Neutral Telemetry for Trading Desks & Funds
Sub-millisecond prediction market microstructure feeds, CME CF BRTI constituent dispersion tapes, and Model Context Protocol endpoints for trading desks and quantitative asset managers.
Engineered for Prediction Market Participants
Four dedicated infrastructure configurations designed specifically for high-throughput market makers, proprietary event desks, macro research funds, and financial publishers.
Market Makers & LPs
- Tick-by-tick order-book depth and liquidity wall telemetry.
- Cross-venue Polymarket vs Kalshi basis divergence alerts.
- Fee-aware net spread calculations across non-linear maker schedules.
- Direct WebSocket streams from 9 global exchange colocation nodes.
Proprietary Trading Desks
- CME CF BRTI 60-second TWAP oracle resolution monitoring.
- Historical tick archives across 1,316 settled Bitcoin contract windows.
- Deterministic settlement post-mortems and dispute risk scoring.
- Private dedicated instance deployment with custom SLA guarantees.
Funds & Macro Research
- Empirical Brier score calibration surface across all market strikes.
- Parquet dataset downloads for Python, DuckDB, and R research pipelines.
- Standardized OpenAPI 3.1 REST specifications and SDKs.
- Independent, conflict-free data: zero exchange kickbacks accepted.
Media & Distribution Partners
- Embeddable responsive widgets with real-time settlement telemetry.
- White-label embed licensing for high-traffic financial publications.
- Authoritative citation data on prediction market fee structures.
- Weekly syndication digest and institutional research reports.
Institutional / Data Tier
Unmetered WebSocket feeds, historical research corpora, and dedicated engineering channels.