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Order books are served for Kalshi, Polymarket, Limitless and predict.fun. Trades are served for Kalshi, Polymarket and Limitless. A market with no leg on the venue you name answers 404 venue_not_listed; a leg that no longer trades answers 410 market_closed (order books). Order books are at most 10 levels per side (depth). A Polymarket NO book derived as 1 - YES is approximate, because Polymarket’s YES and NO are two real books; no_source says which you got. Price history windows span fewer than 1000 bars per window at the chosen resolution. Limitless trades are served on the trades route and the stream. Some Limitless markets have no trade record with us yet, and those answer 503 upstream_unavailable (“no live tape for this leg”), as any venue’s market with no trades does. A Limitless trade can reach us about a minute after it happened (one trade observed so far, so treat that figure as an estimate); its ts_ms is when it happened. predict.fun trades are not served.