Is this last-trade price or real bid/ask?

Real bid/ask. Because DepthFeed records the full order book, the price data is the live best bid, best ask, and mid at each change — not a last-traded print that may be stale or off-mid. That distinction is the difference between a backtest that reflects real fills and one that quietly overstates your edge.

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 price data

Polymarket Price Data

Price data for Polymarket is two series, not one: the market's own yes/no price, and the underlying crypto price that drives it. DepthFeed carries both on every snapshot, joined by timestamp — so you can see the book state and the spot move that moved it, together.

Polymarket price data has two layers: the contract's own price (each outcome quoted 0–1, i.e. its implied probability) and the underlying crypto reference price. DepthFeed stamps both on every order-book snapshot with epoch-millis timestamps, so the market price, the spread, and the spot move that drove them all line up exactly.

Polymarket price data at a glance

Market price: Yes/no outcomes, quoted 0–1 (implied prob.)
Underlying: Binance spot/futures, per snapshot
Capture: Event-driven CLOB websocket
Live latency: ~10 ms median (measured)
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

Two price layers, one timeline

The market's own price — with the spread behind it

Each polymarket outcome trades between 0 and 1, its price the market's implied probability. But a single mid or last price hides the spread. Because DepthFeed carries the full bid/ask ladder on both sides, recorded on every change, you get the true bid, ask, and mid at each moment — real prices you could have transacted at, not a number sampled off a chart.

The underlying reference price, joined

Every snapshot joins to a high-frequency Binance spot/futures price for the underlying asset (BTC, ETH, SOL, XRP, DOGE, BNB, and HYPE). Line up the market's yes/no price with the spot move tick for tick by epoch-millis timestamp — the relationship you need to model how the crypto move repriced the contract.

Any interval, or raw ticks

Snapshot endpoints return every recorded change by default — full event-driven resolution. Add ?interval= (30s, 1m, 5m, 1h, up to 1d) to downsample server-side to one book per bucket, finer or coarser than fixed-grid sources, without re-downloading and thinning client-side.

Start pulling polymarket price 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.

Yes. Every order-book snapshot is stamped with a high-frequency underlying reference price (Binance spot/futures) for the asset, alongside the market's own yes/no price. Both carry epoch-millis timestamps, so you can join the contract price to the spot move that drove it without stitching two sources together yourself.