> ## Documentation Index
> Fetch the complete documentation index at: https://docs.novig.com/llms.txt
> Use this file to discover all available pages before exploring further.

# Exchange Data

## Overview

Two anonymized CSVs for every trading day, published at
[data.novig.com](https://data.novig.com). **Trades** records every executed
trade; **Markets** snapshots every market. Static files behind a CDN — no API,
no authentication.

| Path                                       | Contents                                                   |
| ------------------------------------------ | ---------------------------------------------------------- |
| `/reporting/trade-data/index.json`         | Which dates each file below is available for               |
| `/reporting/trade-data/<date>/trades.csv`  | Every executed trade that date (midnight–midnight Eastern) |
| `/reporting/trade-data/<date>/markets.csv` | Every market that date: open interest, volume, OHLC        |

Each day publishes shortly after midnight Eastern. A day that fails validation
is withheld rather than published incomplete.

The manifest lists each file's dates separately, because the two publish
independently — a day whose trades are withheld still gets its market snapshot:

```json index.json theme={null}
{
  "dates": ["2026-08-06", "2026-08-07"],
  "marketDates": ["2026-08-06", "2026-08-07"]
}
```

`dates` is **Trades**. `marketDates` is **Markets**, and is absent on manifests
published before that file existed — read it as an empty list.

## Trades

### Rows are sides, not trades

Every trade appears once per side: one `TAKER` row — the order or quote request
that executed the trade — plus a `MAKER` row for each counterparty.

```csv trades.csv theme={null}
timestamp,outcomeId,marketId,contractSeries,league,marketType,tradeType,legs,cost,qty,side
2026-08-04T17:03:11Z,0b1c…,7f2e…,Basketball Moneyline,NBA,MONEY,STRAIGHT,1,45.5,100,TAKER
2026-08-04T17:03:11Z,44d9…,7f2e…,Basketball Moneyline,NBA,MONEY,STRAIGHT,1,54.5,100,MAKER
2026-08-04T18:41:52Z,9d8c…,9d8c…,Parlay,,,COMBO,3,50,200,TAKER
2026-08-04T18:41:52Z,9d8c…,9d8c…,Parlay,,,COMBO,3,150,200,MAKER
```

<Tip>
  **Working with the data:**

  * **Count trades** — count `TAKER` rows
  * **Price one side paid** — `cost / qty`, a probability between 0 and 1
  * **Total amount staked** — sum `cost` over all rows
  * **Notional volume in dollars** — sum `qty` over `TAKER` rows
</Tip>

### Columns

<ResponseField name="timestamp" type="timestamp">
  Execution time, ISO-8601 (UTC).
</ResponseField>

<ResponseField name="outcomeId" type="string">
  Outcome that traded. For a `COMBO`, the contract the combination cleared
  against — unique to that trade, so it cannot group two trades of the same
  legs.
</ResponseField>

<ResponseField name="marketId" type="string">
  Market of the trade. For a `COMBO`, the same value as `outcomeId`.
</ResponseField>

<ResponseField name="contractSeries" type="string">
  Product group: a sport and a family, e.g. `Basketball Moneyline`. Multi-leg
  trades read `Parlay`; an unrecognized sport or family reads `Other`. Group by
  this column to total volume per product.
</ResponseField>

<ResponseField name="league" type="string">
  League the contract is listed under, e.g. `NBA`. Empty for a `COMBO`.
</ResponseField>

<ResponseField name="marketType" type="string">
  Market type the contract is listed under, e.g. `MONEY`. Empty for a `COMBO`.
</ResponseField>

<ResponseField name="tradeType" type="STRAIGHT | COMBO">
  `STRAIGHT` is a single-outcome trade matched on the order book. `COMBO` is a
  trade on a combination of outcomes, filled against a requested quote.
</ResponseField>

<ResponseField name="legs" type="integer">
  Outcomes the contract combines. Every `STRAIGHT` trade has `1`.
</ResponseField>

<ResponseField name="cost" type="string">
  Dollars this side staked. The two sides of a trade together stake its
  notional value.
</ResponseField>

<ResponseField name="qty" type="string">
  Quantity in contracts, where one contract pays \$1. May carry a fraction.
</ResponseField>

<ResponseField name="side" type="TAKER | MAKER">
  Which side of the trade this row reports.
</ResponseField>

<Note>
  `cost` and `qty` are strings carrying full numeric precision, with no
  trailing zeros. **Fees are not included** in `cost` on either side.
</Note>

## Markets

`markets.csv` carries one row per market per day, whether or not it traded.
Most markets on any given day have no activity and report zeros — the file is a
census of what was listed, not of what moved.

