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mlb-polymarket-kalshi-matched-book-sample

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train · 1.2k rows

ts float64 1.78B 1.78B	date stringdate 2026-06-21 00:00:00 2026-06-21 00:00:00	game stringclasses 1 value	team stringclasses 1 value	poly_bid float64 0.09 0.98	poly_ask float64 0.1 0.99	poly_mid float64 0.1 0.99	kalshi_yes_bid float64 0.1 0.99	kalshi_yes_ask float64 0.11 1	kalshi_mid float64 0.11 1	xvenue_spread float64 -0.09 0.12	winner stringclasses 1 value	won float64 1 1	settled bool 1 class
1,782,000,027.733581	2026-06-21	ARI/MIN	MIN	0.4	0.41	0.405	0.42	0.43	0.425	-0.02	MIN	1	true
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1,782,000,508.08373	2026-06-21	ARI/MIN	MIN	0.4	0.41	0.405	0.42	0.43	0.425	-0.02	MIN	1	true
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1,782,000,568.145058	2026-06-21	ARI/MIN	MIN	0.4	0.41	0.405	0.42	0.43	0.425	-0.02	MIN	1	true
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1,782,000,628.210574	2026-06-21	ARI/MIN	MIN	0.4	0.41	0.405	0.42	0.43	0.425	-0.02	MIN	1	true
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1,782,000,748.347407	2026-06-21	ARI/MIN	MIN	0.4	0.41	0.405	0.42	0.43	0.425	-0.02	MIN	1	true
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1,782,000,868.49271	2026-06-21	ARI/MIN	MIN	0.4	0.41	0.405	0.42	0.43	0.425	-0.02	MIN	1	true
1,782,000,898.532257	2026-06-21	ARI/MIN	MIN	0.4	0.41	0.405	0.42	0.43	0.425	-0.02	MIN	1	true
1,782,000,941.184143	2026-06-21	ARI/MIN	MIN	0.4	0.41	0.405	0.42	0.43	0.425	-0.02	MIN	1	true
1,782,000,971.385171	2026-06-21	ARI/MIN	MIN	0.4	0.41	0.405	0.42	0.43	0.425	-0.02	MIN	1	true
1,782,001,001.586292	2026-06-21	ARI/MIN	MIN	0.4	0.41	0.405	0.42	0.43	0.425	-0.02	MIN	1	true
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1,782,001,182.87039	2026-06-21	ARI/MIN	MIN	0.4	0.41	0.405	0.42	0.43	0.425	-0.02	MIN	1	true
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1,782,001,303.767808	2026-06-21	ARI/MIN	MIN	0.4	0.41	0.405	0.42	0.43	0.425	-0.02	MIN	1	true
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1,782,001,787.49142	2026-06-21	ARI/MIN	MIN	0.4	0.41	0.405	0.42	0.43	0.425	-0.02	MIN	1	true
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1,782,001,908.487664	2026-06-21	ARI/MIN	MIN	0.4	0.41	0.405	0.42	0.43	0.425	-0.02	MIN	1	true
1,782,001,938.770436	2026-06-21	ARI/MIN	MIN	0.4	0.41	0.405	0.42	0.43	0.425	-0.02	MIN	1	true
1,782,001,969.048315	2026-06-21	ARI/MIN	MIN	0.4	0.41	0.405	0.42	0.43	0.425	-0.02	MIN	1	true
1,782,001,999.280681	2026-06-21	ARI/MIN	MIN	0.4	0.41	0.405	0.42	0.43	0.425	-0.02	MIN	1	true
1,782,002,029.53181	2026-06-21	ARI/MIN	MIN	0.4	0.41	0.405	0.42	0.43	0.425	-0.02	MIN	1	true
1,782,002,059.773669	2026-06-21	ARI/MIN	MIN	0.4	0.41	0.405	0.42	0.43	0.425	-0.02	MIN	1	true
1,782,002,090.024039	2026-06-21	ARI/MIN	MIN	0.4	0.41	0.405	0.42	0.43	0.425	-0.02	MIN	1	true
1,782,002,120.292007	2026-06-21	ARI/MIN	MIN	0.4	0.41	0.405	0.42	0.43	0.425	-0.02	MIN	1	true
1,782,002,150.529551	2026-06-21	ARI/MIN	MIN	0.4	0.41	0.405	0.42	0.43	0.425	-0.02	MIN	1	true
1,782,002,180.772187	2026-06-21	ARI/MIN	MIN	0.4	0.41	0.405	0.42	0.43	0.425	-0.02	MIN	1	true
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1,782,002,241.288945	2026-06-21	ARI/MIN	MIN	0.4	0.41	0.405	0.42	0.43	0.425	-0.02	MIN	1	true
1,782,002,271.542699	2026-06-21	ARI/MIN	MIN	0.4	0.41	0.405	0.42	0.43	0.425	-0.02	MIN	1	true
1,782,002,301.796932	2026-06-21	ARI/MIN	MIN	0.4	0.41	0.405	0.42	0.43	0.425	-0.02	MIN	1	true
1,782,002,332.050017	2026-06-21	ARI/MIN	MIN	0.4	0.41	0.405	0.42	0.43	0.425	-0.02	MIN	1	true
1,782,002,362.316165	2026-06-21	ARI/MIN	MIN	0.4	0.41	0.405	0.42	0.43	0.425	-0.02	MIN	1	true
1,782,002,392.597715	2026-06-21	ARI/MIN	MIN	0.4	0.41	0.405	0.42	0.43	0.425	-0.02	MIN	1	true
1,782,002,422.864739	2026-06-21	ARI/MIN	MIN	0.4	0.41	0.405	0.42	0.43	0.425	-0.02	MIN	1	true
1,782,002,453.130348	2026-06-21	ARI/MIN	MIN	0.4	0.41	0.405	0.42	0.43	0.425	-0.02	MIN	1	true
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1,782,002,543.946559	2026-06-21	ARI/MIN	MIN	0.4	0.41	0.405	0.42	0.43	0.425	-0.02	MIN	1	true
1,782,002,574.213778	2026-06-21	ARI/MIN	MIN	0.4	0.41	0.405	0.42	0.43	0.425	-0.02	MIN	1	true
1,782,002,604.486807	2026-06-21	ARI/MIN	MIN	0.4	0.41	0.405	0.42	0.43	0.425	-0.02	MIN	1	true
1,782,002,634.756086	2026-06-21	ARI/MIN	MIN	0.4	0.41	0.405	0.42	0.43	0.425	-0.02	MIN	1	true
1,782,002,665.056131	2026-06-21	ARI/MIN	MIN	0.4	0.41	0.405	0.42	0.43	0.425	-0.02	MIN	1	true
1,782,002,695.331086	2026-06-21	ARI/MIN	MIN	0.4	0.41	0.405	0.42	0.43	0.425	-0.02	MIN	1	true
1,782,002,725.610437	2026-06-21	ARI/MIN	MIN	0.4	0.41	0.405	0.42	0.43	0.425	-0.02	MIN	1	true
1,782,002,755.89401	2026-06-21	ARI/MIN	MIN	0.4	0.41	0.405	0.42	0.43	0.425	-0.02	MIN	1	true
1,782,002,786.175451	2026-06-21	ARI/MIN	MIN	0.4	0.41	0.405	0.42	0.43	0.425	-0.02	MIN	1	true
1,782,002,816.453682	2026-06-21	ARI/MIN	MIN	0.4	0.41	0.405	0.42	0.43	0.425	-0.02	MIN	1	true
1,782,002,846.734328	2026-06-21	ARI/MIN	MIN	0.4	0.41	0.405	0.42	0.43	0.425	-0.02	MIN	1	true
1,782,002,877.010786	2026-06-21	ARI/MIN	MIN	0.4	0.41	0.405	0.42	0.43	0.425	-0.02	MIN	1	true
1,782,002,907.295959	2026-06-21	ARI/MIN	MIN	0.4	0.41	0.405	0.42	0.43	0.425	-0.02	MIN	1	true
1,782,002,937.566675	2026-06-21	ARI/MIN	MIN	0.4	0.41	0.405	0.42	0.43	0.425	-0.02	MIN	1	true
1,782,002,967.815806	2026-06-21	ARI/MIN	MIN	0.4	0.41	0.405	0.42	0.43	0.425	-0.02	MIN	1	true
1,782,002,998.086981	2026-06-21	ARI/MIN	MIN	0.4	0.41	0.405	0.42	0.43	0.425	-0.02	MIN	1	true
1,782,003,028.363333	2026-06-21	ARI/MIN	MIN	0.4	0.41	0.405	0.42	0.43	0.425	-0.02	MIN	1	true

