Polymarket historical data
Polymarket Historical Data
A last-price series does not show the spread or displayed size a strategy faced. DepthFeed stores the full bid/ask ladder on both sides at each stored observation for the markets and date ranges listed in its coverage documentation.
Polymarket historical order-book data is a sequence of recorded full-book observations over time. DepthFeed uses event-driven capture straight from the Polymarket CLOB websocket and serves the stored observations through REST; it does not claim observations for markets, timestamps, or gaps outside the documented archive.
Polymarket historical data at a glance
- Capture
- Event-driven CLOB websocket
- Persistence
- Raw CLOB deltas + normalized book observations
- Depth
- Full bid/ask ladder, both sides
- Market windows
- 5m · 15m · 1h · 4h · 24h
- Assets
- 7 — BTC · ETH · SOL · XRP · DOGE · BNB · HYPE
- Timestamps
- Millisecond observation time; venue-specific source stamps
- Underlying price
- Nearest preceding Binance reference when available
- History
- 7/30/90-day windows + full archive (Desk)
- Delivery
- REST history + normalized live WebSocket frames
- Resolution
- Raw stored observations or ?interval= 1s–1d
Discover a Polymarket market, then pull its history
Start with discovery so the market identifier and metadata remain attached to the request. The snapshot route returns recorded observations; include_orderbook exposes the stored ladder and interval selects one recorded row per bucket.
curl -s "https://api.depthfeed.com/v3/btc/markets?limit=5" \
-H "Authorization: Bearer df_your_key"
curl -s "https://api.depthfeed.com/v3/btc/markets/<market_id>/snapshots?include_orderbook=true&interval=1m" \
-H "Authorization: Bearer df_your_key"- Omit interval for raw stored resolution; downsampling selects a recorded observation and does not interpolate a missing book.
- Follow the response cursor for the next page instead of constructing offset pagination.
Polymarket historical data
What's in the archive
The full book, not a last price
A historical last price does not expose the spread or displayed size. DepthFeed's archive holds the full bid/ask ladder on both sides at each stored observation for supported polymarket markets, so you can inspect the recorded ladder and model an order against the liquidity visible at that observation.
Resolution that survives short-dated markets
Short-dated crypto markets can settle within minutes, so an hourly archive may capture only a small part of their path. DepthFeed uses full-book seeds plus CLOB price-change deltas; normalized book observations are stored at the configured persistence cadence; use the returned timestamps and documented series floors to determine whether a particular study has sufficient resolution.
History and live in one format
Pull stored depth through the REST API and subscribe to normalized current-book frames over WebSocket. The two surfaces share documented book concepts but can have different envelopes and venue-specific fields. Plans serve rolling 7-, 30-, and 90-day windows; Desk is bounded by the archive actually held.
Inspect a real historical slice before integrating
Start with a bounded recorded-book sample, verify timestamps and ladder shape, then create a key when the schema fits the research job.