Polymarket table tennis data: 35k fast-closing markets

Setka Cup table tennis trades as short-duration match and set markets. The live book is free to read from the official API, and a fixture can open, trade, and settle inside an hour.

Short life makes the archive problem worse, not easier: a 40-minute tennis event has no historical book at all once it settles, unless depth was recorded while it ran. PolyOrderbooks captures the full ladder four times per second for the table tennis series it lists.

Table tennis closes markets on minutes, so the archive is built for it: 250ms captures mean roughly 1,200 snapshots per five minutes of live trading, and the full bid/ask ladder lands in every one.

The stored record matches every other sport — ladders with prices and sizes, a captured_at timestamp, and the winning outcome once resolved — which makes a post-settlement replay of a Setka Cup set as exact as a crypto 5-minute market.

• 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 Setka Cup events; /v1/markets for questions and slugs.
• Coverage — measured counts per sport on the sports data page.

Setka Cup fixtures compress the entire lifecycle into under an hour: the match opens, the favorite edges out, a set swings, and the book settles at the handshake. Because the whole event fits inside a single free-tier window, table tennis is the best sport on the venue for a first replay study from the archive.

The market set mirrors the event: short-duration match winners and set markets, each settling as its own binary, each book closing on a separate clock — which makes the record a clean test of how a fast-moving 11-point game reprices a ladder in real time.

The characteristic behaviors worth measuring: whether set markets drift before the earlier sets finish, whether server runs widen the favorite inside a set, and whether the final-set book tightens to a handful of tight quotes that never fill.

The query, end to end: /v1/markets for the Setka slug, and the archive query around the match window — the result is the complete two-sided ladder at every 250ms tick from first serve to match point.

The event cadence is the story: a full open-trade-settle cycle inside sixty minutes is exactly why this family belongs in a quarter-style markets study.

Short-duration books make the repatriation of favourites toward the bound easier to see than in any multi-hour sport.

3 days of free 250ms history comfortably contains an entire week of Setka fixtures; Pro stretches the window to 120 days.

Study one: because a Setka fixture settles inside sixty minutes, test whether set-market drifts predict match-winner moves — the venue's one-sided share is the control variable on every frame.

Study two: replay an 11-point deciding set and count how many times the favourite's executable price touched the round bound; the venue-wide 98.6% on-grid baseline makes the count meaningful.

Study three: measure the spread of the final book inside the last three points and compare it with the book at first serve, isolating the compression that the archive preserves.

A single session of fixtures is a real study on this sport because every fixture is a full lifecycle; the whole week fits the free 3-day window plus the Pro tail.

A Setka fixture is the whole catalog in miniature, so the first exercise is one match: pull the full window from the archive, then narrate the lifecycle — open, favourite edges, set swing, settle — straight from the 250ms frames. No other family teaches the venue this quickly.

Then pull the set market and the match market for the same second during the swing and compare their executable prices. The set line moves first; seeing the lag is the lesson.

Finish by resolving the fixture and keeping it queryable — the entire one-hour lifecycle survives as evidence, which is more than the official API can ever say about the same match.

• Sports data
• Market data
• Order book data