# CryptoStruct > Realtime and historical crypto AND prediction-market data (Kalshi, > Polymarket, predict.fun, OG.com) across major venues, plus the low-latency trading stack behind > it. Self-serve on this site: full-day tick recordings (L2 order-book > snapshots + updates, trades, liquidations, mark/index prices incl. options > greeks, funding) sold per instrument-day, free samples, and a public > per-minute statistics API. Key facts for parsers: tick files are > zstd-compressed JSON-lines; line 1 is instrument masterdata; all > prices/quantities are decimal strings; timestamps are integer nanoseconds > since epoch, UTC. Every HTML page on this site is converted to markdown at > the edge when you request it with `Accept: text/markdown`; the `.md` > documents listed below are served natively as text/markdown. ## MCP server - [MCP endpoint](https://cryptostruct.com/mcp): remote MCP server (Streamable HTTP; keyless free tier) — search the instrument catalog, check archive coverage, read live market statistics (OHLC/VWAP/turnover/spreads/depth/hourly/slippage), get EUR quotes, download free samples, and buy tick-data files and series-day bundles (prediction series, Deribit option chains — search_bundles / get_bundle_coverage / get_bundle_sample, kind series_day) from any MCP client (payment via Stripe checkout URL in the browser) - [MCP sign-in endpoint](https://cryptostruct.com/mcp/auth): same server with OAuth sign-in (Clerk) — your orders/files/credits in-agent, checkout with your credits (approval page by default, or autonomously within limits you set at https://cryptostruct.com/account/agents), and CryptoStruct Premium unlocks deep windows (daily 365d/max, hourly 180d, slippage 24h/7d, minute-range history, rolling 7-day and per-day minute CSV, quality metrics) - [MCP docs](https://cryptostruct.com/docs/mcp): tool reference, Premium & sign-in guide, client setup for Claude Code, claude.ai, Cursor and raw JSON-RPC - [MCP server card](https://cryptostruct.com/.well-known/mcp/server-card.json): discovery document (SEP-1649) — endpoints, transport, capabilities, protocol versions - WebMCP page tools: every page also registers browser-agent tools via navigator.modelContext (search_instruments, get_instrument_days, get_coverage, get_last_24h_stats, get_cart, add_day_to_cart, search_bundles, get_bundle_days, add_bundle_day_to_cart) — in-browser agents can search the catalog and the day bundles and fill the visitor's cart; checkout stays with the user - [auth.md](https://cryptostruct.com/auth.md): how agents authenticate — keyless free tier, OAuth sign-in via Dynamic Client Registration + PKCE, scopes, quotas, revocation ## Buying over HTTP (no MCP client) - [Crypto market data API (HTTP + WebSocket guide)](https://cryptostruct.com/docs/api) · as markdown: [/docs/api.md](https://cryptostruct.com/docs/api.md): the complete buy flow as plain HTTP calls — instrument search → coverage/days → keyless POST /api/quote (EUR total + the checkout recipe) → guest checkout POST /v1/checkout/session (Stripe page for the USER, email only, no account) → poll GET /v1/checkout/session/{id} → GET /v1/orders/{id} with the download_token → tokenized download routes; rate limits, error codes, conduct rules - [OpenAPI 3.1](https://cryptostruct.com/openapi.json): machine-readable description of those endpoints (also at /.well-known/openapi.json) - Pre-filled shop link for the user (the human reviews and pays in the browser): Buy link (no API call needed): https://cryptostruct.com/shop?i=&d=.. opens the shop with those UTC days of the instrument in the cart; d also takes a comma list or a mix (d=2026-09-01..2026-09-07,2026-09-15). Bundles: https://cryptostruct.com/shop/bundles?bundle=&d=…. Only archived days are added (gaps and days still being merged are skipped), at most 366 days of span and 1000 lines per cart; the user pays on the site. Example: https://cryptostruct.com/shop?i=67824&d=2026-09-29..2026-10-05 = seven days of Binance BTCUSDT perpetual ticks. - [Shop as a document](https://cryptostruct.com/shop.md) · [day bundles as a document](https://cryptostruct.com/shop/bundles.md) · [MCP docs as markdown](https://cryptostruct.com/docs/mcp.md) · [free samples with direct URLs](https://cryptostruct.com/download.md) · per series https://cryptostruct.com/prediction-markets/.md (price, coverage, last 30 days, buy link) · everything static in one file: [llms-full.txt](https://cryptostruct.com/llms-full.txt) ## AI toolkit - [Agent Skill (zip)](https://cryptostruct.com/skills/cryptostruct-market-data.zip): teach Claude Code / claude.ai / any Agent-Skills-compatible tool to parse and analyze CryptoStruct data — unzip into ~/.claude/skills/ - [Agent-Skills discovery index](https://cryptostruct.com/.well-known/agent-skills/index.json): machine-readable skill listing (Agent Skills Discovery RFC) with sha256 digest - [SKILL.md](https://cryptostruct.com/skills/cryptostruct-market-data/SKILL.md): the skill entry point (readable standalone) - [Tick-file format reference](https://cryptostruct.com/skills/cryptostruct-market-data/references/day-file-format.md): complete message-type and header documentation - [Minute-API reference](https://cryptostruct.com/skills/cryptostruct-market-data/references/minute-api.md): endpoints, 22-column contract, JSON-to-CSV key map - [Analysis recipes](https://cryptostruct.com/skills/cryptostruct-market-data/references/recipes.md): runnable quant recipes (order-book replay, CVD, funding, multi-day) - [Python reader](https://cryptostruct.com/skills/cryptostruct-market-data/scripts/cryptostruct_reader.py): dependency-free streaming parser + CLI for the tick files - [Minute-API client](https://cryptostruct.com/skills/cryptostruct-market-data/scripts/fetch_minutes.py): stdlib client incl. instrument-ID search ## Docs & data - [Market Data Specification](https://docs.cryptostruct.com/market-data-api/protocol/): the official format specification — every message type, field by field (docs also cover [SBE encoding](https://docs.cryptostruct.com/market-data-api/sbe/) and [historical day files](https://docs.cryptostruct.com/market-data-api/historical-data/)) - [Spec package (zip)](https://cryptostruct.com/docs/marketdata-spec-package.zip): the stand-alone spec release — SBE schema XML + sample messages for every type in JSON and SBE encoding (v3.88.0) - [Free samples](https://cryptostruct.com/download): one complete tick day per curated instrument — spot, perpetuals, Deribit BTC/ETH option contracts (with mark-price/greeks/index streams) and prediction contracts — in the exact shop format, incl. one-click CSV/Parquet exports - [Derived format exports](https://cryptostruct.com/download#formats): every sample and purchased tick day also serves flat quant exports via ?format= on its download route — tokens: trades.csv.gz, bbo.csv.gz, liquidations.csv.gz, trades.parquet, liquidations.parquet (no bbo.parquet). Exports are prepared server-side first: the first request answers 202 + Retry-After while the file is built (minutes for a flagship day), later requests serve the finished file with Content-Length and Range support — poll `&format=&probe=1` (ready | pending | empty | failed) before downloading. Columns per the docs convention (exchange, symbol, exchange_timestamp, adapter_timestamp, ...); timestamps are integer MICROseconds UTC (native tick files stay nanoseconds). bbo is absent on bitmex/coinbase/kraken_spot/kalshi/polymarket/predict_fun (depth-only venues); liquidations exist only where the native files carry msgType 17 — Binance, Bybit and OKX derivatives, June 2025 onward (Bybit and OKX: none from early August to 2026-09-30); open interest (msgType 18) is in Bybit and OKX derivatives files from 2026-10-05 - [Crypto market data overview](https://cryptostruct.com/crypto-market-data): CryptoStruct's crypto market data as a whole — realtime feeds and the tick-by-tick historical archive, every instrument class and venue, how it is captured, every delivery path (shop day files, day bundles, realtime WebSocket, MCP/agent, CSV/Parquet exports, 1-minute statistics API) and the archive's year-by-year growth table (files, recorded size, distinct instruments, venues added per year) - [Historical data overview](https://cryptostruct.com/historical-data): what a day file holds (message types, order-book history, liquidations, funding), the product lines and prices, bulk delivery and the 1-minute OHLCV CSV — the entry page for "crypto historical data / tick data download" - [Order book historical data](https://cryptostruct.com/historical-data/order-book): full Level-2 order-book history (snapshot + every update, nanosecond timestamps) for every venue, the depth-only venues without a BBO stream, replay to a fixed-grid dataset, live archive numbers - [OHLCV & candles historical data](https://cryptostruct.com/historical-data/ohlcv): 1-minute OHLCV/VWAP/turnover CSV (22 columns, rolling 24 h free, Premium 7 days + any recorded day), daily OHLC per asset since January 2025, tick files aggregating to any bar size — honest minute retention - [Trades & ticks historical data](https://cryptostruct.com/historical-data/trades): tick-by-tick trades (price, size, aggressor side, trade id, nanosecond timestamps) with the book in the same file, flat trades.csv.gz/parquet exports, venues ranked by recorded trade count - [Futures & perpetuals historical data](https://cryptostruct.com/historical-data/futures): perpetual swaps and dated futures — trades, L2 books, funding rate history (type 9), mark/index prices (7/8), liquidations (17, Binance/Bybit/OKX from June 2025), open interest (18, Bybit/OKX from October 2026); venues ranked by derivatives turnover, perpetual vs dated split - [Spot markets historical data](https://cryptostruct.com/historical-data/spot): spot pairs on every covered venue — trades + L2 books (+ BBO where published), quote currencies as separate instruments, venues ranked by spot turnover, top spot assets - [Exchange comparison](https://cryptostruct.com/compare): head-to-head pages for the most-compared venues (https://cryptostruct.com/compare/binance-vs-bybit, https://cryptostruct.com/compare/binance-vs-okx, https://cryptostruct.com/compare/binance-vs-hyperliquid, https://cryptostruct.com/compare/binance-vs-bitget, https://cryptostruct.com/compare/binance-vs-gateio, https://cryptostruct.com/compare/bybit-vs-okx, …) — instrument counts, 30-day turnover and, per shared pair, average quoted spread (bps), top-20 order-book depth and turnover per day, all measured from the recorded feeds; plus [funding intervals by exchange](https://cryptostruct.com/compare/funding-intervals) (open perpetuals per venue settling every 1 h / 4 h / 8 h) - [Training data](https://cryptostruct.com/training-data): the archive as an ML training set — dataset sizes per day/year, labels from settled event contracts, a Parquet pipeline and the usage terms (in-house model training allowed, no redistribution of raw data) - [Data Shop](https://cryptostruct.com/shop): the full archive — every venue, every instrument-day (€1 per instrument-day, the complete tick file; 1-minute statistics are an analytics export, see below) - Bulk delivery of a purchased order: on the order download route `/api/download/order/{order_id}/{instrument_id}/{date}` (auth: `?t=` or a Clerk bearer token) a prediction-series day bundle serves `?kind=series_day` plus one of `&zip=1` (ALL contract files of that day as one archive — use this, never one request per contract: a day can hold ~5,000 files), `&manifest=1` (member list as JSON), `&status=1` (aggregated readiness `{ready,pending,cold}`), `&restore=1` (start