Polymarket Price Data
Polymarket price data has two distinct sources: the market-implied 0–1 price derived from a stored bid/ask ladder, and a preceding Binance reference price when a valid ASOF join exists. The archive contains more than 450 million observations; its longest-running series reach January 2026.
Polymarket price data combines the visible outcome book with a separately sourced reference series. DepthFeed derives bid, ask, and midpoint from each stored ladder and ASOF-aligns the nearest preceding Binance price when available; a missing reference remains null.
Polymarket price data, measured
These are not brochure numbers — they are computed directly from our live capture.
Polymarket; earliest series start January 2026
distinct up/down crypto markets
BTC 5-minute markets quote at the minimum tick
median book depth on a BTC market
Measured directly from DepthFeed's live ClickHouse archive, June 21, 2026.
Anatomy of a real Polymarket snapshot
This ladder is copied from one real BTC up/down 5-minute observation. The 10 ms source-to-receive difference applies to this sample only and is not a service commitment.
Yes/Up token book; the No/Down side is the binary complement (down = 1 − up). — captured 10 ms after the exchange timestamp.
- price_up / price_down
- The market's own price — each outcome quoted 0–1 (implied probability). Down is the exact complement of Up.
- btc_price
- The underlying crypto reference price, ASOF-joined to this exact snapshot.
- orderbook_up.bids / .asks
- The full resting ladder — [price, size] on both sides — what a real order actually fills against.
- id / time
- The historical REST response exposes the book's millisecond exchange timestamp as id/time; source and receive stamps are retained internally where available.
Polymarket price data at a glance
- Market price
- Outcomes quoted 0–1 (implied probability)
- Underlying
- Binance spot/futures, joined per snapshot
- Capture
- Event-driven CLOB websocket
- Persistence
- Raw CLOB deltas + normalized book observations
- 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
What Polymarket price data really is
The market's own price — read from the live book
Each Polymarket outcome trades between 0 and 1. DepthFeed derives best bid, best ask, and midpoint from the stored ladder rather than substituting a last trade. The displayed levels show the liquidity available in that observation; they do not guarantee queue position or a future live fill.
The underlying reference, joined when available
Historical queries ASOF-align the nearest preceding Binance spot/futures observation for the asset (BTC, ETH, SOL, XRP, DOGE, BNB, and HYPE). The join is timestamp-based and nullable, so research can distinguish a valid reference from a missing one.
Raw stored observations or a fixed interval
Snapshot endpoints return the observations stored for the selected market by default. Add ?interval= from 1s through 1d to select the latest stored book in each bucket. The API does not claim a book for unrecorded moments.
Worked example: how a Polymarket price resolves
Price data only means something if you can tie it to settlement. Here is a real settled BTC up/down market from the archive.
1The line is set at the open
At the open, Polymarket's own event metadata recorded the price to beat — the Chainlink reference — at $62,701.75. That is the level the 5-minute market resolves against.
2The book reprices as spot moves
Over the five minutes, BTC drifted lower. The recorded observations show how the Up token's bid/ask and displayed size changed alongside the available reference series; no value is interpolated between stored rows.
3Settlement against the close
At the close the final reference printed $62,519.65 — below the line — so the market resolved Down. The settlement anchors and timestamped book observations can be analyzed on the same timeline without implying that every row contains an exact settlement reference.
4Across the whole archive
Of the 60,307 settled crypto up/down markets we have captured open-and-close for, 49.2% resolved Up and 50.8% Down — a near coin-flip you can only see by measuring the real settlement record.
Precision notes — what's exact, and how we label it
Good data tells you how good it is. Here is exactly what each Polymarket price is.
Real bid/ask, never a stale print
The market price is derived from best bid, best ask, and midpoint in each recorded book observation, not substituted from a last-traded value.
Settlement-exact open and close
We capture the exact open and close reference from Polymarket's own event metadata (the Chainlink settlement anchors). For 1-hour, 4-hour, and 24-hour markets the intra-window underlying is exact Binance; for 5- and 15-minute markets the intra-window moving price is served as a clearly-labeled Binance proxy — so your model always knows which number it is trusting.
Captured live, because depth can't be backfilled
Order-book history cannot be reconstructed after the fact, so we record it continuously. Our Polymarket archive already spans 450 million snapshots; the longest-running series reach January 2026, with exact asset/window floors published in the docs.
Inspect the data before integrating
Start with a bounded sample, verify the fields and timestamps, then choose the API or research workflow that matches the job.
Questions, answered.
Historical queries ASOF-align the nearest preceding Binance spot/futures reference when one exists. The field is nullable, and the book timestamp identifies the observation used for the join.