Statistics
Try test batch
$ curl -H "x-api-key: $CONVEXLAKE_API_KEY" \
"https://api.convexlake.com/orderbook?exchange=polymarket\
&ticker=btc&timeframe=5m\
&date=2026-06-10\
&slug=btc-updown-5m-1781049600-book.gz" --output btc-updown-5m-1781049600-book.gzUse cases
How quant teams use Convex lake data
Market making
Quote across contracts using historical order flow to size spreads and manage inventory risk as odds shift. Includes a rebates comparison
Check rebate comparisonCross-platform arbitrage
Compare live pricing on the same event across venues to catch mispricings before they close
Odds calibration
Backtest pricing models against realized outcomes to check whether quoted probabilities hold up
Explore SDKAlpha research
Test contract prices as a leading indicator against related asset moves in existing quant models
Explore existing academic researchAI-native research
Connect Convex Lake to your AI agent through MCP and query live market data directly from your research workflow
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SmitheryExecution research
Analyze fill rates, slippage, and latency across contract types to tune order routing
Newsroom
Convex Lake partners with the Center of Mathematical Finance to support academic research with institutional-grade prediction market and options data.
Deribit historical options data is live
2026-08-07Full orderbook snapshots, trade prints, and surface/candles feeds for Deribit options — available to Research and Pro tiers.
Binance options data added to the platform
2026-08-11L2 orderbook snapshots from 11 Aug 2026 onward, plus trades and candles feeds for Binance options contracts.
Products
Institutional-grade market data across prediction and event venues, packaged in batches for serious quant teams
Polymarket Orderbook Data
Batch-distributed historical and real-time orderbook snapshots from Polymarket prediction markets, ready for quant research
Kalshi Market Data
Granular Kalshi event contract data delivered in batches — incremental orderbook
Predict Orderbook Data
5m, 15m, 1h and daily crypto orderbook snapshots
Limitless Orderbook Data
Crypto contracts orderbook snapshots, trades and oracle data
Deribit Data
Volatility surface, orderbook snapshots and trades history for ETH and BTC options
Binance Data
Ten-level options orderbook snapshots and trade prints for BTC and ETH
Composite Indexes & Pricing Models
Composite indexes, metrics and pricing models across different prediction markets
Find the right plan for your desk
Every Convex Lake plan scales with you. Compare features side by side and upgrade the moment you need more
| Features | Sample Free Free Forever | Research $79 Per Month 10% off in crypto | Pro $125 Per Month 10% off in crypto | Institutional $850 Per Month |
|---|---|---|---|---|
| Core | ||||
| Venues | 1 | All venues | All venues | All venues |
| History depth | Single day | Full history | Full history | Full history |
| Rate limit | 60 RPM | 300 RPM | 1000 RPM | Custom |
| API access | ||||
| Team seats (Research plan each) | — | — | — | Up to 20 |
| Data | ||||
| "Up or down" batches | Test batch | Daily | Daily | Daily |
| Candles | Kalshi, Polymarket | Kalshi, Polymarket, Predict, Limitless, Deribit | Kalshi, Polymarket, Predict, Limitless, Deribit | Kalshi, Polymarket, Predict, Limitless, Deribit |
| Trades | Kalshi, Polymarket | Kalshi, Polymarket, Predict, Limitless, Deribit | Kalshi, Polymarket, Predict, Limitless, Deribit | Kalshi, Polymarket, Predict, Limitless, Deribit |
| L2 depth + trade prints | ||||
| Pricing models API | ||||
| Custom datasets on demand | ||||
| Support | ||||
| Community support | ||||
| Email support | ||||
| Dedicated support | ||||
| Explore | Start Research Plan | Start Pro Plan | ||
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