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Historical Data Details

Polymarket UpDown

Optimized historical data for supported Polymarket 5-minute, 15-minute, and 1-hour UpDown markets.

Polymarket UpDown historical data has been collected since 2026-02-01.

Available data

Data typeContentsSample
l2Incremental L2 order book data from the Polymarket WebSocket.Download sample ↗
tradesTrades from the Polymarket WebSocket.Download sample ↗
onchain_fillsOn-chain trades from Polygon.Download sample ↗

See Data Schemas for column definitions.

API access and data format

Day API (-50% cost)

Download one asset/timeframe series for one UTC day:

asset: btc, eth, sol, xrp, bnb, hype, doge, zec.

GET /v1/polymarket/{data_type}/{YYYY}/{MM}/{DD}/{asset}-{5m|15m|1h}.zip

Use l2, trades, or onchain_fills as the data type. For example:

curl -H "api_key: <YOUR_API_KEY>" \
  "https://api.pmdata.dev/v1/polymarket/l2/2026/06/21/btc-5m.zip" \
  -o btc-5m.zip

ZIP archives use the UpDown dataset. The dated .parquet endpoint uses the full-market dataset.

Market slug API (single-market Parquet)

Download one market by slug:

GET /download/{data_type}/{slug}.parquet
curl -H "api_key: <YOUR_API_KEY>" \
  "https://api.pmdata.dev/download/l2/btc-updown-5m-1784332800.parquet" \
  -o btc-updown-5m-1784332800.parquet

Quota cost comparison

TimeframeDay APISlug APIDay API saving
5m144 quota / day288 quota / day50%
15m48 quota / day96 quota / day50%
1h12 quota / day24 quota / day50%

Captured real-time channels

PMData's downloadable files 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. On-chain fills are collected separately from Polygon.