How do I access Polymarket market data?

Over a metered REST API (one Bearer key, keyset pagination) for history and latest snapshots, and a live WebSocket stream for the present — both emitting the identical JSON. The free Explorer tier needs no card to start; paid plans widen the history window and rate limits. Full reference and copy-pasteable examples live in the docs.

Can I backtest Polymarket strategies with this data?

Yes — that's what it's for. You get the full historical order book to replay a market and size fills against the liquidity that was actually there, then run the backtest in your own stack. Because history and the live stream share one JSON format, the code you backtest with also trades live.

Can I cancel anytime?

Yes. Paid plans are month to month and the free Explorer tier needs no card to start. Cancel anytime from the dashboard.

Polymarket market data

Polymarket Market Data

Most "polymarket market data" you can buy is a last price sampled on a clock — a single number that hides the spread and the size behind it. DepthFeed serves the real thing: the full order book, the market's own price, and the underlying crypto price, on every snapshot, over one API.

Polymarket market data, done properly, is three series on one timeline: the full order book (the full bid/ask ladder on both sides, recorded on every change), the market's own 0–1 price (its implied probability), and the underlying crypto reference price. DepthFeed records event-driven capture straight from the Polymarket CLOB websocket and stamps all three on every snapshot with epoch-millis timestamps, over a REST API and a live WebSocket.

Polymarket market data at a glance

Capture: Event-driven CLOB websocket
Live latency: ~10 ms median (measured)
Depth: Full bid/ask ladder, both sides
Market windows: 5m · 15m · 1h · 4h · 24h
Assets: 7 — BTC · ETH · SOL · XRP · DOGE · BNB · HYPE
Timestamps: Epoch-ms exchange + receive, per snapshot
Underlying price: Binance spot/futures, joined per snapshot
History: 7/30/90-day windows + full archive (Desk)
Delivery: REST API + live WebSocket, identical JSON
Resolution: Every change, or ?interval= 30s–1d downsample

What Polymarket market data covers

The full book, price, and underlying — one snapshot

Each snapshot carries the full bid/ask ladder on both sides, recorded on every change, the market's live 0–1 price read from that book, and the ASOF-joined Binance price for the underlying (BTC, ETH, SOL, XRP, DOGE, BNB, and HYPE) — all on one epoch-millis timeline. You reconstruct spread, depth, and the spot move that repriced the contract from a single feed, not three stitched-together sources.

Depth, not a last price

A last-price feed can't tell you whether your order would have filled or what slippage it would have paid. Because DepthFeed captures every book and price-change event as it happens (~10 ms median live delivery, measured), the polymarket market data you replay is the book that actually existed at each change — the columns a realistic backtest is built on.

Four views, one schema

The same market data drives every surface: the order book, the price series, the historical archive, and the API. Pull whichever you need in the identical JSON — start with the Polymarket order book, price data, historical archive, or data API below.

Start pulling polymarket market data

Free Explorer tier, no card. Full bid/ask depth and the underlying price on every snapshot, over a REST API and a live WebSocket stream.

Start free — no card Read the API docs

Questions, answered.

Three layers on every snapshot: the full order book (bid/ask price and size on both sides), the market's own 0–1 price (implied probability, read from that book), and the underlying crypto reference price — each stamped with epoch-millis exchange and receive timestamps. Not a single sampled last price.