cold-storage restores for the whole day in one call), `&zip=1&probe=1` (readiness before navigating — poll until `ready`: the probe copies the day's files onto our server and `zip=1` answers 202 `pending` until every file is local; `pending/busy` = all archive slots taken, keep polling). For scripted pulls add `&complete=1`: a partially-available day then answers 409 instead of a 200 with a short archive — gate on `cold == 0`, since `state` reads "ready" as soon as ANY file is warm. Days older than ~1 month are in deep archive (~12 h to restore, retrievable ~7 days). No per-account download quota is reachable by a paced archive-per-day loop. Days over 4 GB (option-chain bundles) have no zip — `&zip=1&probe=1` answers `{state:"too_large"}`; use the range route below with `from=to=` for ONE resumable tar of that day - Range delivery (multi-day, preferred for whole histories): `/api/download/order/{order_id}/{bundle_id}/range?kind=series_day&from=YYYY-MM-DD&to=YYYY-MM-DD` (same auth) streams every OWNED day of one bundle inside the window as ONE uncompressed tar — exact `Content-Length`, strong `ETag`, resumable via `Range: bytes=N-` (`curl -C -`). Always strict: 200 + the full Content-Length + `tar -xf` exiting 0 means every file of every owned day is included; a partially-available range refuses with 409 before any byte (first day cold) or truncates loudly mid-stream — there is no `_MISSING.txt` here. A 503 always means wait and retry after its `Retry-After` (`curl --retry` does): `WARMING` — the first day of the window is still being copied to our delivery server, the request itself starts the copy and the body carries `ready`/`pending` counts — or `RANGE_BUSY` — 2 parallel streams are already running. Caps: 100 days per stream (a 413 body carries `suggested_to` for automatic splitting). Companions: `&status=1` (NDJSON, one line per day — pull once the summary shows `cold == 0 && errored_days == 0 && size_drift == 0`; `size_drift > 0` means a day needs a catalog repair on our side and every stream over it would abort), `&restore=1` (one cold-storage restore call for the whole range), `&manifest=1` (day-level JSON incl. `archive_bytes` + `etag`). Entries extract as `{date}/{venue}-{contract}-{date}.txt.zst` with a per-day MANIFEST.txt - Download manifest + official tool (2026-10, preferred for every order): `GET https://cryptostruct.com/api/download/order/{order_id}/manifest?t=` lists EVERYTHING the order entitles the caller to — items[] (tick files: url, status_url, restore_url, bytes, filename, sha256 when known, formats{}) and bundles[] (per-day zip_url/status_url/restore_url/manifest_url, tar_url over 4 GB, and pre-split range_chunks ≤ 100 days each) — as JSON (schema cryptostruct.download-manifest/1), or rendered with `&as=urls` (one URL per line for wget -i / aria2c -i), `&as=sh` (a probe-then-stream download.sh that resumes and skips what is already there) or `&as=aria2`. Every item carries `downloaded_at` (last delivery, null = never) and the text formats are NEW-ONLY by default (`&new=0` includes files downloaded before) — never re-pull an order by accident. Account-wide: `GET https://cryptostruct.com/api/download/manifest` with `Authorization: Bearer ` (the key is download-only; shown on /account/files). The official single-file tool `https://cryptostruct.com/download/cryptostruct-dl.py` (Python ≥ 3.9, stdlib only: `python3 cryptostruct-dl.py --order --token ` or `--key `; `--dry-run`, `--restore`, `--verify`, `--include-downloaded`) implements the whole contract: 202/503 + Retry-After waits, Range resume, restores, size + Repr-Digest sha-256 verification, exit 1 when incomplete, 2 on 410. Single-file responses carry `Repr-Digest: sha-256=::` on 200 and 206 once the delivery server has hashed the file - [Minute statistics API example](https://cryptostruct.com/api/analyze/instrument-last-24h-minutes/67824?format=csv): rolling 24 h of 1-minute stats as CSV (no auth; line 1 is a `#` source comment); `window=7d` (rolling 7 days) and single UTC days via instrument-day-minutes need a Premium bearer token - [Instrument search API](https://cryptostruct.com/api/search?q=btcusdt&venue=binance_swap): resolve instrument IDs (params: q, venue — a code or a family like "binance", class — incl. aliases perp/swap/futures/option, base, limit); venue and class words inside q are understood and echoed in `interpretation`, zero hits carry `did_you_mean` - [Live analytics](https://cryptostruct.com/analyze): charts and market structure built on the same data - Live statistics as markdown (the analytics dashboards need JavaScript — these twins do not): [24h movers](https://cryptostruct.com/analyze/movers.md) · [exchange liquidity benchmark: spread + order-book depth per venue](https://cryptostruct.com/analyze/liquidity.md) · [exchange feed status](https://cryptostruct.com/status.md) · per exchange https://cryptostruct.com/analyze/exchange/.md (30/90/365-day turnover and trades, monthly table, instrument counts; e.g. /analyze/exchange/bybit.md) · [index of the 500 most-traded instruments, each linking to its document](https://cryptostruct.com/analyze/instruments.md) · per instrument https://cryptostruct.com/analyze/instrument/.md (master data: tick size, lot size, minimums, funding interval, listing date; archive coverage; 30 daily rows of trades, USD turnover, average spread in bps, top-of-book and top-20 depth — resolve ids via the instrument search API below) - Asset pages (https://cryptostruct.com/assets/btc, /assets/eth, …): per-asset venue coverage plus a full daily OHLC/turnover price-history table of the most-recorded pair since January 2025 (the answer to "what was the close on "), computed from the tick archive, and the instrument specifications of the most-recorded instruments (tick size, lot