Events
/v1/events is the event-first counterpart to /v1/markets. Each
response row is a parent event (e.g. “2026 U.S. midterm elections”)
with its child markets nested inside, plus live prices on each child.
For most algorithmic-trading workflows the flatter /v1/markets shape
is easier to iterate over — use /v1/events when you need the
event-level grouping (event title, end date, category) without making
a second request per market.
List Events
Query Parameters
Example
Response
Envelope fields
While the cache is warming the endpoint may return HTTP 503 with a
Retry-After: 5 header (and a message field in the body) — wait the
suggested interval and retry. The cache is typically ready within
~30 seconds.Pairing with /v1/markets
The two endpoints draw from the same underlying data — every market
returned by /v1/markets?category=crypto belongs to one of the events
returned by /v1/events?category=crypto. Pick the shape that minimises
client-side work:
/v1/markets— flat, one row percondition_id. Best for bots that iterate over individual markets./v1/events— nested, one row per parent event. Best for UI rendering, category browsing, or any workflow where the event group matters.
Next Steps
- Markets — flat market-first shape
- Order Book — L2 depth for a specific market
- Batch Prices — Multi-market price lookup