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Event markets
Prediction Market Trading
Route larger event-market positions through a controlled RFQ workflow instead of fragmented manual channels.
Example
A trader or fund takes positions on economic, political, sports, or event-based markets through the RFQ exchange.
Market challenge
Event-market liquidity can be thin, time-sensitive, and operationally fragmented for larger institutional-style trades.
Before and after ORDIS
Move from manual coordination to private RFQ execution.
Before
×Thin order books
×Manual market outreach
×Time-sensitive quote risk
×Weak operational records
After
✓Timed RFQ window
✓Eligible event-market LPs
✓Ranked quotes
✓Captured trade rationale
How ORDIS helps
A clear path from intent to execution.
Define position
The desk specifies market, side, size, and quote deadline.
Request liquidity
ORDIS coordinates with eligible providers that support the event market.
Compare pricing
The trader sees ranked quotes before the validity window closes.
Execute with record
Execution state is captured for operational review.
Customer value
Structured RFQ workflow for time-sensitive event-market tradesReduced reliance on manual bilateral coordinationClearer record for pricing and execution decisions
Designed to expand
Event markets show how programmable RFQ can serve time-sensitive, fragmented markets where larger customers need structure and speed.
Recommended integration paths
Choose the path that fits the customer.
Next step
Map this workflow to your operating model.
Explore the workflow with ORDIS to align asset coverage, users, settlement routes, controls, and integration scope.
Broader opportunity
The same RFQ infrastructure can support additional assets, liquidity providers, integration methods, and partner surfaces over time.