Old Polymarket Order Book Snapshots
Access old Polymarket order book snapshots for resolved markets, historical bid/ask depth, replay, and backtesting research.
Old Polymarket order book snapshots are needed when you want to replay a resolved market after it has closed. The useful data is the historical book state: bid levels, ask levels, sizes, timestamps, and resolution metadata.
Why Old Snapshots Matter
- Closed markets are the best dataset for outcome-aware backtesting.
- Historical depth shows whether a strategy could have filled.
- Replayable snapshots help measure spread, liquidity, and probability movement.
- Resolved metadata lets you score the final payoff.
Snapshot Fields to Preserve
| Field | Use |
|---|---|
| Timestamp | Replay market state in order. |
| Bid and ask ladders | Simulate entries, exits, and slippage. |
| Market slug and metadata | Connect snapshots to the resolved market. |
| Outcome | Compute settlement-aware PnL. |