size, minimum order, contract size, funding interval, listing date) - Exchange pages (https://cryptostruct.com/exchanges, /exchanges/bybit, /exchanges/hyperliquid, …): per venue the instrument counts per class, coverage span, 30/90/365-day turnover and trade statistics, most-recorded instruments and their instrument specifications (tick size, lot size, minimum order, contract size, funding interval) - Trading-pair pages (https://cryptostruct.com/pairs, /pairs/btc-usdt, /pairs/eth-usdc, …): per pair the venue × class matrix (spot / perpetual / futures per exchange, first recorded day, recorded days, size), the instrument specifications per exchange (tick size, lot size, minimum order / notional, contract size, linear vs inverse, funding interval, listing date — the answer to "what is the tick size of BTCUSDT on "), the daily OHLC/turnover history of the most-recorded instrument and a download link per venue ## Guides Practical how-to articles for bot builders — training data, tick-file parsing, backtesting workflow and low-latency deployment, grounded in the archive above. - [Guides hub](https://cryptostruct.com/guides): all guides, grouped by topic - [Sports Betting Models on Prediction-Market Order Books](https://cryptostruct.com/guides/sports-betting-models-prediction-market-data): Closing-line value, pre-game line movement and in-play microstructure from tick-level Kalshi and Polymarket sports books. €1 per series-day, no subscription. - [Election Markets as Training Data: Long Contracts, Thin Books, Loud Quotes](https://cryptostruct.com/guides/election-markets-order-book-history): Election contracts trade for months and thinly — the order book, not the tape, carries the signal. Tick-level Kalshi and Polymarket politics data, €1 per day. - [Esports Match Markets: Maps, Handicaps and Best-of Series as Labels](https://cryptostruct.com/guides/esports-match-markets-data): LoL, CS2, Dota 2 and Valorant match, map and kill-total contracts with full order books: how best-of series become labels. €1 per series-day, no subscription. - [Strike Ladders as Distribution Labels: CPI, Fed, Temperature — and Crypto Grids](https://cryptostruct.com/guides/strike-ladder-markets-implied-distributions): CPI, Fed-rate and daily temperature ladders settle one rung — the ladder's prices are a distribution, not one probability. Tick-level data, €1 per series-day. - [A market data feed for a crypto trading bot: from historical tick files to the live WebSocket](https://cryptostruct.com/guides/crypto-trading-bot-data-feed): Crypto trading bot data feed: backtest on €1 tick files, then stream the same schema live over WebSocket: event ids, one connection, latency per endpoint, cost. - [Low-Latency Binance Market Data: What the One-Way Numbers Mean](https://cryptostruct.com/guides/low-latency-binance-market-data): Low-latency Binance market data at our self-serve endpoints: measured one-way figures per location, what the numbers include and how to verify them yourself. - [How to Download Kalshi Historical Data](https://cryptostruct.com/guides/how-to-download-kalshi-historical-data): Step by step: find a Kalshi series, grab its free sample contract, buy days from €1 and pull whole histories as ZIP, tar, CSV or Parquet — full L2 books inside. - [How to Download Polymarket Historical Data](https://cryptostruct.com/guides/how-to-download-polymarket-historical-data): Step by step: how to download Polymarket historical data — tick-by-tick trades and L2 order books per contract, as day bundles, ZIP, tar or CSV/Parquet exports. - [Building a Crypto Order Book Dataset for Machine Learning](https://cryptostruct.com/guides/order-book-dataset-for-machine-learning): How to turn tick-by-tick L2 order-book files into a machine-learning dataset: fixed-grid depth snapshots, features, labels, leak-free splits and Parquet output. - [Kalshi vs Polymarket: the Same Market, Two Order Books](https://cryptostruct.com/guides/kalshi-vs-polymarket-data): Same BTC up/down market, two venues: measured spreads, book depth, trade volume and settlement behavior from one shared day of tick data — 97 windows each. - [Where to Run Your Prediction-Market Trading Bot](https://cryptostruct.com/guides/prediction-market-bot-latency): Measured latency paths to Kalshi and Polymarket, where to deploy a prediction-market bot, and how to measure the exchange-to-capture delta yourself. - [How Much Data Does an Up/Down Trading Bot Need?](https://cryptostruct.com/guides/prediction-market-bot-training-data): A 5-minute BTC market settles 288 times a day — that is your training-label budget. Real contract counts, trade volumes and a data plan for up/down bots. - [Inside a Series-Day Bundle: the Tick File Format](https://cryptostruct.com/guides/series-day-bundle-format): What is inside a prediction-market series-day bundle: zstd JSON-lines tick files with L2 order books, nanosecond timestamps and a parser that reads every venue. - [From Backtest to Production: a Bot Architecture Path](https://cryptostruct.com/guides/backtest-to-production): A four-stage path from historical tick files to a live trading bot: research on day bundles, API cross-checks, SDK backtesting, and production deployment. ## Prediction markets - [Prediction-market data hub](https://cryptostruct.com/prediction-markets): Kalshi, Polymarket, predict.fun & OG.com historical data — tick trades + L2 order books for event contracts, sold as series-day bundles (one bundle = every contract of a series for one UTC day, from €1). Every series page carries 30 days of per-day statistics (contracts traded, trades, USD turnover, buy share, quoted spread, top-of-book depth, L2 updates), per-contract daily OHLC/VWAP/turnover with the outcome implied by the last print (complete results grids for the 5m/15m/1h up-or-down families, top-10 