Polymarket Depth Data
Use Polymarket depth data to measure bid/ask liquidity, spread, slippage, available size, and realistic execution quality.
Polymarket depth data shows the available bid and ask liquidity behind market prices. It is the dataset you need when a strategy depends on whether orders could actually fill at a given size.
What Depth Data Shows
- Best bid and best ask for each outcome token.
- Size available at every visible price level.
- Spread and liquidity changes through time.
- How much price impact a simulated order would create.
Depth Data vs Price Data
| Data type | Best for |
|---|---|
| Price history | High-level charting and directional signal checks. |
| Depth data | Slippage, fills, capacity, market making, and execution research. |
| Resolved metadata | Settlement-aware PnL and outcome scoring. |