/v4/data/prediction/events

100 credits per API call

List prediction-market events across supported platforms. An event is a top-level grouping of one or more markets that share a common question or outcome set (e.g. "2028 US Presidential Election"). Each event row includes a roll-up of nested market counts, total volume, and total liquidity, with an opt-in to embed the full list of nested markets via includeMarkets=true.

Supported platforms (filter via platform or omit for a cross-platform feed):

• Polymarket — polymarket
• Kalshi — kalshi

Filtering, sorting and pagination

• The status, category, tag and search filters are only honoured by Polymarket. To use any of them you must also pin platform=polymarket — calling them without that pin returns 400 so the response is honest about what was filtered.
• sort accepts volume_desc, liquidity_desc, endingSoon, newest. When omitted on a cross-platform feed, results are interleaved so neither platform dominates the first page.
• Pagination is cursor-based. The first call returns a pagination.cursor; pass that value verbatim as ?cursor=… on the next call. Cursors are opaque, fingerprint-bound to the filter set, and expire when filters change — never construct or modify them by hand. The cursor field is omitted from pagination on the last page.

Other notes

• volumeUnit is usd on Polymarket events (dollar-denominated volume) and contracts on Kalshi events (number of contracts traded, not USD).
• totalLiquidity is null on Kalshi — quoted liquidity is not exposed at the event level on Kalshi; compute from per-market orderbook depth if you need it.
• status in the response is the verbatim upstream status string (richer than the status filter enum) — values can include paused, archived, settled, etc.
• markets is populated only when includeMarkets=true is passed; otherwise it is null. When populated, every nested market is returned (no internal cap).