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DepthFeed

Retrieve full historical order books, sports market data and aligned price bars for research, replay and liquidity analysis.

Open documentationdepthfeed.com
Available on
REST API, WebSocket, MCP
Pricing
Explorer: Free · Quant: $29/month · Research: $99/month · Desk: $249/month

Screenshots and interface

What is DepthFeed?

DepthFeed focuses on the depth available at a point in time, including resting sizes beyond the best bid and ask. Its REST API combines recurring crypto contracts with sports data and external price bars. Plans mainly change history, throughput and streaming capacity rather than hiding venues behind separate add-ons.

Who it is for

  • Researchers estimating fills and slippage from historical depth
  • Developers aligning crypto or equity prices with prediction markets
  • Sports applications joining contract books and game data

Features and coverage

Available on
REST API, WebSocket, MCP
Markets & venues
Polymarket, Kalshi, Limitless
Research topics
Crypto, Sports, Equities
  • Full book ladders

    Read recorded bids, asks and resting quantities.

  • Market discovery

    Find supported recurring crypto contracts and retain outcome-token IDs.

  • Historical replay data

    Query snapshots; Desk also includes tick-level book changes.

  • Aligned price bars

    Retrieve one-minute-base equity, ETF, spot-crypto and perpetual OHLCV series.

  • Sports mapping

    Use contract mapping, books, sportsbook odds, scores and injuries through sports REST routes.

  • Incremental refresh

    Follow cursors and updated_since for changing market metadata.

  • Account inspection

    The whoami endpoint returns the key’s actual limits and history window.

Workflows with DepthFeed

Estimate a historical fill

Select the contract and timestamp, fetch both book sides and consume levels up to the proposed size. Compare this with a midpoint-only estimate.

Build a sports comparison

Discover the game’s contracts, require matched mapping status and check their settlement definitions. Join books and game state on stable identifiers.

Maintain an archive extract

Keep filters fixed while paginating, upsert stable IDs and retain explicit null corrections.

Pricing and total cost

All plans include every supported venue and the sports REST surface. Upgrades expand history and capacity.

Explorer

Free

  • 7 days of history
  • Full ladders with a key
  • 1 request/second

Quant

$29/month

  • 30 days of history
  • 25 requests/second
  • 1 concurrent live sports book

Research

$99/month

  • 90 days of history
  • 50 requests/second
  • 2 concurrent live sports books

Desk

$249/month

  • Full available archive
  • 100 requests/second
  • Tick data
  • 3 concurrent live sports books

Getting started

Before you start: The keyless demo trims depth to eight levels per side; authenticated plans return full ladders.

  1. Try the keyless demo for a small BTC sample.
  2. Create an account and API key.
  3. Read /v3/whoami to inspect limits.
  4. Discover the market and request a bounded historical interval.
  5. Walk opaque cursors until has_more is false.
  6. Handle historical-workload controls separately from general request limits.

Useful links

What to check

  • The keyless demo trims depth to eight levels per side; authenticated plans return full ladders.
  • Ticks are Desk-only.
  • An advertised history window does not extend a series before its first recorded observation.
  • A matching label or cross-venue key alone does not establish equivalent settlement.
  • General requests-per-second and parallel archive queries have separate limits.

A closer look

Ratings & reviews

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Editorial rating
4.0/ 5
0 user reviews

Our take on DepthFeed

Clear depth, history and plan distinctions make the archive useful for serious replay research. Market-specific coverage and the restricted demo need checking before a large data purchase.

Based on documented features, setup and access terms. How we rate

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The main score switches to user ratings after 5 published reviews.

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Frequently asked questions about DepthFeed

Do I pay extra to add Kalshi?

The documented plans do not have separate Polymarket or Kalshi add-ons.

Can the free key access full books?

Yes. The eight-level trim applies to the anonymous demo.

Which plan includes every book change?

Tick routes require Desk.

How do I confirm my actual access?

Read /v3/whoami rather than inferring it from an example response.