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

SPX Daily Open Predictions: A Reproducible Dataset for Quant Research

Backtest Polymarket strategies with SPX Daily Open Predictions data — Quant researchers use Resolved Markets SPX Daily Open Predictions: 11.4M+ snapshots, ms timestamps, 14-column ClickHouse schema.

Depth Chart SPX Daily Open Predictions
Mid: 0.5450 BIDS ASKS
Bids Asks
171 Live Markets
793.2M Snapshots Captured
20 Hz Capture Rate
7 Categories

SPX Daily Open Predictions for Quantitative Researchers

Resolved Markets provides quantitative researchers with unprecedented access to 11.4M+ prediction market orderbook snapshots, enabling rigorous analysis of market microstructure, price discovery mechanisms, and information cascades across crypto, sports, economics, and weather categories. The platform's ClickHouse-backed historical storage allows rapid queries across months of full bid/ask depth data with millisecond timestamps, supporting hypothesis testing without the sampling bias of traditional prediction market datasets. Researchers benefit from WebSocket streaming for live capture and REST APIs for batch analysis, enabling both real-time market observations and deep historical investigations into how information propagates through Polymarket.

Quantitative researchers use SPX Daily Open Predictions from Resolved Markets to study the equity prediction-market space at tick resolution. With 11.4M+ snapshots, tick-level capture of equity index prediction contracts, and a 14-column ClickHouse schema, the dataset supports rigorous market microstructure work on SPX daily-open up/down resolution markets that simply isn't possible with aggregated OHLC sources.

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 Quantitative Researchers run into

SPX Daily Open Predictions from Resolved Markets is built around the data gaps Quantitative Researchers hit when they try to work with raw Polymarket feeds.

01

Prediction market datasets typically lack orderbook depth information

Published prediction market datasets (Manifold, CPMM datasets) provide only aggregate trade volumes or final outcomes, omitting the rich orderbook structure that reveals price discovery mechanisms. Researchers cannot analyze bid/ask spreads, order accumulation patterns, or market depth changes—the very microstructure that reveals when informed traders enter markets. Resolved Markets captures complete depth arrays, enabling investigation of information asymmetry and market efficiency questions that remain unanswerable with standard datasets.

02

Millisecond-precision timestamps unavailable from alternative sources

Academic research on prediction markets requires precise timing to correlate information arrivals with price movements. Standard prediction market APIs provide second-level or day-level timestamps, obscuring the millisecond-scale price discovery process. Resolved Markets' millisecond-precision timestamps enable sophisticated event-study methodologies, allowing researchers to measure how quickly Polymarket incorporates external information (news, sports outcomes, economic reports) into prediction prices.

03

Cross-category market analysis requires manual data fusion

Prediction market dynamics vary dramatically across crypto, sports, economics, and weather—but assembling a unified dataset requires independently scraping each category or using fragmented APIs. Manual data fusion introduces inconsistencies in timestamp precision, orderbook representation, and market coverage. Resolved Markets provides standardized orderbook snapshots across all 100+ tracked markets, eliminating data integration work and enabling cross-category analysis of market efficiency and herding behavior.

04

Real-time and historical data require separate infrastructure

Traditional research workflows separate real-time observation (for validating hypotheses on live markets) from historical analysis (for deep investigations). This split requires maintaining two separate data pipelines. Resolved Markets unifies real-time WebSocket streams and historical batch queries into a single API, allowing researchers to seamlessly transition from exploratory analysis of live markets to rigorous backtesting against months of historical orderbook data.

Built for quantitative work on SPX Daily Open Predictions

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

01

Investigate price discovery mechanisms at millisecond resolution

Price discovery happens at the orderbook level—before trades execute, bids and asks reveal trader intentions. With full depth arrays and millisecond timestamps, you can track how orders accumulate before price moves, quantify bid/ask asymmetry changes, and measure how quickly informed orders push prices toward fair value. Analyze moments when sudden order cancellations precede price reversals, revealing strategic order placement and information cascades invisible in trade-level data.

