{
  "schemaVersion": "vultax-public-research-data-v1",
  "articleUrl": "https://vultax.com/research/prediction-market-order-size-depth-audit",
  "datasets": [
    {
      "title": "Polymarket books with enough displayed asks to fill the order",
      "columns": [
        {
          "name": "Category",
          "unit": null
        },
        {
          "name": "Share of books",
          "unit": "%"
        }
      ],
      "rows": [
        [
          "100 contracts",
          100
        ],
        [
          "1,000 contracts",
          78.2
        ],
        [
          "10,000 contracts",
          63.6
        ]
      ],
      "measurementContext": "2,701 books with a best ask between 10¢ and 90¢, 17–18 September 2026; up to 20 price levels a book.",
      "sources": [
        {
          "label": "Polymarket public order-book schema",
          "url": "https://docs.polymarket.com/api-reference/market-data/get-order-book",
          "note": "Price and size levels; read 19 September 2026."
        },
        {
          "label": "Kalshi order-book API",
          "url": "https://docs.kalshi.com/api-reference/market/get-market-orderbook",
          "note": "Yes and No bid books; asks derived from the opposite bid."
        },
        {
          "label": "Vultax: what following a Polymarket trade late costs",
          "url": "https://vultax.com/research/polymarket-copy-trading-costs-and-tools",
          "note": "The cost of delay, measured on a separate dataset."
        },
        {
          "label": "Vultax: what large orders move on midterm contracts",
          "url": "https://vultax.com/research/polymarket-vs-kalshi-midterms-odds-2026",
          "note": "Depth on 65 matched midterm contracts."
        }
      ],
      "measurement": {
        "kind": "observed",
        "temporalCoverage": "2026-09-17/2026-09-18",
        "population": "2,701 Polymarket order-book snapshots with a positive, uncrossed bid and a best ask between 10¢ and 90¢",
        "methodology": "Walk the displayed asks for a fixed number of contracts; an order fits when the captured levels hold that many. No orders were placed."
      },
      "id": "capacity-chart",
      "kind": "published-chart",
      "description": "Vultax walked the displayed asks in 10,282 order-book snapshots at three order sizes. 100 contracts fit almost every book. 10,000 fit 64% of Polymarket books at a median 0.25¢ above the best ask, and 57% of Kalshi books at 15.38¢ above it.",
      "articleUrl": "https://vultax.com/research/prediction-market-order-size-depth-audit",
      "sectionUrl": "https://vultax.com/research/prediction-market-order-size-depth-audit#capacity",
      "publishedAt": "2026-09-20",
      "modifiedAt": "2026-09-20",
      "version": "8fcd5878d95ddc39c6d323be5ae578642ecf2d2793687e46f0f3b6aa007dc082",
      "isLive": false,
      "limitations": "Published research snapshots and calculations; these exports do not contain current quotes or live account data. Observation windows and populations are stated in the source captions and methodology. Missing metadata is unknown, not zero. Displayed asks walked in 10,282 hourly order-book snapshots from 17 and 18 September 2026; no orders placed, fees excluded. Nothing here is a recommendation to trade or financial advice.",
      "downloads": {
        "json": "https://vultax.com/research/prediction-market-order-size-depth-audit/data.json?dataset=capacity-chart",
        "csv": "https://vultax.com/research/prediction-market-order-size-depth-audit/data.csv?dataset=capacity-chart"
      }
    }
  ]
}