Data coverage expanded: Crypto UpDown → All Polymarket marketsData from
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The most granular Polymarket Historical Data.

Download tick-by-tick order book snapshots & updates, trades, and Chainlink data. Colocated collection, ready for backtesting.

Tick-by-tick replay

Reconstruct state of the limit order book at any given past moment in time across all markets.

Low latency

Collected in AWS London, colocated with Polymarket's exchange, at 4.6 ms median latency. Minimal timestamp error via AWS PHC.

Comprehensive data coverage

All Polymarket markets and Chainlink stream data.

Focus on strategy research, leave data infrastructure to us.

Save on server hosting, data storage, and maintenance for an in-house Polymarket data pipeline.

100B+
available individual trade data points
1M+
stored markets
10TB+
of high-frequency historical market data
Since 2026-02
high-frequency data history
99.9%
avg. historical data completeness
260K+
downloads per day

Comprehensive tick-level datasets

Download historical tick-level order book snapshots, price change, tick size change, trades, on-chain fills, Chainlink, and Chainlink TWAP data (no proxy).

#market_slugtimestamplocal_timestampevent_typeask_pricesask_sizesbid_pricesbid_sizes
1btc-updown-5m-178433280017843325007700001784332500798498book[0.51, 0.52, ... 0.99][619.93, 162.67, ... 43595.86][0.5, 0.49, ... 0.01][393.44, 188.75, ... 43546.02]
2btc-updown-5m-178433280017843327933640001784332793377432book[0.52, 0.53, ... 0.99][116.97, 248.53, ... 42501.49][0.5, 0.49, ... 0.01][953.1, 115, ... 42705.77]
3btc-updown-5m-178433280017843327946000001784332794608325book[0.52, 0.53, ... 0.99][127.22, 253.53, ... 42501.49][0.51, 0.5, ... 0.01][5, 938.9, ... 42705.77]
4btc-updown-5m-178433280017843327956110001784332795642681book[0.6, 0.61, ... 0.99][405.88, 262.02, ... 42501.49][0.51, 0.5, ... 0.01][5, 938.9, ... 42705.77]
5btc-updown-5m-178433280017843327957510001784332795758615book[0.53, 0.6, ... 0.99][8.64, 405.88, ... 42501.49][0.51, 0.5, ... 0.01][5, 938.9, ... 42705.77]
6btc-updown-5m-178433280017843327962280001784332796237192book[0.6, 0.61, ... 0.99][405.88, 257.01, ... 42501.49][0.52, 0.51, ... 0.01][79.9, 5, ... 42705.77]
7btc-updown-5m-178433280017843327962940001784332796316292book[0.64, 0.65, ... 0.99][434.07, 674.5, ... 42501.49][0.53, 0.52, ... 0.01][5, 50, ... 42705.77]
8btc-updown-5m-178433280017843327973760001784332797385138book[0.64, 0.65, ... 0.99][229.07, 474.5, ... 42606.49][0.52, 0.51, ... 0.01][50, 5, ... 42705.77]

Order book snapshots from websocket feed. Since 2026-02-01

Download SampleSee Schema
Full documentation

Developer-centric API

Download all data for a market with a single HTTP request.

Python
import pandas as pd
market_slug = "will-jd-vance-win-the-2028-us-presidential-election"
data_type = "l2"
date = "2026/08/08"

url = f"https://api.pmdata.dev/v1/polymarket/{data_type}/{date}/{market_slug}.parquet"
df = pd.read_parquet(url, storage_options={"api_key": "<YOUR_API_KEY>", "User-Agent": "Mozilla/5.0"})
print(df.head())

Why PMData?

comprehensive - fair - transparent

Colocated data collection — Low-latency collection with minimal timestamp error via AWS PHC, built for high-frequency trading research and backtesting.

Full limit order book reconstruction — Level 2 snapshots and incremental updates to reconstruct the complete order book.

Raw data at the finest granularity — Original market data with no aggregation, downsampling, or processing.

Redundant collection — Dual WebSocket connections reduce the risk of data gaps during network disruptions.

Great for Up/Down markets — Chainlink prices and TWAP collected directly from Chainlink in the same region: the price Up/Down markets resolve on.

hftbacktest integration — Backtest strategies with a mature, high-performance high-frequency backtesting framework.