API Time Filtering Guide for Historical Market Data
Filter historical Polymarket snapshots and Binance BTC depth by time range for precise replay, research, and backtesting windows.
API time filtering is essential for historical market data. Rather than downloading entire archives, researchers usually need a specific market window, such as the lifetime of a BTC 15m Up/Down market.
Good Time Filters
- Market open to market close
- Signal timestamp plus a pre/post window
- Last N minutes before resolution
- Binance spot and futures windows matching Polymarket snapshots
Best Practices
Use UTC timestamps, preserve timezone assumptions, and avoid mixing market-local display times with API query times. Keep the raw query window with your backtest output so the result can be reproduced.