List Markets
Query markets with filtering, sorting, and cursor-based pagination
Pagination
This endpoint uses cursor-based (keyset) pagination, which stays stable for large backfills and long-running crawls and does not return atotal count. To fetch the next page, pass the returned pagination.pagination_key as the next request’s pagination_key, keeping the same filter and sort parameters across pages.
| Constraint | Value |
|---|---|
limit | 1–100 (default 20) |
pagination_key | Cursor returned from the previous response |
Authorizations
Query Parameters
Filter by status: open or closed
open, closed Minimum price
0 <= x <= 1Maximum price
0 <= x <= 1Minimum open interest (USD)
x >= 0Minimum volume (USD)
x >= 0Filter by tag(s)
50Filter by event slug(s)
50Search in title (minimum 3 characters)
3 - 100Filter by condition ID(s)
50Filter by question ID(s)
50Filter by market ID(s)
50Filter by market slug(s)
50Filter by token ID(s) - matches either side_a or side_b
50Filter by predexon ID(s) - matches either side_a or side_b
50Filter to markets ending after this Unix timestamp
x >= 0Filter to markets ending at or before this Unix timestamp
x >= 0Sort by
volume, open_interest, price_desc, price_asc, expiration, expiration_asc, created, created_asc, relevance, volume_1d, volume_7d, volume_30d, trades_1d, trades_7d, trades_30d, oi_change_1d, oi_change_7d, oi_change_30d Number of markets to return
1 <= x <= 100Cursor returned from the previous response
Deprecated. Offset pagination has been removed; only 0 is accepted.
x >= 0Minimum rolling 1-day volume (USD)
x >= 0Minimum rolling 7-day volume (USD)
x >= 0Minimum rolling 30-day volume (USD)
x >= 0Minimum rolling 1-day trade count
x >= 0Minimum rolling 7-day trade count
x >= 0Minimum rolling 30-day trade count
x >= 0