02

Analyze orderbook microstructure across 100+ markets simultaneously

Prediction markets exhibit distinct microstructure across categories: crypto markets show high-frequency trading dynamics, sports markets experience demand surges near game time, economics markets react to scheduled data releases. Resolved Markets captures cross-category orderbook data with consistent timestamping, enabling comparative studies of information flow and market maturity. Quantify whether crypto prediction markets are more efficient than sports or economics markets by analyzing order speed, spread compression, and depth changes.

03

Test market efficiency hypotheses with unbiased historical data

Published datasets introduce sampling bias—researchers often access only final outcomes or aggregate statistics, not the continuous orderbook snapshots that define true price paths. Resolved Markets' 11.4M+ snapshots covering months of data eliminate survivor bias and provide the complete information set available to market participants at any moment. Historical queries directly reveal when arbitrage opportunities existed, whether informed traders exploited them, and how quickly prices converged to fundamental values.

04

Publish reproducible research with timestamped, auditable datasets

Reproducible research requires datasets that can be audited and independently verified. Resolved Markets provides timestamped, immutable orderbook snapshots stored in ClickHouse with query-transparent access—you can export exact data used in analyses, enabling other researchers to validate findings or extend work. REST API batch exports include snapshot checksums, ensuring data integrity across research teams and publications.

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 Quantitative Researchers use SPX Daily Open Predictions

1
Study cross-category correlation between prediction markets and traditional asset returns
2
Analyze market efficiency by measuring how quickly SPX Daily Open Predictions reprices after public information
3
Run pre-cash-open arbitrage scans between Polymarket SPX markets and ES futures
4
Backtest gap-fade strategies on the SPX up/down market using overnight SPX Daily Open Predictions data
5
Stream SPX Daily Open Predictions into a Bloomberg Terminal sidebar via a custom Excel UDF

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

SPX Daily Open Predictions ships with

11.4M+ historical orderbook snapshots in ClickHouse
Full bid/ask depth arrays with millisecond timestamps
Cross-market analysis across 100+ Polymarket categories
REST API for exploratory data analysis
WebSocket streaming for real-time observations
Batch export functionality for research pipelines

What Quantitative Researchers build with SPX Daily Open Predictions

Cross-market efficiency testing between prediction markets and traditional asset classes
Herding behavior detection through order clustering inside SPX Daily Open Predictions
Macro overlay strategies pairing SPX Daily Open Predictions with VIX and DXY
Cross-asset event studies around FOMC days
Skew-aware option pricing benchmarks using SPX Daily Open Predictions as a real-money probability source

Up and running in minutes

Three steps from signup to live SPX Daily Open Predictions 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 SPX Daily Open Predictions into your research pipeline, trading bot, or analytics platform.

fetch('/v1/markets/live', { headers: { 'X-API-Key': key } })
1
Create a free API key at resolvedmarkets.com — researchers get extended history depth
2
Explore available markets: curl -H 'X-API-Key: rm_xxx' https://api.resolvedmarkets.com/v1/categories
3
Query historical SPX Daily Open Predictions with time-range filters for your research window
4
Export datasets via CLI: rm-api download --crypto BTC --days 90 --format csv
5
Load into your analysis pipeline (Python/R/MATLAB) for statistical testing

Wiring SPX Daily Open Predictions into your workflow

Quantitative researchers typically access SPX Daily Open Predictions through the REST API for exploratory work, then switch to ClickHouse bulk exports for large-scale studies. The 14-column schema maps directly to pandas DataFrames and R data.frames. WebSocket streaming supports live observation of SPX Daily Open Predictions when validating hypotheses in real time.

  • Refinitiv Eikon plugin for cross-asset workflows
  • Excel/Bloomberg UDF for pulling SPX Daily Open Predictions into existing analyst spreadsheets
  • QuantConnect Lean engine adapter for backtesting on SPX Daily Open Predictions

Why Quantitative Researchers pick SPX Daily Open Predictions

  • Only academic-grade dataset capturing complete orderbook depth from 11.4M+ Polymarket snapshots with millisecond timestamps
  • ClickHouse-backed historical storage enables rapid hypothesis testing across months of data without sampling bias
  • Cross-category coverage (crypto, sports, economics, weather) reveals comparative market microstructure insights unavailable elsewhere
  • Unified real-time and historical APIs eliminate infrastructure fragmentation—observe live markets while backtesting against complete historical orderbooks

Why SPX Daily Open Predictions matters

SPX Daily Open Predictions matters for quant research because it provides tick-level capture of equity index prediction contracts on SPX daily-open up/down resolution markets. That's the level of resolution required for proper microstructure work — and it's exactly what aggregated public datasets fail to deliver.

