Data products
Ready-made, available today.
Four data products we deliver out of the box. Each can be adapted to your markets, definitions and delivery.
Market activity statistics
Standardised daily statistics for each market, event, category and venue we cover.
Includes
- Volume on consistent definitions
- Trade counts and average trade size
- Open interest
- New, active and resolved markets
- End-of-day depth totals
- Estimated fees
- Volume
- $4.8m
- Trades
- 18,240
- Avg trade
- $263
- Open interest
- $11.2m
Market quality & calibration
A daily quality score for each market, and how often prices at a given level have actually come true.
Includes
- Depth, spread and resilience
- Breadth of participation and concentration of activity
- Cost of moving the price by a set amount
- Clarity of the resolution rules
- Calibration by category, time to resolution and liquidity
- Depth, spread & resilience82
- Participation64
- Price impact71
- Rule clarity93
- Score
- 78 / 100
- Rank in category
- Top 15%
- Calibration gap
- 2.1 pts
- Trend (30d)
- ▲ 4
Implied event expectations
What the market expects for scheduled events such as central bank decisions, CPI, payrolls, GDP and commodity price ranges.
Includes
- Implied expected value, median and dispersion
- Selected threshold probabilities
- Implied path across policy meetings
- How all of these change over time
For a monthly CPI release with twelve outcome buckets, we publish the expected value, its dispersion and the probability of a print at or above a given level, not the bucket prices.
- Expected
- 2.9%
- Median
- 2.9%
- Dispersion
- 0.22 pp
- P(≥ 3.0%)
- 46%
Liquidity & risk analytics
What it costs to trade, how much size the market can take, and the risk parameters for event-contract positions.
Includes
- Typical cost of trading standard sizes
- Capacity within price bands
- How liquidity changes ahead of events
- Volatility estimates and correlation groups
- Stress scenarios and liquidation-cost estimates
- $10k cost
- 0.6¢
- Capacity ±2¢
- $84k
- Daily vol
- 3.1 pts
- Stress loss
- −$6.2k
Need something different?
These are starting points. We adapt definitions, coverage and delivery to your requirements.