markets.csv has one row per market per day, whether or not the market traded.
On any given day, most markets have no activity and report zeros.
The file is a census of what was listed, not of what moved.
markets.csv
Which days a market appears
An order-book market appears every day it’s listed, traded or not, up to and including the day it settles. After that it doesn’t appear again, because a settled market can no longer change. A combination appears only on the day it executes. It trades once and never changes afterward, so republishing it each day would repeat one trade forever. A combination’sreportTicker is COMBO.
Because it has a single trade, its open, high, low, and close are all that one price, and its openInterest equals its dailyVolume, unless every leg has settled by the end of the day. Then it’s 0.00, like any settled market.
Columns
string
The trading day the row describes, as
YYYY-MM-DD, from midnight to midnight Eastern.string
The market the row describes.
It’s the same identifier as
marketId in trades.csv, so you can join the two files on it.string
The product family the market belongs to: a sport and a bet type, like
MLB-SPREAD.
Every combination reads COMBO.
Group by this column to total open interest or volume per product.string
The contracts outstanding at the close of the day, counted across every day the market has traded, not just this one.
A holder with offsetting positions on both sides counts only for the difference, and each contract counts once, not once per side.
A market that has settled by the end of the day reports
0.00. For an order-book market, that day is its last appearance. A combination appears only on the day it executes, so it reports 0.00 only if it settles that same day.string
The contracts traded during this day alone.
A market can have open interest with no volume, which means it traded on an earlier day and those positions are still open.
string
The first price traded during the day, in cents to one decimal, from
0.0 to 100.0.
It’s empty if the market didn’t trade that day, which isn’t the same as trading at zero.
It’s never carried forward from an earlier session.string
The highest price traded during the day, in cents.
It’s empty on a day with no trades.
string
The lowest price traded during the day, in cents.
It’s empty on a day with no trades.
string
The last price traded during the day, in cents.
It’s empty on a day with no trades.
active | closed | determined | finalized
active accepts orders.
closed has stopped trading and awaits a result.
determined has a known result that isn’t paid out yet.
finalized has settled.openInterest and dailyVolume are in contracts, where one contract pays $1, with two decimal places.
Prices are in cents with one decimal place, because fills don’t land on whole-cent ticks: a close of 47.5 is a probability of 0.475.