elsewhere), a contract-anatomy block and a FREE sample contract file (native ticks + CSV/Parquet + browser replay); the hub, topic, category and venue pages add per-venue daily totals and the biggest single contracts of the newest day - [All categories](https://cryptostruct.com/prediction-markets/category) · [All topic hubs](https://cryptostruct.com/prediction-markets/topic): index pages of the two hub layers below - Category hubs (full series list, coverage + FAQ per category): [Crypto](https://cryptostruct.com/prediction-markets/category/crypto) · [Sports](https://cryptostruct.com/prediction-markets/category/sports) · [Politics](https://cryptostruct.com/prediction-markets/category/politics) · [Economics](https://cryptostruct.com/prediction-markets/category/economics) · [Climate](https://cryptostruct.com/prediction-markets/category/climate) · [Culture](https://cryptostruct.com/prediction-markets/category/culture) · [Science](https://cryptostruct.com/prediction-markets/category/science) - Crypto topic hubs (series per venue, 30-day activity, FAQ): [Bitcoin Up or Down](https://cryptostruct.com/prediction-markets/topic/bitcoin-up-or-down) · [Ethereum](https://cryptostruct.com/prediction-markets/topic/ethereum) · [Solana](https://cryptostruct.com/prediction-markets/topic/solana) · [XRP](https://cryptostruct.com/prediction-markets/topic/xrp) · [Altcoins](https://cryptostruct.com/prediction-markets/topic/altcoins) - Sports topic hubs (series per venue, 30-day activity, FAQ): [NBA](https://cryptostruct.com/prediction-markets/topic/nba) · [WNBA](https://cryptostruct.com/prediction-markets/topic/wnba) · [NFL](https://cryptostruct.com/prediction-markets/topic/nfl) · [MLB & Baseball](https://cryptostruct.com/prediction-markets/topic/mlb) · [NHL](https://cryptostruct.com/prediction-markets/topic/nhl) · [College Football](https://cryptostruct.com/prediction-markets/topic/college-football) · [College Basketball](https://cryptostruct.com/prediction-markets/topic/college-basketball) · [Soccer](https://cryptostruct.com/prediction-markets/topic/soccer) · [FIFA World Cup](https://cryptostruct.com/prediction-markets/topic/fifa-world-cup) · [Premier League](https://cryptostruct.com/prediction-markets/topic/premier-league) · [UEFA Club Competitions](https://cryptostruct.com/prediction-markets/topic/uefa-club-competitions) · [Bundesliga](https://cryptostruct.com/prediction-markets/topic/bundesliga) · [La Liga](https://cryptostruct.com/prediction-markets/topic/la-liga) · [Liga MX](https://cryptostruct.com/prediction-markets/topic/liga-mx) · [MLS & US Soccer](https://cryptostruct.com/prediction-markets/topic/mls) · [South American Soccer](https://cryptostruct.com/prediction-markets/topic/south-american-soccer) · [Tennis](https://cryptostruct.com/prediction-markets/topic/tennis) · [Table Tennis](https://cryptostruct.com/prediction-markets/topic/table-tennis) · [Golf](https://cryptostruct.com/prediction-markets/topic/golf) · [UFC & MMA](https://cryptostruct.com/prediction-markets/topic/ufc) · [Motorsport](https://cryptostruct.com/prediction-markets/topic/motorsport) · [Esports](https://cryptostruct.com/prediction-markets/topic/esports) · [League of Legends](https://cryptostruct.com/prediction-markets/topic/lol) · [Counter-Strike 2](https://cryptostruct.com/prediction-markets/topic/cs2) · [Dota 2](https://cryptostruct.com/prediction-markets/topic/dota-2) · [Valorant](https://cryptostruct.com/prediction-markets/topic/valorant) · [Chess](https://cryptostruct.com/prediction-markets/topic/chess) · [Super Bowl & NFL Playoffs](https://cryptostruct.com/prediction-markets/topic/super-bowl) · [World Series & MLB Playoffs](https://cryptostruct.com/prediction-markets/topic/world-series) · [NBA Champion & Playoffs](https://cryptostruct.com/prediction-markets/topic/nba-champion) · [Stanley Cup & NHL Awards](https://cryptostruct.com/prediction-markets/topic/stanley-cup) · [Ice Hockey Leagues](https://cryptostruct.com/prediction-markets/topic/ice-hockey) · [Serie A](https://cryptostruct.com/prediction-markets/topic/serie-a) · [Ligue 1](https://cryptostruct.com/prediction-markets/topic/ligue-1) · [European Leagues](https://cryptostruct.com/prediction-markets/topic/european-leagues) · [Asian & Middle East Soccer](https://cryptostruct.com/prediction-markets/topic/asian-soccer) · [Domestic & Continental Cups](https://cryptostruct.com/prediction-markets/topic/soccer-cups) · [Formula 1](https://cryptostruct.com/prediction-markets/topic/f1) · [Boxing](https://cryptostruct.com/prediction-markets/topic/boxing) · [Cricket](https://cryptostruct.com/prediction-markets/topic/cricket) · [Rugby & Aussie Rules](https://cryptostruct.com/prediction-markets/topic/rugby) · [Darts](https://cryptostruct.com/prediction-markets/topic/darts) · [Cycling](https://cryptostruct.com/prediction-markets/topic/cycling) · [International Basketball](https://cryptostruct.com/prediction-markets/topic/international-basketball) · [Season Awards & MVPs](https://cryptostruct.com/prediction-markets/topic/season-awards) · [More Sports](https://cryptostruct.com/prediction-markets/topic/more-sports) - Politics topic hubs (series per venue, 30-day activity, FAQ): [Primaries](https://cryptostruct.com/prediction-markets/topic/primaries) · [Midterms, House & Senate](https://cryptostruct.com/prediction-markets/topic/midterms-house-senate) · [2028 Presidential Election](https://cryptostruct.com/prediction-markets/topic/presidential-election-2028) · [Trump Administration](https://cryptostruct.com/prediction-markets/topic/trump-administration) · [Supreme Court & Congress](https://cryptostruct.com/prediction-markets/topic/supreme-court-congress) · [World Elections & Leaders](https://cryptostruct.com/prediction-markets/topic/world-elections) · [Geopolitics](https://cryptostruct.com/prediction-markets/topic/geopolitics) - Economics