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Historical Data Availability — Coverage is market-specific.
  • Orderbook data exists for a subset of markets from 2025-09-01 on Polymarket and 2026-02-17 for Kalshi, but coverage is not continuous.
  • Broad Polymarket crypto-related market coverage begins on 2026-02-04. Broad Kalshi crypto-related market coverage begins on 2026-02-25.
  • Broad all-market capture begins on 2026-04-02 for Polymarket and 2026-03-31 for Kalshi, with known April 2026 quality exceptions.
Use the date-range endpoints and Data Quality before relying on a specific condition ID, ticker, or April 2026 day.

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Overview

The EntityML Market Data API gives you programmatic access to Polymarket and Kalshi order book data, including live snapshots and historical event-level L2 updates. For most integrations, use the official SDK or CLI first. Raw HTTP is still supported for custom workflows. Use it to:
  • Retrieve full order book snapshots (bids and asks)
  • Track price changes over time
  • Build trading strategies and analytics dashboards

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Quick start (SDK/CLI preferred)

Create an API key

Sign up and generate your first API key in under a minute.

Python SDK

Use the official SDK for both Polymarket and Kalshi endpoints.

CLI

Use the bundled CLI for Polymarket and Kalshi endpoints.

Query examples

Copy pagination, OHLC, and slug lookup examples.

Data quality

Known coverage windows, April gaps, and incident notes.

API reference

Full endpoint documentation with request/response examples.

GitHub repository

Python SDK, CLI source, packaging, and examples.

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Make your first request

from entityml import EntityMLClient

client = EntityMLClient(api_key="YOUR_API_KEY")

data = client.polymarket.get_market_data(
    condition_id="0x8213d395e079614d6c4d7f4cbb9be9337ab51648a21cc2a334ae8f1966d164b4",
    date="2026-02-13",
    limit=5,
)

print(data["data_count"])

See the full getting started guide

Step-by-step instructions with multi-language code examples.