Backtesting

ETH 5m Trade Flow Replay

Replay ETH 5-minute Polymarket trade flow with historical depth, spread context, and execution-aware strategy checks.

ETH 5m trade flow replay is built for short-horizon strategy work. Five-minute markets compress price discovery, liquidity changes, and expiry behavior into a small window, so execution assumptions matter.

How to Use Trade Flow

  • Align trades with the nearest historical order book snapshots.
  • Compare executed price with the available bid and ask at that time.
  • Measure spread widening after bursts of activity.
  • Reject strategy fills when there was not enough historical size.

Why ETH 5m Is Different

Fast ETH markets can move on small reference-price changes. Replay makes it easier to separate a clean signal from an execution artifact, especially when liquidity changes faster than a minute-level chart can show.

Related Resources

Core Polymarket Data Resources

Polymarket historical data for backtesting Backtesting-ready historical data for prediction market strategies. Free Polymarket data starter kit Download sample CSV, JSON, and Python files for Polymarket order book workflows. Polymarket historical data API API access for historical Polymarket market and order book data. Polymarket historical order book data Full-depth bid and ask snapshots for historical Polymarket markets. Polymarket order book API Order book endpoints for Polymarket market data workflows. Polymarket historical dataset Dataset options for historical Polymarket research and downloads.