topic hubs (series per venue, 30-day activity, FAQ): [Gold](https://cryptostruct.com/prediction-markets/topic/gold) · [Silver](https://cryptostruct.com/prediction-markets/topic/silver) · [Oil (WTI)](https://cryptostruct.com/prediction-markets/topic/oil) · [Commodities](https://cryptostruct.com/prediction-markets/topic/commodities) · [S&P 500](https://cryptostruct.com/prediction-markets/topic/sp500) · [Nasdaq-100](https://cryptostruct.com/prediction-markets/topic/nasdaq) · [Stock Indices](https://cryptostruct.com/prediction-markets/topic/stock-indices) · [Stock Up/Down](https://cryptostruct.com/prediction-markets/topic/stock-updown) · [CPI & Inflation](https://cryptostruct.com/prediction-markets/topic/cpi-inflation) · [Fed & Interest Rates](https://cryptostruct.com/prediction-markets/topic/fed) · [Jobs, Unemployment & GDP](https://cryptostruct.com/prediction-markets/topic/jobs-unemployment) · [GPU & Memory Prices](https://cryptostruct.com/prediction-markets/topic/gpu-memory-prices) · [IPOs & Corporate Actions](https://cryptostruct.com/prediction-markets/topic/ipos) · [Gas Prices](https://cryptostruct.com/prediction-markets/topic/gas-prices) · [Company KPIs & Earnings](https://cryptostruct.com/prediction-markets/topic/company-kpis) · [GDP & Recession](https://cryptostruct.com/prediction-markets/topic/gdp-recession) · [Treasury Yields & FX](https://cryptostruct.com/prediction-markets/topic/yields-fx) · [Housing & Rents](https://cryptostruct.com/prediction-markets/topic/housing-rents) - Climate topic hubs (series per venue, 30-day activity, FAQ): [Temperature](https://cryptostruct.com/prediction-markets/topic/temperature) · [Hurricanes](https://cryptostruct.com/prediction-markets/topic/hurricanes) · [Lowest Temperature](https://cryptostruct.com/prediction-markets/topic/lowest-temperature) - Culture topic hubs (series per venue, 30-day activity, FAQ): [Billboard & Music](https://cryptostruct.com/prediction-markets/topic/billboard-music) · [Awards](https://cryptostruct.com/prediction-markets/topic/awards) · [Love Island & TV](https://cryptostruct.com/prediction-markets/topic/love-island-tv) · [Elon Musk Tweets](https://cryptostruct.com/prediction-markets/topic/elon-musk-tweets) · [Rotten Tomatoes](https://cryptostruct.com/prediction-markets/topic/rotten-tomatoes) · [Mention Markets](https://cryptostruct.com/prediction-markets/topic/mentions) · [Movies, TV & Streaming](https://cryptostruct.com/prediction-markets/topic/movies-tv) · [Podcasts, Media & Internet](https://cryptostruct.com/prediction-markets/topic/podcasts-media) · [Celebrities & Fashion](https://cryptostruct.com/prediction-markets/topic/celebrities-fashion) - Science topic hubs (series per venue, 30-day activity, FAQ): [AI Models](https://cryptostruct.com/prediction-markets/topic/ai-models) · [Space & Tech Milestones](https://cryptostruct.com/prediction-markets/topic/space-tech) · [Health & Science](https://cryptostruct.com/prediction-markets/topic/health-science) - [Most traded prediction markets](https://cryptostruct.com/prediction-markets/most-traded): series ranked by 30-day trades and USD turnover per venue (from our own tick capture) plus the biggest live 24-hour moves — the answer to "which Kalshi/Polymarket/predict.fun/OG.com markets are most active" - Flagship series pages (coverage span, per-day stats, buy link on each): [Kalshi BTC Up/Down 15m](https://cryptostruct.com/prediction-markets/kalshi-btc-15m) · [Polymarket BTC Up/Down 5m](https://cryptostruct.com/prediction-markets/polymarket-btc-5m) · [Polymarket BTC Up/Down 15m](https://cryptostruct.com/prediction-markets/polymarket-btc-15m) · [Kalshi Bitcoin price Above/below](https://cryptostruct.com/prediction-markets/kalshi-kxbtcd) · [Polymarket ETH Up/Down 5m](https://cryptostruct.com/prediction-markets/polymarket-eth-5m) · [Kalshi Pro Football Total Points](https://cryptostruct.com/prediction-markets/kalshi-kxnfltotal) · [Polymarket FIFA World Cup](https://cryptostruct.com/prediction-markets/polymarket-fifa-world-cup) · [Kalshi S&P 500 above/below](https://cryptostruct.com/prediction-markets/kalshi-kxinxu) · [Kalshi Nasdaq above/below](https://cryptostruct.com/prediction-markets/kalshi-kxnasdaq100u) · [Kalshi WTI oil on day](https://cryptostruct.com/prediction-markets/kalshi-kxwti) · [Polymarket Daily High Temperature — New York City](https://cryptostruct.com/prediction-markets/polymarket-high-temp-nyc) · [Polymarket Elon Musk # of Tweets](https://cryptostruct.com/prediction-markets/polymarket-elon-musk-tweets) · [Kalshi House Race Winner?](https://cryptostruct.com/prediction-markets/kalshi-kxhouserace) · [Polymarket Counter-Strike 2 esports](https://cryptostruct.com/prediction-markets/polymarket-cs2) - [Day bundles in the shop](https://cryptostruct.com/shop/bundles): browse and buy series-day bundles — prediction series and Deribit option chains (day calendar per series; delivery per file, as one ZIP, or as one tar for days over 4 GB) - [Kalshi venue data](https://cryptostruct.com/exchanges/kalshi) · [Polymarket venue data](https://cryptostruct.com/exchanges/polymarket) · [predict.fun venue data](https://cryptostruct.com/exchanges/predict_fun) · [OG.com venue data](https://cryptostruct.com/exchanges/og_com): contract counts, coverage, most-traded series and topic hubs per venue ## Options data - [Crypto options data hub](https://cryptostruct.com/options-data): Deribit option chains as day bundles — every call and put of an underlying for one UTC day, all strikes and expiries, with tick trades, L2 order books and the greeks/IV/mark-price stream (message type 7); days over 4 GB deliver as one resumable tar (see the range route above) - Option-chain pages (coverage, recent days, largest contracts): [Deribit BTC options (inverse)](https://cryptostruct.com/options-data/deribit-btc-options) · [Deribit