<Note>
  **A combination appears on the day it executes, and only that day.** A
  combination trades once and never changes afterwards, so republishing it each
  day would repeat one trade indefinitely. Its `reportTicker` is `COMBO`, and
  because it has a single trade its `open`, `high`, `low` and `close` are all
  that one price, and its `openInterest` equals its `dailyVolume`.

  Order-book markets appear every day they are listed, traded or not, up to and
  including the day they settle. After that they do not appear again — a settled
  market can no longer change, so there is nothing further to report.
</Note>

```csv markets.csv theme={null}
date,marketId,reportTicker,openInterest,dailyVolume,open,high,low,close,status
2026-08-09,019fddfe…,ATP-FIRST_SET_MONEYLINE,0.00,420.73,50.5,54.5,50.5,51.0,finalized
2026-08-09,019fe4ad…,COMBO,0.00,85.91,20.0,20.0,20.0,20.0,finalized
2026-08-09,019fcbf2…,MLB-AL_CENTRAL_DIVISION_WINNER,9.25,0.00,,,,,active
```

### Columns

<ResponseField name="date" type="string">
  Trading day the row describes, `YYYY-MM-DD`, midnight–midnight Eastern.
</ResponseField>

<ResponseField name="marketId" type="string">
  Market the row describes. The same identifier as `marketId` in `trades.csv`,
  so the two files join on it.
</ResponseField>

<ResponseField name="reportTicker" type="string">
  Product family the market belongs to — a sport and a bet type, e.g.
  `MLB-SPREAD`. Every combination reads `COMBO`. Group by this column to total
  open interest or volume per product.
</ResponseField>

<ResponseField name="openInterest" type="string">
  Contracts outstanding at the close of the day, cumulative across every day the
  market has traded — not just this one. A holder with offsetting positions on
  both sides is counted only for the difference, and each contract is counted
  once rather than once per side. A market reports `0.00` on the day it settles,
  which is its last appearance.
</ResponseField>

<ResponseField name="dailyVolume" type="string">
  Contracts traded during this day alone. A market can carry open interest with
  no volume, meaning it traded on an earlier day and those positions are still
  open.
</ResponseField>

<ResponseField name="open" type="string">
  First price traded during the day, in cents to one decimal, `0.0`–`100.0`.
  Empty if the market did not trade that day, which is not the same as having
  traded at zero. Never carried forward from an earlier session.
</ResponseField>

<ResponseField name="high" type="string">
  Highest price traded during the day, in cents. Empty on a day with no trades.
</ResponseField>

<ResponseField name="low" type="string">
  Lowest price traded during the day, in cents. Empty on a day with no trades.
</ResponseField>

<ResponseField name="close" type="string">
  Last price traded during the day, in cents. Empty on a day with no trades.
</ResponseField>

<ResponseField name="status" type="active | closed | determined | finalized">
  `active` accepts orders. `closed` has stopped trading and awaits a result.
  `determined` has a known result not yet paid out. `finalized` has settled.
</ResponseField>

<Note>
  `openInterest` and `dailyVolume` are in contracts, where one contract pays
  \$1, with two decimal places. Prices are in cents with one, because fills do
  not land on whole-cent ticks — a `close` of `47.5` is a probability of 0.475.
</Note>

## Anonymity & Stability

Rows identify no trader, wallet, or order, and `COMBO` contract identifiers are
unique per trade by construction, so positions cannot be linked across trades.

Columns may be added over time — read the header row rather than assuming
positions. Files for past dates are immutable once published, except for
announced corrections, which republish the affected date in place.