End of preview. Expand in Data Studio

MLB Cross-Venue Matched Book — Free Sample

One full MLB game (Arizona Diamondbacks @ Minnesota Twins, 2026-06-21), with Polymarket and Kalshi prices aligned tick-for-tick and the settled outcome labeled on every row.

This is a single-game sample of a larger archive. The point it proves: across the whole game, both venues priced the Twins' win probability within ~1¢ of each other on average — climbing together from ~0.10 to ~0.99 as Minnesota (the eventual winner) pulled away.


Game	ARI/MIN, 2026-06-21
Rows	1,204 aligned snapshots
Outcome	MIN won (`won=1.0`)
Mean \|cross-venue spread\|	0.009 (under one cent)

Why this is hard to get

Neither Polymarket nor Kalshi sells its historical order book, and it can't be reconstructed after the fact. Matching the same game across both venues on one clock — and labeling each tick with the eventual winner — is the value. The raw books underneath are irreplaceable.

Columns

ts, date, game, team, poly_bid/ask/mid, kalshi_yes_bid/ask/mid, xvenue_spread, winner, won, settled — see SCHEMA.txt for the full reference and methodology.

Honesty notes (read before modeling)

Polymarket is one-sided per game: it runs an active book on one token of each binary pair, so the other side is the exact complement (1 − poly_mid). Kalshi carries both sides.
poly_mid is a book midpoint, not a trade price.
Effective granularity is ~30–60s (both venues top-of-book, as-of joined at 30s).
Settlement is Kalshi's finalized resolution (ESPN doesn't cover MLB).

Quickstart

import pandas as pd
df = pd.read_parquet("mlb_matched_sample_ARI-MIN_2026-06-21.parquet")
print(df[["ts","team","poly_mid","kalshi_mid","xvenue_spread","won"]].head())

Citation

Mirrored on Zenodo with a DOI:

ZenHodl (2026). MLB Cross-Venue Matched Book (Polymarket × Kalshi) — Sample. Zenodo.
https://doi.org/10.5281/zenodo.20816908

Full archive & more datasets

The complete multi-day archive (every matched MLB game, growing daily) — alongside Polymarket & Kalshi order-book archives, settled-outcome layers, and microstructure packs — is at 👉 zenhodl.net/products. This single game is released free to show the structure and quality.

Captured live by ZenHodl — historical prediction-market order books the venues don't sell. More free tools + datasets at zenhodl.net/products.

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