ETH options (inverse)](https://cryptostruct.com/options-data/deribit-eth-options) · [Deribit SOL options (USDC linear)](https://cryptostruct.com/options-data/deribit-sol-usdc-options) · [Deribit XRP options (USDC linear)](https://cryptostruct.com/options-data/deribit-xrp-usdc-options) · [Deribit BTC options (USDC linear)](https://cryptostruct.com/options-data/deribit-btc-usdc-options) · [Deribit ETH options (USDC linear)](https://cryptostruct.com/options-data/deribit-eth-usdc-options) · [Deribit PAXG options (USDC linear)](https://cryptostruct.com/options-data/deribit-paxg-usdc-options) · [Deribit BNB options (USDC linear)](https://cryptostruct.com/options-data/deribit-bnb-usdc-options) · [Deribit TRX options (USDC linear)](https://cryptostruct.com/options-data/deribit-trx-usdc-options) · [Deribit AVAX options (USDC linear)](https://cryptostruct.com/options-data/deribit-avax-usdc-options) · [Deribit MATIC options (USDC linear)](https://cryptostruct.com/options-data/deribit-matic-usdc-options) · [Deribit HYPE options (USDC linear)](https://cryptostruct.com/options-data/deribit-hype-usdc-options) ## Futures curve data - [Crypto futures curve data hub](https://cryptostruct.com/futures-data): dated futures as day bundles — every contract with an expiry date of one underlying on one venue for one UTC day (each expiry: tick trades, L2 order books, mark/index messages, liquidations where the venue's files carry them), one item per day; perpetuals are separate instruments (see the futures & perpetuals data page) - Futures-curve pages (coverage, recent days, term structure of the newest day): [BitMEX BTC futures (XBT, all settlements)](https://cryptostruct.com/futures-data/bitmex-btc-futures) (ended Sep 2026) · [Bybit BTC futures (all settlements)](https://cryptostruct.com/futures-data/bybit-btc-futures) · [Bybit ETH futures (all settlements)](https://cryptostruct.com/futures-data/bybit-eth-futures) · [Bybit SOL futures (all settlements)](https://cryptostruct.com/futures-data/bybit-sol-futures) · [Bybit XRP futures (all settlements)](https://cryptostruct.com/futures-data/bybit-xrp-futures) · [Bybit DOGE futures (all settlements)](https://cryptostruct.com/futures-data/bybit-doge-futures) · [Bybit MNT futures (all settlements)](https://cryptostruct.com/futures-data/bybit-mnt-futures) · [Bybit XAUT futures (all settlements)](https://cryptostruct.com/futures-data/bybit-xaut-futures) · [Bybit HYPE futures (all settlements)](https://cryptostruct.com/futures-data/bybit-hype-futures) · [Deribit BTC futures (inverse)](https://cryptostruct.com/futures-data/deribit-btc-futures) · [Deribit ETH futures (inverse)](https://cryptostruct.com/futures-data/deribit-eth-futures) · [Deribit BTC futures (USDC linear)](https://cryptostruct.com/futures-data/deribit-btc-usdc-futures) · [Deribit ETH futures (USDC linear)](https://cryptostruct.com/futures-data/deribit-eth-usdc-futures) · [Deribit AVAX futures (USDC linear)](https://cryptostruct.com/futures-data/deribit-avax-usdc-futures) · [Deribit SOL futures (USDC linear)](https://cryptostruct.com/futures-data/deribit-sol-usdc-futures) · [Deribit TRX futures (USDC linear)](https://cryptostruct.com/futures-data/deribit-trx-usdc-futures) · [Deribit XRP futures (USDC linear)](https://cryptostruct.com/futures-data/deribit-xrp-usdc-futures) · [Deribit HYPE futures (USDC linear)](https://cryptostruct.com/futures-data/deribit-hype-usdc-futures) · [Gate.io BTC futures (USDT)](https://cryptostruct.com/futures-data/gate-btc-usdt-futures) · [Gate.io ETH futures (USDT)](https://cryptostruct.com/futures-data/gate-eth-usdt-futures) · [Gate.io DOGE futures (USDT)](https://cryptostruct.com/futures-data/gate-doge-usdt-futures) · [Okx BTC futures (coin-margined)](https://cryptostruct.com/futures-data/okx-btc-usd-futures) · [Okx ETH futures (coin-margined)](https://cryptostruct.com/futures-data/okx-eth-usd-futures) · [Okx BTC futures (USDT-margined)](https://cryptostruct.com/futures-data/okx-btc-usdt-futures) (ended Jun 2026) · [Okx ETH futures (USDT-margined)](https://cryptostruct.com/futures-data/okx-eth-usdt-futures) (ended Jun 2026) · [Okx BTC futures (USD-margined)](https://cryptostruct.com/futures-data/okx-btc-usd-um-futures) · [Okx XAU futures (USD-margined)](https://cryptostruct.com/futures-data/okx-xau-usd-um-futures) · [Okx ETH futures (USD-margined)](https://cryptostruct.com/futures-data/okx-eth-usd-um-futures) · [Okx SOL futures (USD-margined)](https://cryptostruct.com/futures-data/okx-sol-usd-um-futures) · [crypto.com ETH futures (USD)](https://cryptostruct.com/futures-data/crypto-com-eth-futures) · [crypto.com BTC futures (USD)](https://cryptostruct.com/futures-data/crypto-com-btc-futures) · [Okx BTC futures (USDC-margined)](https://cryptostruct.com/futures-data/okx-btc-usdc-futures) (ended Jun 2025) · [Okx ETH futures (USDC-margined)](https://cryptostruct.com/futures-data/okx-eth-usdc-futures) (ended Jun 2025) ## Platform & realtime CryptoStruct also operates the realtime side of the same stack — normalized co-located market-data APIs, managed low-latency connectivity between venues, and an ultra-low-latency trading engine with a Strategy Development Kit. The market-data feed is now also self-serve by the day; order entry, connectivity and the SDK remain contract products (quoted, not purchasable online). - [Real-time crypto market data (all venues)](https://cryptostruct.com/realtime-data): the parent of the per-venue realtime pages — Binance, Coinbase, Kalshi, Polymarket and OKX on one page: a card per venue, every line with its one-way latency and basis, the feed contents per market, how UTC-day access works, the per-day prices and the FAQ - [Low-latency Binance market data (product page)](https://cryptostruct.com/realtime): what the Binance feed carries per