Polymarket Historical Trades API: Available Data and Alternatives

Searches for a Polymarket historical trades API can refer to two different datasets: individual executed trade prints or historical order book snapshots. They are not interchangeable. PolyHistorical's documented Polymarket endpoints provide market metadata and timestamped snapshots, including optional bid and ask depth; snapshots should not be treated as a complete tape of every Polymarket execution.

Use Polymarket Snapshots for Book History

Find covered markets with GET /v1/markets, then request time-series data with GET /v1/markets/{slug}/snapshots. Snapshot records include outcome prices and reference coin price, with order book fields available when include_orderbook=true.

GET /v1/markets/{slug}/snapshots?limit=1000&offset=0&include_orderbook=true

This is appropriate for replaying observed book states, studying displayed liquidity, and estimating execution against available depth. It does not by itself identify every order or individual Polymarket trade that produced a price change.

Recent Binance Trade Endpoints

PolyHistorical also documents recent Binance Spot and Futures trade endpoints for BTC, ETH, and SOL. These return exchange trade records such as price, quantity, timestamp, and buyer-maker status. They are Binance trades, not Polymarket executions, and the documented routes are recent-trade endpoints rather than a Polymarket historical trade archive.

GET /v1/btc/spot/trades?limit=100
GET /v1/btc/future/trades?limit=100

Binance Spot and Futures trade routes require a Pro or Enterprise plan. See the Spot trades reference and Futures trades reference for supported parameters and response fields.

Choose the Dataset That Matches the Question

Related Resources

• Trade Tape vs Historical Order Book Snapshots
• Polymarket Market Replay API
• Price History vs Order Book Data