SOLUTIONS
Built for institutional decisions and market infrastructure
One event and liquidity layer for existing institutional workflows and the organizations that define market references.
Most common desk
Hedge funds
Compare event pricing without reconciling contract wording by hand.
Canonical event mapping
Market makers & prop
Compare headline price with a research estimate over eligible observed depth, with timing and shortfalls explicit.
Observed price-at-size research
Risk & research
Cite a probability that carries its source, its as-of time and the versioned math behind it.
Provenance and versioning
Data & quant
Feed a research pipeline records that are never silently recalculated.
Versioned structured records
Brokers & FCMs
Use a venue-neutral internal desk reference; client-facing delivery requires a separate written agreement and applicable source rights.
Neutral reference layer
Index providers & market infrastructure
Operationalize governed event definitions across venue contracts with explicit semantic states, rules-change monitoring, lifecycle state and versioned provenance.
Explore Market Infrastructure
PREDICT HERE · DEMO
Follow a market idea through a decision.
Select an exact contract, assess an illustrative proposal, review the assumptions and export a reproducible decision.
The Markets view presents permission-projected historical observations where available. The guided position and mechanics examples use explicitly labeled assumptions or fictional inputs. Missing terms, books, rights or source coverage stay unknown. Nothing shown is a live quote, executable order, custody service or settlement claim; this tour does not establish a completed hosted team workflow.
See it on your own event set
Walk your event universe through discovery, contract analysis and evidence retention. Open the public historical demo, then discuss organization coverage, source rights and access with us.