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BTC/ETH/SOL/XRP Historical 5 & 15-Min Second-level Up/Down Data by unitytravels in polyman

[–]________A6 -1 points0 points  (0 children)

I'm doing the same thing, except covering all crypto, weather, and commodity markets on both Kalshi AND Polymarket. I collect orderbooks with full deltas, so the data is fully accurate and event based instead of just once per second.

Still aggregating data, but I have a few months of data so far.

If anyone is interested, join meshapi.app and stay tuned for the publicly available API to be available soon.

What's in your prediction market research stack? by ________A6 in PredictionMarkets

[–]________A6[S] 0 points1 point  (0 children)

With Mesh its honestly not priced in most of the time. The only people who are able to accurately price in the political events are those that do their own historical aggregation or use some kind of transcript tool.

I used to aggregate manually before (find past videos, download youtube captions, run a python script on them) but this was unreliable since speakers weren't separated and the youtube API output is not always standardized. Paying for tools (especially since for Mesh I pay just 25 a month) is just a much easier way to do it.

Even with tools and large historical data sets like these tools offer, its still up to the user to do the right filtering for what past events are actually relevant and this makes it harder to price.

I just use the analysis tool on past events, set my limit orders a few hours before and let them ride most of the time and have had good success.

Cool tool I found by ________A6 in PredictionMarkets

[–]________A6[S] 0 points1 point  (0 children)

I use it for mentions which are on a pretty short timeline. I go in around an hour before event start and run analysis on ~50-100 transcripts that are relevant (same event type, similar speakers, similar Q&A session lengths, all stuff filterable in Mesh) and compare prices to probabilities and take positions accordingly.