Overview
The Entity Market Data API gives you programmatic access to Polymarket and Kalshi order book data, including live snapshots and historical tick-level events. 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
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 standalone CLI for Polymarket and Kalshi endpoints.
API reference
Full endpoint documentation with request/response examples.
Helper scripts
Python scripts for finding condition IDs and working with market data.
Make your first request
See the full getting started guide
Step-by-step instructions with multi-language code examples.