Historical Polymarket Crypto Data

Download tick-level order books, trades, and on-chain fills for Polymarket crypto markets as Parquet files for quantitative research, market replay, and backtesting.

All

Crypto markets

hourly

updates

tick level

resolution

Endpoint

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

Historical datasets

What Is Included in Polymarket Crypto Data

Access historical market microstructure data across Polymarket crypto markets, including markets tied to prices, milestones, launches, and industry events. Query every file by UTC date and market slug.

L2 order book data

Tick-level order book snapshots and updates with timestamped bid and ask depth for market replay and liquidity analysis.

trades

Trade data

Executed trade records for studying price discovery, market activity, and historical trading behavior.

onchain_fills

On-chain fills

Blockchain-settled fill data for tracing wallet-level activity and validating outcomes against on-chain records.

How to Research Crypto Prediction Market Microstructure

Crypto prediction markets can react continuously because the underlying news cycle and spot markets operate around the clock. A price-threshold contract, a protocol milestone, and an industry event may all be tagged as crypto while exhibiting very different trading patterns. Analyze each contract's wording and resolution conditions before grouping markets, then use the tick timestamps to align probability changes with the external event or reference price relevant to that specific question.

Historical L2 data reveals whether a probability move was supported by persistent depth or occurred through a thin book. Trade records show executed prices and bursts of activity, while on-chain fills support wallet-level and settlement-oriented analysis. Together, these datasets help researchers estimate slippage, compare liquidity before and after announcements, and test whether a signal remained actionable after accounting for the quotes available at the time.

PMData's Polymarket crypto files are prediction market records; they are not exchange candles, token reference prices, or Chainlink feeds. Cross-market studies should join a separately sourced spot or oracle series using UTC timestamps and document the chosen venue, sampling interval, and lag assumptions. That separation is especially important for avoiding accidental look-ahead when testing reactions to rapid price moves or time-bound resolution thresholds.

Download Polymarket Crypto Data

import pandas as pd

market_slug = "your-crypto-market-slug"
data_type = "l2"
date_path = "2026/08/01"

url = f"https://api.pmdata.dev/v1/polymarket/
url += f"{data_type}/{date_path}/{market_slug}.parquet"

df = pd.read_parquet(url, storage_options={"api_key": "<YOUR_API_KEY>", "User-Agent": "Mozilla/5.0"})
print(df.head())

Research Polymarket Crypto Markets

Files are organized by UTC date and Polymarket market slug, so you can download only the markets and data types needed for a reproducible research workflow.

Event-driven analysis

Study how prediction market probabilities reacted to price moves, announcements, launches, and other crypto events.

Cross-market research

Compare order book and trade behavior across related crypto outcomes using consistent tick-level schemas.

Execution-aware backtests

Evaluate signals against historical spread and depth so simulated entries reflect available liquidity, not only midpoint prices.

Need another market category? Browse the complete Polymarket data archive.