120-Day BTC 24h Polymarket Historical Data API
Query 120 days of BTC 24h Polymarket history through an API built for paginated snapshots, filtering, and market replay.
120-day BTC 24h Polymarket historical data api gives traders and researchers a rolling multi-month sample of Bitcoin Up/Down markets. PolyHistorical captures full-depth order book snapshots at 300ms granularity, so API workflows can account for spread, liquidity, and the prices that were available at each point in a market.
A complete 120-day calendar window can contain up to roughly 120 scheduled 24h windows before launch dates, feed gaps, or unavailable markets are considered. Always measure the returned coverage instead of assuming every possible window exists.
Why Use a 120-Day Window?
Daily BTC contracts preserve a full market lifecycle for studying session effects, sustained moves, and settlement behavior. A 120-day lookback is long enough to compare multiple volatility and liquidity regimes while remaining practical for rolling research and repeated model validation.
API Workflow for a 120-Day Pull
Start by listing BTC 24h markets inside the required date range. Store the market and token identifiers, then request snapshots in bounded pages and checkpoint the last timestamp after each response. This makes a long backfill resumable instead of relying on one oversized request.
- Filter the market list by coin, interval, and time range.
- Request historical snapshots for each returned market.
- Paginate in chronological order and persist a cursor or timestamp.
- Validate both outcome books before building derived features.
See the PolyHistorical API documentation for the current endpoint and pagination contract.
Quality Checks Before Analysis
Historical depth is only useful when the sample is auditable. Check that timestamps are ordered, both outcome tokens are present, price levels are valid, and market resolution is known. Flag snapshot gaps instead of forward-filling across them, because invented book states can create fills that never existed.
For strategy work, avoid using midpoint as an execution price. A midpoint is descriptive; an order must interact with the bid or ask and may consume several levels when the requested size is larger than top-of-book liquidity.
120 Days vs 90 Days
Choose 120 days when that window matches your subscription, compute budget, or validation schedule. The 90-day BTC 24h historical data api page covers the longer alternative. Using both as rolling horizons can show whether a result is stable or overly dependent on the most recent regime.