Polymarket Historical Data for Backtesting and Research

Download tick-by-tick order book snapshots, updates, trades, and Chainlink prices data for Polymarket Up/Down markets through a simple market data API.

200K+

stored markets

99.9%+

historical data completeness

tick level

resolution

End point

/download/poly_l2/{slug}.parquet42 ms

/download/poly_trade/{slug}.parquet50 ms

/download/onchain_fills/{slug}.parquet61 ms

Dataset

What Is Included

Tick-by-tick order book snapshots and updates for reconstructing historical Polymarket order books.

Historical trade data from Polymarket websocket feeds for analyzing executed prices and market activity.

On-chain fill data from Polygon for tracking wallet-level trades and blockchain-settled market activity.

Downloadable Parquet files organized by market slug for research and backtesting.

Code

API Example

import pandas as pd
slug = "btc-updown-5m-1778803200"
data_type = "poly_l2"

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

Use Cases

Estimate fill quality and slippage under different order sizes.

Audit spread and depth regimes before deploying strategy changes.

Replay historical market states for execution-aware strategy testing.