Blog
Notes on prediction-market data
Microstructure, continuous capture, and how to get the most out of the archives. Written for quants, researchers, and data-driven traders.
July 18, 2026#formats#workflow
CSV, Parquet, or JSON: picking the right export for market data
The format you download in quietly decides how fast your research loop is. A quick, practical guide to when each of the three makes sense.
Read more →July 18, 2026#data-quality#capture
Why gapless, continuous capture is the whole game for market data
A dataset with holes is worse than no dataset — you can't trust a backtest run over data that silently skips the interesting moments. Continuity is the moat, and it's harder than it looks.
Read more →July 18, 2026#microstructure#orderbook
What L2 order-book data is, and why it matters for prediction markets
Level-2 order-book data captures the full depth of resting bids and asks over time — the microstructure most prediction-market datasets throw away. Here's what it is and what you can do with it.
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