Prediction API

The Prediction API is the read API for prediction-market data: tick-level YES/NO price history, a live stream of prices, bids, and trades, the instrument catalogue, and full-text search across it. Use it to discover contracts, enumerate the outcomes under an event, show live prices, and back charts or models with historical prices. Order placement and order history are in closed beta.

Environments

These endpoints are available in two environments, selectable from the server dropdown in the playground on each endpoint page:

Environment	Base URL
Production	`https://api.aries.com`
Staging	`https://api.tradearies.dev`

Paths, parameters, and response shapes are identical in both. Staging carries its own catalogue and tick history, so symbols and event IDs will not match production. The closed-beta order endpoints are available on staging only.

The three levels

Everything in this API is organized the same way, from broadest to narrowest:

Level	What it is	Example ID
Base event	A series of recurring questions	`UNR`
Event	One real-world question within the series	`UNR_0822`
Contract	One tradable outcome or strike under an event	`UNR_0822_3.5`

A contract’s symbol is the key used everywhere else: it is what you pass to the historical-data endpoints and the live stream, and what search returns.

Historical data

Endpoint	Description
Get historical ticks	Return YES/NO price history for a single contract over an optional time window.
Batch historical ticks	Retrieve ticks for up to 5 symbols in one request, each with its own window.

Live data

Endpoint	Description
Stream live prices	Server-sent events for contracts or whole events: each contract’s last YES and NO price and statistics, then every new bid and trade as it happens.

Reference data and search

Endpoint	Description
Search prediction market	Full-text search returning hits as contracts, events, or base events, ranked by open interest.
List categories	Return the category tree, for browsing and for filtering search by category.
Get event contracts	Return one event together with every contract under it.
Get base event	Return a base event with its events and each event’s contracts.

Orders (closed beta)

The order endpoints are in closed beta. They are available only to accounts enrolled in the beta, only on staging, and require an authenticated user. Request and response shapes may change before general availability.

Endpoint	Description
Place prediction order	Place an order for the authenticated user. Returns `202` once the order is sent, normally in `pending_new`.
List prediction orders	The user’s orders, newest first, filtered by state, account, or symbol.
Get prediction order	One order with every venue execution report against it.

Working with this API

Prices are decimal strings

yesPrice, noPrice, and tickSize are exact decimals serialized as JSON strings ("0.54", not 0.54). Parse them with a decimal type. Reading them into a binary float loses precision at the tick sizes these contracts trade at.

Search trails the catalogue

Search results come from an index that lags the catalogue by seconds. Use a hit’s symbol as a key, then read anything that must be current — state, tradable — from Get Event Contracts. Do not act on a hit’s own fields.

Venue times carry no zone

expectedPayoutTime, expectedLastTradeTime, and expectedResolutionTime are venue wall-clock times. The upstream feed carries no time zone, so the trailing Z is a label rather than a conversion — do not shift these into local time.

Response envelope

Every response uses the same envelope. On success:

{
  "success": true,
  "data": { }
}

On failure, success is false and error is a structured object with a categorical type (VALIDATION, NOT_FOUND, INTERNAL, EXTERNAL_SERVICE, …), a machine-readable code, and a human-readable message. Branch on type and code; message text is not fixed. The order endpoints return type in lowercase (bad_request, not_found, timeout, …).

{
  "success": false,
  "error": {
    "type": "NOT_FOUND",
    "code": "EVENT_NOT_FOUND",
    "message": "string"
  }
}

A 502 means the upstream data store or search index was unavailable — retry it; it does not indicate a bad request.

Common uses

Discover contract symbols and event IDs with search before pulling historical ticks.
Enumerate every strike under an event, or the full event/contract tree under a base event.
Pull YES/NO tick history for one or many contracts to drive charting and modeling workflows.
Stream live prices, bids, and trades for every contract under an event.
Re-read state and tradable from the catalogue before acting on a symbol found through search.

Historical Data

Reference Data

Live Data

Orders

Environments

The three levels

Historical data

Live data

Reference data and search

Orders (closed beta)

Working with this API

Prices are decimal strings

Search trails the catalogue

Venue times carry no zone

Response envelope

Common uses

​Environments

​The three levels

​Historical data

​Live data

​Reference data and search

​Orders (closed beta)

​Working with this API

​Prices are decimal strings

​Search trails the catalogue

​Venue times carry no zone

​Response envelope

​Common uses

Environments

The three levels

Historical data

Live data

Reference data and search

Orders (closed beta)

Working with this API

Prices are decimal strings

Search trails the catalogue

Venue times carry no zone

Response envelope

Common uses