market and topic (Binance USDT-M and Binance Spot), the endpoints with their one-way latency and its basis, how UTC-day access works, the per-day price and the FAQ — the page to read before buying Binance realtime access - [Coinbase real-time market data](https://cryptostruct.com/realtime/coinbase): order book and trades for every instrument over WebSocket (JSON or SBE), captured at the venue in Ashburn and delivered at our Ohio or Tokyo endpoints over dedicated lines; the line latency with its basis, how UTC-day access works, the per-day price and the FAQ - [Kalshi real-time market data](https://cryptostruct.com/realtime/kalshi): order book and trades for every contract over WebSocket (JSON or SBE), captured at the venue in Ohio and delivered at our Tokyo endpoint over a dedicated line; the line latency with its basis, how UTC-day access works, the per-day price (whole market only) and the FAQ - [Polymarket real-time market data](https://cryptostruct.com/realtime/polymarket): order book and trades for every contract over WebSocket (JSON or SBE), captured at the venue in London and delivered at our Tokyo endpoint over a dedicated line; the line latency with its basis, how UTC-day access works, the per-day price (whole market only) and the FAQ - [OKX real-time market data](https://cryptostruct.com/realtime/okx): order book, top of book, trades, mark price, index price, funding rate and liquidations for every instrument over WebSocket (JSON or SBE), captured at the venue in Tokyo and delivered at our London, Frankfurt, Ashburn or Ohio endpoints over dedicated lines; the line latency with its basis, how UTC-day access works, the per-day price and the FAQ - [Realtime access (self-serve)](https://cryptostruct.com/shop/realtime): live WebSocket market data for Binance USDT-M, Binance Spot, Coinbase Spot, Kalshi, Polymarket and OKX, captured at each venue and delivered at our London, Frankfurt, Ashburn, Ohio or Tokyo endpoints over dedicated lines (Binance and OKX from Tokyo at London, Frankfurt, Ashburn or Ohio; Coinbase from Ashburn at Ohio or Tokyo; Kalshi from Ohio at Tokyo; Polymarket from London at Tokyo) (London, Frankfurt, Ashburn, Ohio and Tokyo are the self-serve locations today; more will follow), bought per UTC calendar day (paid days start on the next UTC day, the rest of the purchase day is free) — €49 per instrument-day or €99 per market-day (every instrument of the market); Kalshi and Polymarket are sold as whole markets only, longer runs cost less per day: −10 % from 14 days, −25 % from 30, −37 % from 180, −50 % from 365; one API key per account (`?apiKey=` on the WebSocket URL), 3 parallel connections per key and endpoint included (one connection can subscribe to every instrument); +5 more for €10 per day, up to 28, added from your account, JSON or SBE encoding, extend any time from https://cryptostruct.com/account/realtime - [Realtime connection guide](https://cryptostruct.com/docs/realtime): how to connect your own system — one WebSocket endpoint per market (the port selects the market), API-key login, subscribe flow, every message type, keep-alive/reconnect rules, runnable Python and Node examples - [Realtime feed spec (markdown, for coding agents)](https://cryptostruct.com/docs/realtime.md): the connection guide as one self-contained markdown document — endpoint per market, login/subscribe sequence, every message type, error and reconnect rules, an implementation checklist and a ready prompt for Claude Code / Cursor ("implement this feed"); the API key is read from the environment, never pasted into prompts - [Realtime instrument directory](https://cryptostruct.com/api/realtime/instruments?market=binance_swap): instrument ids, codes, states, lifecycle times, tick/lot sizes and contract specs per market (add &format=csv; poll &since= every five minutes for new instruments and state changes) — requires the realtime API key as `Authorization: Bearer` header (the same key as the feed) and lists the markets the key holds a day for; the shop replaces the platform's /api/instruments and host-discovery endpoints for self-serve customers — documented at https://cryptostruct.com/docs/realtime#instrument-master-data; field-level protocol reference at https://docs.cryptostruct.com/market-data-api/protocol/ - [Product & API documentation](https://docs.cryptostruct.com/): the full platform docs — market-data API, [Strategy SDK](https://docs.cryptostruct.com/strategy-development/basics/) and [Trading API](https://docs.cryptostruct.com/trading-api/concepts/) - [Pricing](https://cryptostruct.com/pricing): realtime market-data and order-entry APIs (per API per month, volume-tiered), the Strategy Development Kit + trading engine, the per-instrument-day archive and credit packs (bulk discount on shop days, purchased credits never expire) — all on one page - [Premium membership](https://cryptostruct.com/premium): €20 a month for 50 download credits (1 credit = one instrument-day, roll over up to 150) plus the deep analytics tier; credit packs (€100 → 140 credits · €250 → 375 credits · €1,000 → 1,750 credits) for any signed-in account, purchased credits never expire - [Contact](https://cryptostruct.com/contact): managed connectivity, colocated execution and custom setups ## Legal - [Terms & Conditions](https://cryptostruct.com/terms) (markdown: https://cryptostruct.com/terms.md): the contract for every purchase — consumers and businesses, perpetual file purchases, Premium and credits, realtime access, agent orders, refunds and withdrawal, liability - [Data License](https://cryptostruct.com/license): what a buyer may do with the data — unlimited internal use including model training, derived data is the buyer's, no redistribution or resale of the raw data - [Imprint & privacy policy](https://cryptostruct.com/imprint)