ snapshot archive (spanning 100+ markets) lets traders simulate strategies against authentic historical conditions, identify profitable spread-capture opportunities, and validate risk models before deploying real capital.

04

Real-time execution signal extraction from noisy market data

Raw orderbook data is noisy—ghost orders, failed fills, and cascading liquidations create false signals. Traders struggle to extract actionable edge from unfiltered depth updates. Resolved Markets' WebSocket stream includes cleaned snapshots with market state metadata, enabling traders to build robust signal extraction pipelines that distinguish genuine liquidity from predatory order placement and identify sustainable alpha opportunities.

Built for quantitative work on NBA Game Outcome Markets

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

01

Eliminate orderbook visibility gaps with full depth captures

Access complete bid/ask depth arrays for every tracked prediction market—not fragments from partial APIs. See exact liquidity levels, identify hidden orders, and detect order placement patterns institutional traders use. Full visibility enables precise spread-capture algorithms and slippage estimation, transforming blind trades into calculated bets backed by micro-level orderbook intelligence across crypto, sports, and economics categories.

02

Reduce latency from milliseconds to sub-millisecond precision

Millisecond timestamps synchronized across all captures ensure precise latency measurement and fair performance attribution. Execute orders knowing exact snapshot ages—avoid stale data traps where price predictions shifted 500ms prior. Sub-millisecond delivery speed means your algorithms react to market movements as fast as the fastest institutional systems, eliminating the latency tax most retail traders silently pay.

03

Backtest strategies on authentic historical Polymarket data

Backtest using real historical snapshots eliminates survivorship bias and synthetic data artifacts. Test mean-reversion strategies on actual FOMC decision orderbooks, momentum algorithms on live NBA game outcomes, and spread capture across weather predictions. The 11.4M snapshot archive provides statistical power—validate 50+ strategy variations against authentic market conditions before committing capital.

04

Scale strategies across 100+ tracked prediction markets

Scale profitably by distributing risk across 100+ markets instead of chasing individual positions. Test whether profitable spread-capture logic from BTC prediction markets translates to EPL outcomes or jobs report bets. Multi-market correlation patterns visible in Resolved Markets' cross-category snapshots reveal diversification opportunities and hidden risk concentrations traders miss with single-category focus.

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 Prediction Market Traders use NBA Game Outcome Markets

1
Monitor large-order detection signals in NBA Game Outcome Markets
2
Build multi-category portfolios using NBA Game Outcome Markets across crypto, sports, economics, and weather
3
Compare NBA Game Outcome Markets EPL match odds against Pinnacle and Betfair lines for line-shopping arbitrage
4
Build a March Madness bracket simulator that starts from NBA Game Outcome Markets implied probabilities
5
Stream NBA Game Outcome Markets into a Discord bot that alerts on unusual prediction-market moves before broadcast oddsmakers react

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 orderbook snapshot API with millisecond timestamps
WebSocket streaming for live bid/ask depth updates
20Hz capture rate for crypto prediction markets
Historical backtesting against 11.4M+ snapshots
Cross-category market data aggregation
Sub-millisecond latency API endpoints

What Prediction Market Traders build with NBA Game Outcome Markets

Execution timing on Polymarket contracts
Calendar spread exploitation
Season-long parlay optimization using historical NBA Game Outcome Markets
Sharp-money detection across NBA, NFL, EPL contracts
In-play momentum scoring during live games

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
Get a free API key at resolvedmarkets.com
2
List active markets: rm-api markets
3
Pull a NBA Game Outcome Markets snapshot for any active contract
4
Stream updates via WebSocket for live trading
5
Backtest entries on historical NBA Game Outcome Markets

Wiring NBA Game Outcome Markets into your workflow

Active traders prototype on REST, monitor via WebSocket, and backtest on CLI exports. NBA Game Outcome Markets flows through every channel.

