Polymarket Historical Order Book Data: Full Depth Snapshots
Access Polymarket historical order book data with full bid/ask depth, 300ms snapshots, BTC/ETH/SOL Up/Down coverage, and API access for backtesting.
Polymarket historical order book data is the missing dataset for realistic prediction-market research. Candles and midpoint prices show what happened at a summary level, but they do not show whether your order could actually have filled. PolyHistorical archives the full Level-2 book so you can study real depth, spread, slippage, and market resolution behavior.
What This Dataset Includes
- Full bid and ask depth for both UP and DOWN outcome tokens
- 300ms snapshots from market open through resolution
- BTC, ETH, and SOL Up/Down markets across supported timeframes
- Reference prices from Binance and Chainlink
- Settlement metadata, winners, final volumes, and market identifiers
Why Order Book History Beats OHLC
OHLC candles are useful for charting, but they hide the execution surface. A backtest that assumes fills at the midpoint will usually overstate performance. Historical order book data lets you walk the book at each decision timestamp, estimate the true average fill price, and reject trades that would not have had enough available size.
Common Use Cases
| Use case | Why historical order book data matters |
|---|---|
| Backtesting | Simulate fills with real depth and slippage instead of idealized prices |
| Market making | Measure spread, queue depth, and liquidity changes over time |
| Research | Study prediction-market microstructure and price discovery |
| Risk management | Estimate liquidation cost and position-size limits from available depth |
API Access
PolyHistorical exposes order book history through a REST API. Fetch markets, choose a slug, then request snapshots with order book depth enabled.
GET https://api.polyhistorical.com/v1/markets?coin=BTC&market_type=5m
GET https://api.polyhistorical.com/v1/markets/{slug}/snapshots?include_orderbook=trueWho Should Use This Page
This page is best for users searching for a direct source of historical Polymarket order books. If you need endpoint-level details, use the API documentation. If you need bulk exports, use the download and bulk export guides.