Features

> Full order book depth, sub-second snapshots, and a fast REST API for Polymarket BTC, ETH, and SOL Up/Down historical data.

Strategy Replay (Pro)

Pick a resolved market, define entry and exit rules in dropdowns, and watch the market replay tick-by-tick with your strategy applied.

  • No-code condition builder
  • Tick-by-tick playback
  • Simulated fills + slippage
  • PnL, drawdown, win rate

Order Book Depth

Every bid and ask at every price level for UP and DOWN tokens. Compute slippage, model fills, and measure real liquidity.

  • Full bid/ask ladder
  • Both UP & DOWN books
  • Size at each level
  • Synced with BTC/ETH/SOL price

Timestamped Snapshots

Inspect timestamped order book snapshots alongside available coin reference prices. Check sample timestamps and fields for the markets you want to research.

  • Inspect capture timestamps
  • ISO 8601 timestamps
  • Coin reference prices
  • BTC, ETH & SOL markets

Fast API

Fetch recorded snapshots for your research workflow, with pagination and optional order book depth.

  • Historical snapshot access
  • Efficient pagination
  • Optional depth param
  • Compressed responses

REST + JSON

Standard REST endpoints. Filter by coin, timeframe, resolved status. Include or exclude orderbook depth per request.

  • GET-only interface
  • Query string filters
  • Consistent envelope
  • Detailed error codes

Complete Archive

Research available resolved markets within your selected historical window, with recorded snapshots and market metadata.

  • 31+ days retained
  • Winner + settlement
  • Final volume data
  • Full snapshot history

Market Metadata

Every market includes slug, IDs, start/end times, condition/CLOB tokens, and resolution status out of the box.

  • Polymarket IDs
  • CLOB token pairs
  • Start / end times
  • Resolution metadata

Use cases

  • Strategy Backtesting — Simulate order placement against real historical depth. Explore estimated entries and exits before testing your assumptions in live markets.
  • Liquidity Research — Measure how spreads, depth, and book imbalance evolve from market open through resolution across timeframes.
  • Bot Development — Train and validate market-making or signal-based bots on deterministic historical data before deploying capital.