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

Why Prediction Market Traders pick NBA Game Outcome Markets

  • Full orderbook depth at 20Hz for crypto markets—zero blind spots, maximum visibility
  • 11.4M+ historical snapshots enable statistically robust backtesting and strategy validation
  • WebSocket streaming + REST API provides both real-time and batch research workflows
  • Sub-millisecond latency edge across crypto, sports, economics, and weather prediction markets

Why NBA Game Outcome Markets matters

NBA Game Outcome Markets matters for active traders because the edge in prediction markets is increasingly microstructure. 20Hz capture across pre-game, in-play, and post-game phases on NBA outcomes, NFL games, EPL matches, March Madness brackets delivers that edge at the same resolution professional desks expect.

NBA Game Outcome Markets in context

Active prediction-market trading is now competitive enough that NBA Game Outcome Markets is table stakes. 20Hz capture across pre-game, in-play, and post-game phases on NBA outcomes, NFL games, EPL matches, March Madness brackets closes the visibility gap between manual traders and systematic desks.

Frequently asked: NBA Game Outcome Markets for Prediction Market Traders

  • What bid/ask depth can I capture from Resolved Markets' API?

    Resolved Markets captures complete orderbook snapshots including all active bid and ask orders with price levels and sizes. For crypto markets (BTC, ETH, SOL, XRP), snapshots are captured at 20Hz. You receive full depth arrays via REST API (historical queries) or WebSocket streaming (live updates), enabling precise liquidity analysis and slippage prediction impossible with aggregated mid-price feeds.

  • How accurate are the millisecond timestamps for latency measurements?

    Timestamps are synchronized to millisecond precision across all Polymarket snapshots, captured in ClickHouse for durability. Each snapshot records the exact moment the orderbook state was captured, enabling accurate latency attribution. This precision lets traders measure execution slippage, quantify their latency disadvantage vs. market makers, and validate whether algorithmic improvements actually reduce capture-to-execution delay.

  • Can I backtest spread-capture strategies on historical data?

    Yes. Query 11.4M+ historical snapshots via the API to access orderbook states for any past date across all 100+ tracked markets. Reconstruct exact historical bid/ask spreads, test whether mean-reversion or momentum logic worked on actual Polymarket data, and measure slippage that would have occurred. This enables robust backtesting impossible on synthetic data, with statistical rigor comparable to equity market research.

  • Do you provide data for sports and economics prediction markets beyond crypto?

    Absolutely. Resolved Markets tracks 100+ markets across crypto (BTC, ETH, SOL, XRP predictions), sports (NBA, NFL, EPL), economics (FOMC decisions, jobs reports), and weather (30 cities daily). Each category maintains full orderbook history. Traders can develop cross-category strategies, diversify portfolio risk, and exploit category-specific volatility patterns (e.g., leverage weather predictions during hurricane season).

  • What's the typical WebSocket latency for real-time orderbook updates?

    WebSocket connections deliver snapshots with sub-millisecond propagation delay once captured. 20Hz crypto market capture rate ensures you receive updates at least every 50ms. For real-time trading, this eliminates stale data—you're always within 50ms of true market state. Combined with your local order execution, total system latency remains competitive with institutional setups despite retail-accessible pricing.

  • What markets are best for trading NBA Game Outcome Markets?

    High-volume contracts in NBA outcomes, NFL games, EPL matches, March Madness brackets with consistent activity. NBA Game Outcome Markets exposes deep bid/ask arrays for accurate execution sizing.

  • Can NBA Game Outcome Markets detect mispricings in real time?

    Yes. Continuous capture surfaces sub-second mispricings that REST polling misses. WebSocket streaming pushes the data to live trading systems.

  • How is NBA Game Outcome Markets different from polling Polymarket?

    Polling at 1-2s misses 10-40x more state changes. NBA Game Outcome Markets runs continuously and is streamed to clients, so prediction-market traders see every quote shift the moment it happens.

  • Can NBA Game Outcome Markets replace my Pinnacle or Betfair feed?

    NBA Game Outcome Markets complements traditional sportsbook feeds. Polymarket prediction markets often lead sportsbook lines on event-driven moves, so most sports analysts subscribe to both and use NBA Game Outcome Markets as the early signal.

  • 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.

Related orderbook datasets

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