Aussie Journal - Assymetrix Launches the Deepest Independent Prediction Market Data API

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First venue-neutral prediction market data infrastructure offers on-chain depth, cross-platform normalization, and real-time access via Assymetrix Data API.

NEW YORK - AussieJournal -- Assymetrix, the prediction market intelligence platform, today announced its data offering, commercially available May 15th 2026: the deepest independent prediction market dataset available, served through the purpose-built Assymetrix Data API. The platform indexes billions of rows — over 1.5 terabytes of structured, queryable prediction market data — normalized into a single unified schema and accessible through a tiered REST API. The free tier provides unlimited access to current market metadata, with paid tiers unlocking historical depth, on-chain data, and real-time streaming. Additional platform integrations are in active development this quarter.

The launch addresses growing demand for independent, cross-platform prediction market data infrastructure. Monthly industry trading volume has surged past $23 billion, new institutional entrants are launching prediction market products, and AI-powered trading agents require cross-venue data access. Assymetrix provides the venue-neutral data layer that serves all of these use cases.

"Most data platforms sit on top of public APIs and call it infrastructure — we went deeper," said Dean Karakitsos, Founder and CEO of Assymetrix. "We indexed nearly two billion on-chain events from genesis, reconstructing every trade, position, and wallet movement across prediction markets. This isn't just data aggregation — it's a complete financial history, giving developers and institutions access to market intelligence that has never existed at this depth before."

What Assymetrix Has Indexed

The Assymetrix data infrastructure represents the most comprehensive independent prediction market dataset assembled:

Nearly 2 billion on-chain events — Token transfers, matched orders, order fills, position splits, merges, payout redemptions, and condition resolutions with historical coverage back to September 2020. Both CTF exchange contracts (Standard and NegRisk) are indexed — a distinction most researchers miss entirely.
Over 270 million off-chain metadata records — Complete market catalogs including markets, events, outcomes, trades, user positions, and real-time data.
Over 200 million price snapshots — Time-series probability data captured at regular intervals, creating a continuous probability surface across all indexed markets from March 2026 onward.
Over 30 million canonical layer records — A unified normalization schema mapping markets, events, outcomes, trades, and orderbooks into one queryable structure.

Why It Matters Now

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The prediction market industry has outgrown its data infrastructure. Several structural dynamics are converging:

Growing demand for independence. As the prediction market ecosystem matures, developers and institutions need data infrastructure that is not owned or controlled by any single exchange. Assymetrix is venue-neutral by design.

Institutional adoption. Major financial institutions and exchanges are entering the prediction market space in 2026. Every new platform creates another data source that needs aggregation and normalization into a unified view.

Integrity and transparency. Academic research has highlighted the importance of on-chain data for market integrity analysis, including wallet-level pattern detection and trading behavior monitoring. Assymetrix provides the structured on-chain depth required for these use cases.

Regulatory evolution. Cross-venue transparency is becoming increasingly important as regulatory frameworks develop around prediction markets. Structured, independent data infrastructure supports compliance and reporting requirements.

AI agent infrastructure. Autonomous trading agents and AI-powered analytics tools are proliferating across the prediction market ecosystem. Every one of them benefits from cross-venue data access. Assymetrix's upcoming MCP server will provide AI agents with multi-platform data for the first time.

The Assymetrix Data API

Assymetrix's data is served through a read-only REST API designed to make prediction market data easy to consume. All data is normalized so developers don't need to handle platform-specific differences. Access is managed through API keys with tier-based permissions: the free tier provides unlimited access to current market metadata, with paid tiers unlocking historical depth, on-chain data, real-time streaming, and bulk export. Python and TypeScript client SDKs are on the roadmap.

A built-in playground in the developer portal allows developers to explore endpoints and test requests with their API key before integration.

Five Findings from Building the Infrastructure

The process of indexing billions of rows revealed structural insights about prediction market data:

Resolution mismatch is systemic. A significant portion of markets that appear identical across platforms have material differences in resolution rules — the "same question" is often two different contracts. The Assymetrix schema captures resolution metadata at the contract level.
Liquidity quality varies more than quantity. Two markets with the same dollar volume can have completely different signal quality depending on bid-ask spread, trader concentration, and time-weighted activity.
On-chain data is the deepest moat. Wallet-level P&L reconstruction, trading pattern analysis, and capital flow tracking require on-chain data that no off-chain API provides.
Cross-platform data infrastructure is increasingly valuable. Recent industry consolidation has demonstrated that independent data layers are a critical piece of prediction market infrastructure — validating the need for venue-neutral alternatives.
Intraday data reveals what daily data hides. With over 200 million price snapshots, Assymetrix captures the velocity of price discovery — how fast markets react, how quickly platforms converge, and where temporary divergence creates opportunities.

What's Coming Next

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The data layer is the foundation — not just for the API, but for a full-stack prediction market platform.

Today's announcement is the first product in a broader infrastructure play. Assymetrix is building toward a vertically integrated prediction market ecosystem where the data layer, the intelligence layer, and the exchange layer are built on the same infrastructure.

The roadmap:

Additional platform integrations this quarter, with multiple new venues planned for Q2/Q3 2026
MCP Server — Full dataset accessible to AI models via Model Context Protocol
Python and TypeScript SDKs
Admin key access for team management
Cross-venue intelligence platform — Dashboards, whale tracking, arbitrage detection, and AI-powered signals
Assymetrix Exchange — A native prediction market exchange built on the same data infrastructure

"Every new platform that launches makes our data layer more valuable, not less," said Karakitsos. "We built the data layer first — deliberately. When you understand the structural problems across the industry at the data level, you can design an exchange that solves them. That's where we're heading."

About Assymetrix
Assymetrix is a prediction market intelligence and infrastructure company building the data layer, intelligence layer, and exchange layer the industry is missing. The company indexes, normalizes, and adds intelligence across prediction market venues — providing venue-neutral data infrastructure for developers, traders, researchers, and institutions — with a native exchange on the horizon. Assymetrix currently covers Polymarket, Kalshi, and Limitless in one unified schema, with Predict.fun and additional platforms being integrated this quarter.

For more information, visit https://assymetrix.com
For developer access, visit https://data.assymetrix.com

Resources
Blog: We Indexed Every Prediction Market Into One Schema. Here's What We Found: https://www.assymetrix.com/blog/prediction-market-data-api-schema
Twitter/X: @assymetrix_com