# Ticker Overview

Gemini prediction markets use structured ticker symbols to uniquely identify events and contracts. All tickers use the `GEMI-` prefix.

## Event and Contract Hierarchy

All prediction markets follow a two-level structure:

- **Event** - The outcome being predicted (e.g., a game, a price threshold, an election)
- **Contracts** - The tradeable positions within that event (e.g., Team A wins, Team B wins)

Contract tickers are always mapped to their parent event. When querying the API, you can retrieve all contracts for an event or trade individual contracts directly.

## Automated Market Tickers

Markets with programmatic resolution use structured ticker formats that encode event details directly:

| Market Type | Format |
|-------------|--------|
| [Commodities](/prediction-markets/tickers-commodities) | `GEMI-{Commodity}{Expiry}-{Contract}` |
| [Crypto](/prediction-markets/tickers-crypto) | `GEMI-{Asset}{Expiry}-{Contract}` |
| [Sports](/prediction-markets/tickers-sports) | `GEMI-{League}-{DateTime}-{Away}-{Home}-{Type}-{Contract}` |
| [Weather](/prediction-markets/tickers-weather) | `GEMI-{EventType}-{Location}-{Expiry}-{Contract}` |

These tickers are deterministic - you can parse them to extract event metadata like expiry time, teams, or underlying asset.

## Other Markets

Markets without automated resolution (e.g., political events, custom predictions) use unique identifiers that don't follow a structured format. The event → contract hierarchy still applies - contracts are grouped under their parent event and can be queried via the API.