Download orderbook snapshots
Returns a Parquet file containing orderbook snapshots for a single market within the specified time range. Snapshots are interpolated to 1-millisecond resolution using last-observation-carried-forward (LOCF).
The time range is automatically clamped to the market’s active window
(from opened_at to resolved_at or closes_at).
Requires Early Access.
Documentation Index
Fetch the complete documentation index at: https://docs.probalytics.io/llms.txt
Use this file to discover all available pages before exploring further.
Authorizations
API key in the format credential_id:credential_secret.
Example: Authorization: Bearer api_brave_cosmic_falcon:sk_life_AbCdEfGh...
Query Parameters
Probalytics internal market UUID. Either market_id or market_platform_id is required.
Platform's native market identifier. Either market_id or market_platform_id is required.
Start of the time range (RFC 3339).
End of the time range (RFC 3339).
Response
A Parquet file containing orderbook snapshots interpolated to 1-millisecond resolution (LOCF).
Parquet columns: market_id (UUID), market_platform_id (String), platform (String),
outcome (Tuple: id, platform_id, name, index), bids (Array of (price, size) tuples sorted by price descending),
asks (Array of (price, size) tuples sorted by price ascending), timestamp (DateTime64(3), millisecond UTC).
The response is of type file.