/v4/data/prediction/markets/{id}/trades

100 credits per API call

Recent trades feed for a single market. Each row is one fill — outcome side, buy/sell direction, price, size and notional value — with the taker wallet attribution when the upstream exposes it.

Filtering and pagination

• after and before are ISO-8601 timestamps that

  define an inclusive time window. They are honoured by Kalshi natively. On
  Polymarket the upstream /trades feed has no time-window filter, so
  passing after or before against a Polymarket market
  returns 400 — set the platform via the path id rather than
  attempting cross-platform time queries.

• Pagination is cursor-based. The first call returns a pagination.cursor; pass it back verbatim as ?cursor=…

  on the next call. Cursors are fingerprint-bound to the time-window filter set.

Other notes

• taker is the wallet that crossed the spread on this fill.

  Populated on Polymarket; null on Kalshi (the public trades feed
  does not expose per-trade wallet attribution there).

• txHash is the on-chain settlement transaction hash where one

  exists. Populated on Polymarket and null on Kalshi.

• side is the outcome side (yes / no); direction is the order side (buy / sell)

  — both are surfaced because they answer different questions.