Prediction markets API

Many prediction markets' OHLC-style bars over a bounded window

The priced series of up to 25 prediction markets in one request, at one resolution over one bounded window, in OHLC-style bars.

POST/api/external/prediction/prediction-market-bars-batch

Get a free API key Try it in the API reference

What it returns

The prediction-market-bars answer for many markets in one request, at one resolution over one window, addressed by the ids from GET /prediction/prediction-markets. Each result is exactly what prediction-market-bars answers for that market with the same query, with the same caveats on every field. The window is capped at 1000 bars, as on the single. POST, because the list is the subject: it can run past what a URL comfortably holds, and a body keeps a watch list out of every proxy log between the caller and this service.

Chains

This endpoint is not tied to a chain: it takes no chain in its request.

Request

Send your key in the x-dex-data-key header. Replace each <placeholder> with a real value.

curl -X POST -H "x-dex-data-key: $DEXDATA_API_KEY" \
  -H "content-type: application/json" \
  -d '{"subjects":["<subjects>"]}' \
  "https://api.dexdata.io/api/external/prediction/prediction-market-bars-batch?resolution=min1&from=<from>&to=<to>"

Parameters
Parameter	Description
`resolution` query · string · required	The bucket width.`min1min5min15min30hour1hour4hour12day1week1`
`from` query · integer · required	Window start, Unix seconds (inclusive).
`to` query · integer · required	Window end, Unix seconds (inclusive). Per market, a window of ≤ 90 bars keeps the answer under 32 KB; a batch keeps markets × bars ≤ 80.
`subjects` body · string[] · optional	Prediction market ids — never a token mint or contract address. markets × bars ≤ 80 keeps the answer under 32 KB. Between 1 and 25, each sent once.

Response fields

A JSON response. Every field is always present; null means the value could not be established, never zero.

Response fields of Many prediction markets' OHLC-style bars over a bounded window
Field	Type	Description
`results`	object[]	One entry per requested subject, in the order they were sent.
`results[].subject`	string	The subject exactly as it was sent.
`results[].result`	object \| null	What the single-subject endpoint answers for this subject. `null` only when `error` is set.
`results[].result.marketId`	string \| null
`results[].result.bars`	object[]
`results[].result.bars[].t`	number \| null	Bucket open time, Unix seconds.
`results[].result.bars[].volumeUsd`	number \| null	Volume across both outcomes in this bucket, USD.
`results[].result.bars[].uniqueTraders`	number \| null
`results[].result.bars[].trades`	number \| null
`results[].result.bars[].allTimeVolumeUsd`	number \| null	Cumulative lifetime volume as of this bucket, USD.
`results[].result.bars[].outcome0`	object \| null
`results[].result.bars[].outcome0.trades`	number \| null
`results[].result.bars[].outcome0.volumeUsd`	number \| null
`results[].result.bars[].outcome0.priceUsd`	object \| null
`results[].result.bars[].outcome0.priceUsd.o`	number \| null
`results[].result.bars[].outcome0.priceUsd.h`	number \| null
`results[].result.bars[].outcome0.priceUsd.l`	number \| null
`results[].result.bars[].outcome0.priceUsd.c`	number \| null
`results[].result.bars[].outcome1`	object \| null
`results[].result.bars[].outcome1.trades`	number \| null
`results[].result.bars[].outcome1.volumeUsd`	number \| null
`results[].result.bars[].outcome1.priceUsd`	object \| null
`results[].result.bars[].outcome1.priceUsd.o`	number \| null
`results[].result.bars[].outcome1.priceUsd.h`	number \| null
`results[].result.bars[].outcome1.priceUsd.l`	number \| null
`results[].result.bars[].outcome1.priceUsd.c`	number \| null
`results[].error`	string \| null	`null`, or `unavailable` when no source could be reached for this subject — retry it. A subject nobody has data for is NOT an error: its `result` says so.

Price per call

Every call: 141 creditsbase; varies with subjects

Charged only when the call succeeds. Prices as of 2026-10-30; the current ones are always in the API reference.

One prediction market's OHLC-style bars over a bounded window
The same answer for one market.
One prediction market's state and live outcome prices
One market: its lifecycle, windowed stats and the live price of each outcome. How that price MOVED over a window is a separate read.
Many prediction markets' state and live outcome prices
Up to 25 prediction markets in one request: each one's lifecycle, windowed stats and the live price of each outcome.
Prediction markets, ranked by volume, liquidity or open interest
A ranked page of prediction MARKETS -- the tradeable instrument on an event. Use it to find a market id; per-outcome prices come from the single-market read.
One prediction-market outcome's live order book
What is resting on one outcome's book right now, bid and ask. A different question from who already holds the outcome token.
Holder balances for one outcome token of one prediction market
Who holds the outcome token, and how much. A different question from the order book: position already taken, not orders waiting to be filled.

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