Does Polymarket Offer Historical Order Book Data?
Learn what historical Polymarket order book data is available, why live CLOB data is not enough, and how PolyHistorical fills the archive gap.
Polymarket offers live market and CLOB data, but historical order book availability is harder. If you need to replay a resolved market or test whether an order would have filled, you need archived bid and ask ladders captured before the market resolved.
Why Live Data Is Not Enough
Live endpoints show the current state of a market. Backtesting needs the previous states: timestamped snapshots, bid depth, ask depth, token side, market metadata, reference prices, and final outcome. Without that archive, a strategy can accidentally assume fills that were never available.
What PolyHistorical Archives
- Full bid and ask depth for supported BTC, ETH, and SOL Up/Down markets.
- Sub-second snapshots for replay, slippage modeling, and liquidity analysis.
- Resolved market metadata, including outcome and lifecycle timing.
- Reference price context for crypto market movement research.
Best Uses
Historical order book availability matters most when you are measuring execution quality, spread costs, final-hour convergence, or strategy behavior across many resolved markets. It is the difference between chart research and fill-aware backtesting.