Is Polymarket historical data delivered as a file or an API?

An API. DepthFeed serves history over a metered REST API (Bearer key, keyset pagination) and the present over a live WebSocket stream, both emitting the identical JSON snapshot objects. You can also pull whole-day data in bulk, but you never re-download a static file that goes stale — history and live share one format and one loader.

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 historical data

Polymarket Historical Data

Most Polymarket data you can find is a last price sampled once an hour — fine for a chart, useless for a backtest. DepthFeed keeps the full historical order book: the full bid/ask ladder on both sides, recorded on every change, captured finely enough to replay every market that ever opened.

Polymarket historical data, done properly, is the complete order book over time — every bid and ask level with its size at each change, not just the last traded price. DepthFeed records event-driven capture straight from the Polymarket CLOB websocket and serves that archive back over a REST API, so you can replay any past market exactly as it traded.

Polymarket historical 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's in the archive

The full book, not a last price

A historical last price tells you nothing about the spread or the size resting at each level. DepthFeed's archive holds the full bid/ask ladder on both sides, recorded on every change for polymarket's 5-minute, 15-minute, 1-hour, 4-hour, and 24-hour up/down crypto markets, so you can reconstruct exactly what you would have traded against at any past moment — and measure the slippage a real order would have paid.

Resolution that survives short-dated markets

Short-dated crypto markets settle in 5 to 60 minutes, so an hourly archive captures only a frame or two from a market's entire life. We record every book and price-change event as it happens (~10 ms median live delivery, measured), which is orders of magnitude finer than any free hourly archive — short-dated polymarket markets stay genuinely backtestable.

History and live in one format

Pull the depth you need over the REST API, replay it in your own stack, then point the same code at the live WebSocket — the frames carry the identical JSON. The archive deepens as the backfill extends; plans serve rolling 7-, 30-, and 90-day windows, with the Desk plan serving the full archive.

Start pulling polymarket historical 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.

Plans serve rolling 7-, 30-, and 90-day windows of full order-book history, and the Desk plan serves the full historical archive, which deepens as the backfill extends. Every window carries the complete bid/ask book, not a sampled last price. (Order-book depth can't be backfilled, so any provider's history starts when continuous capture began.)