Polymarket Historical Replay: Rebuild Past Markets Tick by Tick
Replay Polymarket historical snapshots to rebuild how prices, spreads, depth, and strategy fills changed before market resolution.
Polymarket historical replay rebuilds a past market from its saved snapshots. Instead of seeing only the final result, you can watch the path of price, spread, and liquidity from open to close.
What Replay Reveals
- When liquidity was available
- How spreads changed during volatility
- Whether a signal arrived before or after the move
- How much slippage a realistic order would have paid
Historical Replay vs Backtest
Replay is the market reconstruction layer. Backtesting adds strategy rules, fills, and performance metrics on top of that replay.
Good Replay Data
| Requirement | Reason |
|---|---|
| Consistent timestamps | Keeps event ordering reliable |
| Full depth | Enables realistic fills |
| Resolved outcomes | Completes final PnL |
| Reference prices | Connects event market price to underlying movement |