Polymarket darts data: tournament pricing at 250ms

Darts sits in the sports long tail — series Polymarket lists continuously but reports as long tail rather than counted splits — like other high-frequency event families.

Its record matches the counted families: full L2 books captured four times per second for each darts event PolyOrderbooks lists, while the official API serves only the live ladder with no history.

Darts match and leg questions resolve to the shared record — full bid/ask ladders with sizes, a captured_at timestamp, and the winning outcome — and trade as binaries like every other contract.

No darts-specific count is quoted because the family is measured as long tail; the honest indicative sizes live on the sports data page.

• Live ladder — official /book, free and keyless, current moment only (what the API serves).
• Historical depth — full L2 books at 250ms over REST, free Starter with 3 days, paid windows to 120 days.
• Discovery — /v1/series for darts events; /v1/markets for questions and slugs.
• Coverage — measured counts per sport on the sports data page.

A darts match is a leg-by-leg binary where the checkout pressure reprises the winner line inside a single visit. The official API shows the live ladder; the archive keeps the sudden-death leg so the deciding double can be replayed at the exact recorded second.

Darts sits in the sports long tail with the other high-frequency families — series listed continuously inside the 700k+ combined count, settled per fixture. The event clock is short and dense, so a session's worth of legs behaves like a quarter-style market sequence rather than a single flat book.

Three patterns survive the record well: whether the favourite tightens as the first to a set nears, whether a missed match-dart reprises the line within seconds and back again, and whether checkout-advantage on the throw shows up as a systematic bid-edge on the receiving side.

The access chain is identical to the other families: series and market endpoints for the session, then the archive window across the deciding legs for the complete second-by-second ladder.

The leg boundary is the reprise point: the executable side changes on a single visit to the board at the 121-to-160 checkout range.

As long tail, one session is a case study; a tournament week in one window is the minimum for claims.

3 days free captures a full darts session slate; Pro extends the window to 120 days.

Study one: measure the favourite's tightening as a leg reaches its checkout range (121 to 160), counting frames from the third dart of the visit to the new executable side.

Study two: replay a missed match-dart in sudden death and count the frames between the miss and the line's reversal; the venue's recorded sub-second reprise rate is the reference.

Study three: test whether the schedule advantage on the throw shows as a systematic bid-edge on the receiving side across a full session.

One darts session fits the free window; a tournament week in Pro stretches the sample to the point where checkout-pressure patterns become measurable.

The entry exercise is one leg: pull the deciding-leg window from the archive and count the executable-price moves between visits at the 121-to-160 checkout range. The third-dart miss and the reversal on the next visit are the two frames that teach darts books in one sitting.

Then pull the match-winner book at the same second and compare how much sharper the leg book trades; the leg-vs-match lag is the signature of the whole family.

Resolve the session and keep it queryable; one night of sessions fits the free window, and a tournament week in Pro is what lets checkout-pressure patterns clear the noise.

• Sports data
• Market data
• Order book data