Tuesday, April 2, 2013

Intrade Archive: Data for Posterity

A few years back, I have done some work on prediction markets. For this line of research, we have been collecting data from Intrade, to perform our experimental analysis. Some of the data is available through the Intrade Archive, a web app that I wrote in order to familiarize myself with the Google App Engine.

In the last few weeks, through, after the effective shutdown of Intrade, I started receiving requests on getting access to the data stored in the Intrade Archive. So, after popular demand, I gathered all the data from the Intrade Archive, and also all the past data that I had about all the Intrade contracts going back to 2003, and I put them all on GitHub for everyone to access and download. The Excel file contains a description of the contracts, while the zip file contains information about all the individual trades and the daily opening and closing prices.

On purpose, I exclude all the Financial contracts, as the trading of these events have limited research interest. (Plus, they were too many of them.) The information from "official" stock and options exchanges has much higher volume and is a better source of information than the comparatively illiquid contracts on Intrade.

The link to the GitHub repository is also now available from the home page of the Intrade Archive. I hope that the resource hungry crawlers can now be put to sleep, not to ever come back again :-)