Prediction markets now price the events that move macro and equity portfolios — Federal Reserve decisions, earnings outcome thresholds, tariff policy, M&A approvals, WTI and SPX settles, geopolitical chokepoints. Each contract is a probability set by participants with capital at risk, updated continuously, and resolved against a known outcome at settlement.
Pulling that data into a research stack used to mean months of upstream engineering — venue-specific APIs, raw onchain indexers, schema reconciliation, and ongoing maintenance through every venue upgrade. We've absorbed that work.
The result: a clean equity and macro signal source — hourly candlestick prices, per-fill trades, position-level data, and resolution outcomes across both venues, with four years of resolved history behind it.
Kalshi and Polymarket, unified, live on Dune today.
"We apply knowledge from prediction markets to equities — there's very interesting timing capability in markets on topics like tariffs and earnings." — Quant Researcher, Multi-strategy hedge fund
Federal Reserve rate decisions across multiple outcome thresholds, CPI prints, jobs reports, government shutdown, debt ceiling, single-name equity strikes (AAPL, NVDA, MSFT, TSLA, SPY weekly closes), S&P 500 inclusions, earnings outcome thresholds, M&A close probability, commodity dailies.
Read the full distribution of rate or close outcomes — not just the consensus — ahead of each Federal Reserve meeting or earnings catalyst. Size duration and single-name exposure based on the probability assigned to each strike. Backtest macro and equity signals against resolved history since June 2021.
Elections, tariffs, trade policy, regulatory decisions, agency appointments.
Signals for defense, energy, healthcare, and internationally exposed equities. Policy-regime signals for sector rotation.
Token price thresholds, ETF approvals, protocol governance, exchange decisions.
Signals for crypto-exposed equities. Wallet attribution on Polymarket is joinable to onchain exchange and token data already in Dune.
AI model releases, antitrust decisions, product launch outcomes.
Single-name signals ahead of regulatory or product events for technology companies.
Geopolitical events, conflict outcomes, international trade decisions.
Signals for energy, defense, and commodity-exposed names.
Two venues, side by side or unified. Four years of resolved history.
Onchain prediction market on Polygon, with wallet-level data.
CFTC-regulated Designated Contract Market with hourly probability series back to June 2021.
Both venues in one query across the prediction_markets.* tables. Compare, filter, and backtest across Kalshi and Polymarket without writing venue-specific transformation logic. Enterprise add-on.
Below are research examples you can run with Dune's Prediction Markets data. Explore interactive charts on the data collection page.
Talk to our data solutions team. Multiple access options available.
Looking to use Dune for your company?
