Prediction Integrity · Market Snapshots
Market Snapshot Certification
Verifiable event-market state at a point in time. Price, volume, open interest, and liquidity bound into an Ed25519-signed snapshot — independent of the platform's mutable history endpoints.
CertifiedData proves the snapshot. The market platform stays the source of truth for live state. The certification is the audit record that outlives the live state.
Why certified market snapshots
Prediction markets generate evidence at every tick. Without certification, that evidence is mutable and platform-dependent. With certification, specific moments become independently verifiable.
Markets move; evidence does not
Event markets can move hundreds of times an hour. A snapshot certified at a specific timestamp produces a record that survives the volatility — what the market showed at that moment, frozen and signed.
Platform history endpoints are mutable
Most market platforms expose a history API that returns price/volume data on demand. Without certification, the platform can backfill, smooth, or correct that history silently. A certified snapshot is the only state record that resists post-hoc editing.
Researchers cite specific moments
Academic and institutional research on prediction-market calibration requires precise references to market state. Citing a certificate ID is stronger evidence than citing a screenshot or a query against a mutable API.
Compliance reviews need temporal proof
Regulatory and internal compliance reviews often ask 'what was the market showing at the time of the incident?' Certified snapshots produce a verifiable answer without depending on the platform's good faith.
Snapshot payload structure
The market_snapshot.v1 schema captures the market state fields plus the timestamp. Every field is included in the canonicalized bytes that produce the hash.
{
"artifact_type": "market_snapshot",
"artifact_schema": "market_snapshot.v1",
"source": "your-market-platform",
"market_id": "market_2026_general_outcome",
"timestamp": "2026-05-14T16:00:00Z",
"best_bid": 0.47,
"best_ask": 0.49,
"last_price": 0.48,
"volume": 184200,
"open_interest": 412000,
"liquidity": 95800,
"snapshot_hash": "sha256:..."
}The Ed25519 signature covers the canonicalized payload. Any modification to a price, volume, or timestamp field after issuance invalidates the signature — making post-hoc edits immediately detectable.
Capture strategies
Different operators capture snapshots on different triggers. Most production systems combine two or three strategies so the archive includes both regular cadence and notable moments.
Capture a snapshot at fixed intervals — every minute, every hour, every close. Predictable, easy to operate, useful for routine archives.
Capture when an event happens: price moves more than X%, volume crosses a threshold, a counterparty places a large order. Captures the moments that matter.
Capture immediately before a market resolves. The pre-resolution snapshot becomes the canonical record of what the market was showing when settlement triggered.
Capture when external news lands — election calls, regulatory announcements, sports outcomes. Pairs the market state with the external event timestamp.
Who uses certified market snapshots
Snapshot the market state at configurable intervals (close, mid-session, on price-move triggers). The snapshot ID can be referenced in trader-facing surfaces and compliance exports.
Sell snapshots as verifiable products. Customers can verify the snapshot was authentic without trusting either the vendor or the source platform.
Cite specific market states in studies, papers, and benchmarks. Reproducibility improves when the source data is cryptographically bound to a moment.
Benchmarks evaluating AI trading agents on live markets need verifiable historical state to compare predictions against. Certified snapshots are the canonical reference.
Journalists and analytics outlets covering prediction markets can cite verifiable market snapshots in their reporting — strengthening claims about market reactions to news events.
Export verifiable evidence of market state at the time of any incident or trader complaint. The snapshot supports audit without exposing the underlying internal database.
Frequently asked questions
What does a market snapshot certificate prove?
It proves the market state recorded in the payload — price, volume, open interest, liquidity — existed at the certified timestamp and has not been silently altered. Anyone with the public signing key can verify the snapshot independently.
How is this different from the platform's history API?
A history API is mutable: the platform can backfill, correct, or smooth historical data. A certified snapshot is a tamper-evident artifact bound to its hash and signature. The two are complementary — the history API stays useful for fresh data; the certified snapshot is the audit record.
Can I certify a snapshot from a market I don't operate?
Yes. As long as you have a verifiable read of the market state (an API response, a CSV export, a snapshot tool), you can canonicalize that read into a payload and submit it for certification. The signing platform signs what you submit — it does not validate the source.
How frequently should snapshots be captured?
Depends on the use case. Compliance-driven captures might be hourly or daily. Research-driven captures might be tied to specific events. High-volume operators often combine periodic snapshots with event-triggered captures so the archive includes both regular cadence and notable moments.
Does the snapshot include trader identities?
No. The snapshot is about aggregate market state — price, volume, open interest, liquidity. Trader-level data lives in the platform's order book and is not part of the snapshot payload. This keeps the certified record useful for public verification without exposing private trading activity.
Machine-readable summary
{
"concept": "Market snapshot certification",
"concept_type": "market-snapshot-primitive",
"canonical_url": "https://certifieddata.io/prediction-integrity/market-snapshots",
"parent_concept": "Prediction Integrity",
"related_concepts": [
"Certified predictions",
"Daily prediction manifest",
"Resolution audit trail",
"Prediction market auditability"
],
"artifact_schema": "market_snapshot.v1",
"certificate_type": "GENESIS",
"signing_algorithm": "Ed25519",
"hash_algorithm": "SHA-256 (RFC 8785 canonicalized)",
"payload_fields": [
"artifact_type",
"artifact_schema",
"source",
"market_id",
"timestamp",
"best_bid",
"best_ask",
"last_price",
"volume",
"open_interest",
"liquidity",
"snapshot_hash"
],
"capture_strategies": [
"periodic_interval",
"event_triggered",
"resolution_triggered",
"external_event_triggered"
],
"claim_boundary": "The snapshot proves the recorded market state existed at the certified timestamp and has not been altered. It does not validate the source platform's correctness or compliance posture."
}Add market snapshot certification
Use the same Ed25519-signed flow that powers every other CertifiedData artifact. The schema is the only thing that changes.