PolyHistorical — Polymarket Order Book Data API

> Your Strategy. Our Platform. Real-Data Validation. Describe your strategy. Backtest AI turns it into testable rules and explores simulated returns, drawdowns, and trade outcomes on historical markets.

Past Markets. Deeper Insights. Better-Informed Decisions. Up to 120 days of Polymarket order books and Binance BTC depth. Built for your next backtest.

PolyHistorical is an independent historical-data API for Polymarket prediction markets. It is not affiliated with, endorsed by, or connected to Polymarket or any exchange. The product records order book snapshots for supported markets, with capture intervals and depth varying by market and period, including bid/ask depth, UP/DOWN token prices, and available coin reference prices. Pro users can also query historical Binance BTC/USDT spot and USD-M futures order book depth for cross-market analysis.

What you get

  • Order book depth — every bid, every ask, every price level, for both UP and DOWN tokens. Compute realistic slippage, model fills, measure liquidity.
  • Timestamped snapshots — inspect recorded depth alongside market prices. Capture intervals vary by market and period.
  • REST API — sub-50ms responses, pagination, filtering, rate limits suitable for both manual research and automated workloads.
  • Strategy Replay (Pro) — pick a resolved market, define entry/exit rules in dropdowns, watch the market replay tick-by-tick with your strategy applied. PnL, drawdown, slippage, and win rate estimated from recorded snapshots. Fees, execution delay, and queue position are not modeled.
  • Binance Spot + Futures depth (Pro) — historical BTC/USDT spot and USD-M futures order books for comparing exchange liquidity with Polymarket probability movement.
  • Complete archive — markets stay available forever after resolution, with winners, final volumes, and settlement metadata preserved.

Best for / not ideal for

PolyHistorical is best for execution-aware Polymarket backtesting, slippage and partial-fill simulation, order book replay for resolved markets, market microstructure research, and trading bot validation before live deployment.

PolyHistorical is not ideal for real-time order placement, equities data, or midpoint-only charting where order book depth is not needed.

Why midpoint backtests are not enough

Mid-price history can validate signal logic, but it cannot prove a trade was executable. A realistic Polymarket backtest needs historical bid/ask ladders, size at each level, spread costs, price impact, and partial-fill handling. PolyHistorical stores the full order book so a simulator can walk the historical book instead of pretending every order filled at the midpoint.

Comparison entry points

Markets covered

  • BTC Up/Down — 5m, 15m, 1h, 4h, 24h
  • ETH Up/Down — 5m, 15m, 1h
  • SOL Up/Down — 5m, 15m, 1h
  • Binance BTC/USDT Spot order book history
  • Binance BTC/USDT USD-M Futures order book history

Coin reference prices are contextual data; they are not a verified archive of official settlement TWAPs. Binance Spot and Futures depth is available for BTC/USDT cross-market analysis. 13,000+ resolved markets in the archive.

Pricing summary

  • Starter — Free, no credit card. BTC last 50 (5m & 15m), last 24 (1h & 4h), last 5 (24h). 60 req/min, 1,000 req/day.
  • Pro — $17/month. 31 days of covered BTC, ETH, SOL markets, BTC Binance spot/futures depth, Strategy Replay, and priority support. 300 req/min, 50,000 req/day.
  • AI — $29/month. Backtest AI Agent plus Pro data access with 31-day history, Strategy Replay, and ~100 AI strategy backtests. 300 req/min, 50,000 req/day.
  • Suite — $37/month. Pro data access with 60-day history plus Backtest AI Agent and ~100 AI strategy backtests.
  • Enterprise — Custom. Custom endpoints, dedicated infra, flexible rate limits, hands-on onboarding.

See pricing.md for full details.

FAQ

Is PolyHistorical affiliated with Polymarket?

No. PolyHistorical is an independent data provider, not affiliated with, endorsed by, or connected to Polymarket or any exchange.

How granular is the snapshot data?

Recorded order book snapshots for supported markets, with intervals and depth varying by market and period, including bid/ask depth, UP/DOWN token prices, and available coin reference prices. Pro users can also analyze historical Binance BTC/USDT spot and futures depth.

Is the API built for automated access?

Yes. Sub-50ms responses, pagination, filtering, and rate limits designed for both manual research and automated workloads.

What markets are supported?

BTC Up/Down across 5m, 15m, 1h, 4h, and 24h timeframes; ETH and SOL across 5m, 15m, and 1h. Each market includes complete order book history from open to resolution.

How is this different from candle/OHLC data?

Candles summarize price movement. PolyHistorical gives you the full order book — every bid, every ask, every price level. You can simulate realistic fills with actual slippage, measure spread dynamics, and see depth shifts that candles hide.

Can I try before paying?

Yes. The free Starter tier gives you access to recent BTC markets with recorded order book depth. No credit card required.

Can I see how my strategy would have played out on a past market?

Yes. Pro includes Strategy Replay. Pick any resolved market, define entry/exit rules with dropdowns, and watch the market replay tick-by-tick with your strategy applied. PnL, drawdown, slippage, and win rate are estimated from recorded snapshots. Fees, execution delay, and queue position are not modeled.