Polymarket

Full-market Polymarket historical data is available since 2026-06-01.

Available data

Data type	Contents	Sample
l2	Incremental L2 order book data from the Polymarket WebSocket.	Download sample ↗
trades	Trades from the Polymarket WebSocket.	Download sample ↗
onchain_fills	On-chain trades from Polygon.	Download sample ↗

See Data Schemas for column definitions.

API access and data format

GET /v1/polymarket/{data_type}/{YYYY}/{MM}/{DD}/{market_slug}.parquet

Send your API key in the api_key request header. Each response is one market's Parquet file for one data type and UTC date. New data is published daily.

WebSocket files include the source timestamp and a PMData receive timestamp, both stored at microsecond precision.

For supported 5-minute, 15-minute, and 1-hour markets, Polymarket Updown also provides optimized Parquet files.

Captured real-time channels

PMData's downloadable files currently include these events from Polymarket's market WebSocket:

• book — Complete order book snapshots sent on subscription and after trades that change the book. An initial subscription message can contain book objects for multiple outcome tokens. Stored in l2.
• price_change — Price-level updates caused by new or cancelled orders. One message can contain updates for multiple outcome tokens in price_changes[]. Stored in l2.
• last_trade_price — Trade execution updates. Stored in trades.
• tick_size_change — Changes to a market's minimum tick size. This is a market-level event. Stored in l2.
• market_resolved — Market resolution events containing the winning outcome. This is a market-level event. Stored in l2.

Market data collection details

PMData's market data collection infrastructure for Polymarket is located in AWS eu-west-2-az2 (London, Availability Zone 2).

Polymarket's exchange infrastructure is located in AWS eu-west-2 (London, Europe). CLOB market data is captured through WebSocket connections to wss://ws-subscriptions-clob.polymarket.com/ws/market.