ForecastEx Data

ForecastEx Data API

Access normalized ForecastEx market data through the FinFeedAPI Prediction Market API, including market listings, metadata, trades, quotes, OHLCV, and order book data.

ForecastEx is a CFTC-regulated prediction market where participants trade Forecast Contracts tied to economic, political, government, and climate outcomes. Through FinFeedAPI, developers can integrate ForecastEx data using a consistent API designed for new applications and research.

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What Is ForecastEx?

ForecastEx is a U.S.-regulated prediction market and clearinghouse for Forecast Contracts. It operates as both a Designated Contract Market (DCM) and Derivatives Clearing Organization (DCO) registered with the Commodity Futures Trading Commission (CFTC).

Forecast Contracts allow participants to take positions on measurable future events by purchasing Yes or No contracts. Markets cover areas such as economic indicators, Federal Reserve decisions, government data, elections, and climate events.

Contracts are priced between $0.01 and $0.99, with prices reflecting the market implied probability of an outcome. A Yes contract priced at $0.72, for example, indicates an implied probability of approximately 72%.

Correct contracts settle at $1.00, while incorrect contracts settle at $0.00. Forecast Contracts are fully collateralized by cash.

ForecastEx at a Glance

Category	Details
Exchange Type	CFTC-regulated prediction market
Regulatory Status	Designated Contract Market and Derivatives Clearing Organization
Contract Structure	Binary Yes / No Forecast Contracts
Price Range	$0.01 to $0.99
Settlement	$1.00 for correct outcome, $0.00 for incorrect outcome
Collateral	Fully secured by cash
Market Topics	Economics, government, politics, and climate
Market Access	Qualified Futures Commission Merchants

How Do Forecast Contracts Work?

Forecast Contracts turn expectations about measurable future events into tradable Yes or No positions.

Core mechanics

Yes and No ContractsEach market asks a defined question about a future outcome. Participants purchase a Yes contract if they expect the event to occur or a No contract if they expect the opposite. ForecastEx treats Yes and No as separate contracts rather than two sides trading the same instrument.

Prices Represent ProbabilityForecast Contracts trade between $0.01 and $0.99 in $0.01 increments. Prices change as participants update their expectations and submit new bids. A Yes contract priced at $0.72, for example, indicates an implied probability of approximately 72%.

Fully Collateralized PositionsForecast Contracts are fully secured by cash. The payment obligation associated with each contract is collateralized rather than dependent on leveraged positions or margin-based liquidation mechanisms.

SettlementWhen the underlying event is determined, contracts settle according to the specified outcome. Correct contracts settle at $1.00, while incorrect contracts settle at $0.00. Market outcomes are based on designated sources such as government agencies, central banks, and other established organizations.

Closing a PositionForecastEx does not use conventional selling to close a Forecast Contract. Participants close an existing position by purchasing the opposite contract.

What Makes ForecastEx Different?

ForecastEx combines prediction markets with regulated financial-market infrastructure and several distinctive contract mechanics.

CFTC-Regulated Exchange and Clearinghouse

ForecastEx operates as both the exchange and clearinghouse for Forecast Contracts. Its DCM and DCO registrations place trading and clearing within the U.S. derivatives regulatory framework overseen by the CFTC.

Incentive Coupons

ForecastEx invests the cash securing Forecast Contracts and passes the earnings to Members through an Incentive Coupon. Coupons are based on the daily closing value of positions and distributed monthly.

Data-Driven Event Markets

ForecastEx focuses heavily on measurable economic, government, monetary-policy, and climate outcomes.

Multiple Time Horizons

Forecast Contracts can cover events across different horizons. Contracts may expire weekly, monthly, quarterly, or yearly, allowing markets to express expectations across both near-term releases and longer-term developments.

Broker-Based Market Access

Participants access ForecastEx through qualified Futures Commission Merchants (FCMs) rather than trading directly with the exchange.

Access ForecastEx Data Through FinFeedAPI

FinFeedAPI provides normalized access to ForecastEx through the Prediction Market API, allowing developers to integrate ForecastEx data without building directly against exchange-specific APIs. All datasets use a consistent structure designed to simplify storage, querying, visualization, and analysis across supported prediction market exchanges.

Market Listings

Active and historical markets with metadata and status.

Latest Market Activity

Current trades, quotes, prices, and volume signals.

Historical Trades & Quotes

Historical market activity for custom UTC time ranges.

OHLCV Data

Aggregated price history across supported intervals.

Order Books

Current market depth and historical limit order updates.

What Can You Build with ForecastEx Data?

ForecastEx data supports applications focused on economic expectations, event probabilities, and market activity.

Economic Forecasting Dashboards tracking market expectations for inflation, GDP, employment, and interest rates
Quantitative Research analyzing historical probabilities, trades, liquidity, and market reactions
AI Applications combining prediction market signals with macroeconomic data, news, and LLM workflows
Event Monitoring Platforms tracking probability changes around economic releases and policy decisions
Risk Analytics comparing Forecast Contract probabilities with financial and macroeconomic exposures
Historical Analytics studying how market expectations evolve before and after measurable events

Why Access ForecastEx Through FinFeedAPI?

ForecastEx has its own contract structure, identifiers, market mechanics, and data model. FinFeedAPI provides a unified interface for working with ForecastEx alongside other supported prediction market venues.

Benefits include:

One normalized API for multiple prediction market exchanges
Consistent market identifiers and metadata
Standardized trade, quote, OHLCV, and order book formats
Access to both historical and latest market data
Simpler integration for analytics, research, AI, and financial applications

The same integration can be extended to additional prediction market sources without rebuilding your data pipeline for every venue.

ForecastEx Data

Explore the Prediction Market API

Use the FinFeedAPI Prediction Market API to access normalized ForecastEx data, including market listings, metadata, trades, quotes, OHLCV, and order book data through a single developer-friendly integration.