Indices
Adjacent publishes rules-based indices built from event contracts. Each index has a ticker, a methodology, and a constituent book. Those contracts come from the venues Adjacent tracks.
How an Adjacent index is built
An index methodology defines the universe, selection, and weights. A composite holds child indices. It expands into venue markets. The calculating agent resolves each leaf weight. Each cycle a constituent is included, held on the last good mid, or excluded. The audit trail records the reason.
How to read an index level
A probability-based political index uses a 50–150 scale. 100 is the neutral baseline. The level minus 50 is that party implied win probability. A total-return index starts at 100. It measures cumulative return, so the probability conversion does not apply. A constituent market keeps its own 0–100 Yes probability.
How to access index data
Every published index is on the public JSON API. No authentication is required. The snapshot tier is delayed by 15 minutes. Each index page has a chart, weighted constituents, daily settlements with CSV export, and an embeddable widget.
Terms used on this page
- Event contract
- A contract whose value follows a defined event, such as an election. It settles on the outcome. It does not trade a continuous price forever.
- Prediction market
- A venue where event contracts trade, so their prices express a market-implied probability of the event happening.
- Prediction market index
- A rules-based benchmark built from selected event contracts. An index provider calculates it, not a venue.
- Constituent
- An event contract, or a child index, that an index holds. Each constituent carries a weight set by the index methodology.
- Composite index
- An index whose constituents are themselves indices. Leaf markets carry weights the calculating agent resolves.
Sources
Page last reviewed: 2026-09-24.