Polytoolhub
What is Convex Lake?
Convex Lake packages recorded order books, trades and candles for quantitative workflows. The API selects an exchange, asset, timeframe, date and file, while the product matrix distinguishes prediction-market batches from options datasets. A free sample allows inspection before paying for full history and broader coverage.
Who it is for
- Quants joining prediction and options data
- Researchers studying historical depth and fills
- Developers building repeatable batch ingestion
Features and coverage
- Available on
- REST API, Batch files, MCP
- Markets & venues
- Polymarket, Kalshi, Predict, Limitless, Deribit, Binance
- Prediction-market books
Retrieve archived data for Polymarket, Kalshi, Predict and Limitless.
- Options datasets
Access the separately covered Deribit and Binance data.
- File-oriented API
Select a dated batch with explicit exchange and market parameters.
- Trade and candle data
Combine the supported feeds with book analysis.
- Research samples
Start with one day and one venue on Sample.
- Full-history tiers
Research and Pro expand coverage and throughput.
- MCP access
The provider advertises agent-oriented data queries.
- Coverage table
Check start dates by venue and dataset.
Workflows with Convex Lake
Build an ingestion job
Inspect a sample, identify market/file keys and retrieve a small dated batch.
Compare venues
Align contract rules, timestamps and outcome identifiers before comparing prices.
Test execution
Use recorded depth and explicit latency/size assumptions instead of substituting candle closes.
Pricing and total cost
Free sample access and three paid data plans. Research and Pro display a 10% crypto-payment discount.
Sample
Free
- One venue, one sample day
- 60 requests/minute
Research
$79/month
- All venues and full history
- 300 requests/minute
Pro
$125/month
- All venues and full history
- 1,000 requests/minute
Institutional
$850/month
- Custom rate limits
- Up to 20 Research-plan team seats
Access: The provider advertises a 10% crypto-payment discount for Research and Pro.
Getting started
Before you start: Polymarket and Kalshi book coverage starts in May 2026; other venues have different start dates.
- Inspect the coverage table.
- Create a free account and obtain a sample.
- Check the schema and identifiers.
- Choose the needed historical tier.
- Use your API key in a controlled ingestion job.
Useful links
What to check
- Polymarket and Kalshi book coverage starts in May 2026; other venues have different start dates.
- Composite indices and pricing models are labeled coming soon.
- Daily batches and current exchange quotes serve different latency needs.
A closer look
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Frequently asked questions about Convex Lake
Is there a free sample?
Yes, one day from one venue.
Does it include options data?
Separate Deribit and Binance datasets are listed.
Are all start dates the same?
No. Check the coverage table.