Kalshi and Polymarket Data Go Live on Dune for Macro Signals

Kalshi and Polymarket, two of the most prominent prediction markets, have unified their data on the Dune platform, creating a powerful resource for macro and equity research. The integration, announced on May 21, 2026, offers traders and analysts a clean signal source with hourly candlestick price data, position-level trades, and four years of resolved history.

The move simplifies access to prediction market data that was previously fragmented across different APIs and on-chain indexers. By unifying the datasets under a single schema, Dune allows users to seamlessly query and backtest macroeconomic signals, equity outcomes, and broader geopolitical events. According to Dune, this eliminates months of engineering work typically needed to integrate such data streams into a research stack.

Why This Data Matters

Prediction markets like Kalshi and Polymarket price real-world events such as Federal Reserve rate decisions, corporate earnings thresholds, and geopolitical crises. These markets enable participants to trade binary contracts tied to specific outcomes, with probabilities constantly updated based on market sentiment and capital flows. This data is now accessible via Dune for SQL-based queries or direct warehouse delivery, providing actionable insights for macro desks, equity researchers, and quantitative analysts.

Kalshi, backed by over $1.2 billion in recent funding, operates as a U.S. CFTC-regulated exchange. Its data includes granular contract details on key macro events, such as every Federal Reserve meeting and CPI release since mid-2021. Polymarket, an on-chain platform running on Polygon, adds wallet-level trade data, offering unique insights into 'smart-money' positioning and event-specific volatility analysis.

Use Cases Across Markets

With this integration, traders can explore how prediction markets price critical events across multiple sectors:

• Macro: Federal Reserve rate decisions, debt ceiling negotiations, and CPI prints provide data to predict market shifts and position portfolios accordingly.
• Equities: Single-name strike probabilities for companies like Apple (AAPL), Nvidia (NVDA), and Tesla (TSLA) offer signals for earnings outcomes and sector rotation.
• Crypto: Polymarket data integrates with existing on-chain datasets on Dune, providing insights into crypto price thresholds, ETF approvals, and token governance.
• Geopolitics: Pricing of conflict outcomes or trade decisions offers actionable signals for energy and defense stocks, as well as commodities.

The repository also supports backtesting, allowing users to evaluate how prediction markets have performed historically. For example, hedge funds can analyze Kalshi’s strike ladder data to forecast the WTI crude oil front-month close or assess how Polymarket priced volatility in Nvidia’s stock ahead of critical events.

The Bigger Picture

This integration comes as prediction markets are gaining mainstream traction. Kalshi, valued at $22 billion after its recent $1.2 billion funding round, has seen rapid growth, with reported weekly trading volumes reaching $2 billion in early 2026. The company is positioning itself as a serious financial exchange rather than a gambling platform, leveraging its federal regulatory status to expand its user base in macro and equity trading.

As of now, Dune users can access Kalshi and Polymarket data for free, with advanced features like intrabar volatility modeling and wallet attribution available under enterprise subscriptions. This development underscores the increasing role of prediction markets in providing actionable signals for traditional financial markets, further blurring the line between decentralized finance and institutional trading.

For traders and researchers eager to explore this data, Dune offers interactive dashboards and SQL-based queries on its prediction markets collection. The integration not only democratizes access to historical and real-time data but also enhances the analytical capabilities of anyone looking to trade on macro and equity signals derived from real-world event probabilities.