SPX Daily Open Predictions in context

Quant research on prediction markets has been bottlenecked by data quality. SPX Daily Open Predictions closes that gap: tick-level capture of equity index prediction contracts, full depth arrays, and a documented schema. Researchers studying SPX daily-open up/down resolution markets can finally work at the same resolution as a centralized-exchange microstructure paper.

Frequently asked: SPX Daily Open Predictions for Quantitative Researchers

  • How comprehensive is the orderbook depth data—do you capture all orders or just top-N levels?

    Resolved Markets captures complete bid/ask depth arrays showing all resting orders at each price level, not just the top 5 or top 20 levels. This enables full microstructure analysis including visualization of iceberg orders, detection of spoofing (fake orders designed to manipulate prices), and measurement of true market liquidity across all price levels. Each snapshot includes full depth with millisecond precision.

  • Can I query historical data for specific time windows, or must I download all 11.4M snapshots?

    Resolved Markets provides REST API query functions supporting time-range filtering, market symbol filtering, and orderbook metric calculations (spreads, depth, order counts). Query a single sports market during game hours, or aggregate across all crypto markets during a specific 24-hour window. ClickHouse backend enables sub-second query response times even against months of historical data—you're not limited to batch downloads.

  • Are timestamp precision and consistency guaranteed across all markets and the full dataset?

    Yes—all 11.4M snapshots include millisecond-precision timestamps captured at the moment of orderbook state validation. Timestamp precision is consistent across crypto (20Hz), sports (regular intervals), economics, and weather categories. Data lineage is fully documented, enabling you to cite exact data provenance in publications and validate timestamp accuracy against Polymarket's canonical time sources.

  • How can I use Resolved Markets for publication-quality research if it's a commercial API?

    Academic researchers receive free tier access with unlimited query depth, exportable datasets, and versioned snapshots for reproducibility. Export your research dataset with query parameters and snapshot checksums, enabling other researchers to independently validate findings against the same data. We document our data collection and validation methodology in a public technical paper, meeting standards for academic transparency.

  • Can I analyze how different information sources (news, sports outcomes, economic data) affect prediction market orderbooks?

    Yes—combine Resolved Markets' millisecond-precision orderbook timestamps with external event data (news APIs, sports schedules, economic calendars). Correlate sudden spread compression or order cancellations with external information arrivals to measure information velocity. Our REST API supports datetime range queries enabling event-study methodologies—identify the exact moment markets absorb information by analyzing orderbook changes in millisecond windows around known event times.

  • How is SPX Daily Open Predictions different from existing prediction-market datasets?

    Most public prediction-market datasets capture only final outcomes or hourly OHLC. SPX Daily Open Predictions from Resolved Markets is continuous, with full bid/ask arrays and tick-level capture of equity index prediction contracts. That makes it usable for true microstructure research.

  • Can SPX Daily Open Predictions be exported for R, Python, or MATLAB?

    Yes. The REST API returns JSON that maps directly into pandas. The CLI supports bulk CSV export. ClickHouse native queries return columnar data optimized for analytical workloads. SPX Daily Open Predictions works in every standard statistical environment.

  • What is the time resolution of SPX Daily Open Predictions?

    DateTime64(3) — millisecond precision. tick-level capture of equity index prediction contracts means quant researchers can sequence events at the same resolution they would expect from a centralized exchange feed.

  • Can I import SPX Daily Open Predictions into a Bloomberg Terminal?

    Yes, through the Excel API. SPX Daily Open Predictions returns JSON that maps cleanly into Bloomberg's BDP/BDH formulas via a small Excel UDF wrapper.

  • Does SPX Daily Open Predictions cover individual stocks or only indices?

    SPX Daily Open Predictions currently covers SPX (S&P 500) daily-open up/down markets. Single-name equity prediction markets are added on demand through the enterprise tier.

Related orderbook datasets

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