Telonex Documentation
Telonex provides high-quality historical data from prediction markets, delivered as daily Parquet files via a simple REST API.
What We Offer
- Tick-Level Trades: Every executed trade with price, size, and side
- Order Book Snapshots: Top-of-book quotes and multi-level depth snapshots
- Market Metadata: Market details, outcomes, and identifiers
- Free Datasets: Browse all available markets and tags without an API key
- Daily Updates: New data available within hours after midnight UTC
Supported Exchanges
| Exchange | Status | Channels |
|---|---|---|
| Polymarket | Active | trades, quotes, book_snapshot_5, book_snapshot_25, book_snapshot_full, onchain_fills |
| Binance | Active | trades, quotes, book_snapshot_5, book_snapshot_25 |
Data Format
All data is delivered in Apache Parquet format, optimized for analytical workloads:
- Efficient columnar compression (typically 5-10x smaller than CSV)
- Native support in pandas, DuckDB, Spark, Polars, and most data tools
- Schema preservation with proper types
Getting Started
- Browse markets — Explore available markets and data (no API key needed)
- Create an account — Sign up to get your API key
- Explore the API — Learn about available endpoints
Use Cases
Telonex data is designed for:
- Quantitative Research: Backtest trading strategies on prediction markets
- Academic Studies: Analyze market efficiency, information aggregation, and forecasting accuracy
- Market Analysis: Study order flow, liquidity patterns, and price discovery
Support
Questions? Contact us at support@telonex.io.