Polymarket Subsecond Data: 300ms Order Book Snapshots
Access Polymarket subsecond data with 300ms order book snapshots. PolyHistorical captures full bid/ask depth at sub-second intervals for BTC, ETH, and SOL Up/Down markets.
What Is Polymarket Subsecond Data?
Polymarket subsecond data refers to order book snapshots captured at intervals below one second — specifically every 300 milliseconds. PolyHistorical is the only provider that archives Polymarket order books at this granularity, giving you 200x more data points than minute-level providers.
Why Subsecond Granularity Matters
| Use Case | Subsecond (300ms) | Minute-Level (60s) |
|---|---|---|
| 5-minute market analysis | ~1,000 snapshots per market | 5 snapshots per market |
| Scalping strategy backtests | Realistic fill simulation | Not viable |
| Order book sweep detection | Captures the event as it happens | Usually missed entirely |
| Spread dynamics | See spreads open, narrow, and widen | Only average spread visible |
| Market microstructure research | Publication-quality granularity | Insufficient for most studies |
| Slippage modeling | Accurate execution simulation | Rough approximation only |
What Each Snapshot Contains
Every 300ms snapshot from PolyHistorical includes:
- Timestamp — precise capture time
- Price Up / Price Down — last trade prices for both outcomes
- Full order book (Up) — all bid and ask levels with sizes
- Full order book (Down) — all bid and ask levels with sizes
- Volume — cumulative market volume
- Liquidity — total available liquidity
- Coin price — BTC/ETH/SOL spot price at that moment
Coverage
Subsecond snapshots are captured for all Polymarket Up/Down markets across:
- Coins: BTC, ETH, SOL
- Timeframes: 5-minute, 15-minute, 1-hour, 4-hour, 24-hour
- History: Unlimited on Pro ($17/mo), recent markets on the free Starter tier
Fetch Subsecond Data via API
import requests
API_KEY = "your_api_key"
slug = "btc-5m-up-down-2026-04-27-1200"
resp = requests.get(
f"https://api.polyhistorical.com/v1/markets/{slug}/snapshots",
headers={"X-API-Key": API_KEY},
params={"include_orderbook": "true"}
)
snapshots = resp.json()["data"]
print(f"Snapshots: {len(snapshots)} at ~300ms intervals")
for snap in snapshots[:3]:
bids = len(snap["orderbook_up"]["bids"])
asks = len(snap["orderbook_up"]["asks"])
print(f" {snap['time']} — Up: {snap['price_up']}, {bids} bids, {asks} asks")Subsecond Data for Backtesting
Subsecond data is critical for realistic backtesting of prediction market strategies. With 300ms snapshots, you can:
- Simulate limit order fills by checking the actual order book state at each decision point
- Model slippage by walking through order book depth rather than using a flat percentage
- Test timing-sensitive strategies like scalping, where entry/exit precision matters
- Detect microstructure patterns like depth clustering, spoofing, and liquidity cycles
How It Compares
| Provider | Polymarket Order Book History | Granularity | Price |
|---|---|---|---|
| PolyHistorical | ✓ Full depth | 300ms (subsecond) | Free / $17 Pro |
| Polymarket CLOB API | ✗ Live only | Real-time (no history) | Free |
| Dune Analytics | ✗ On-chain trades only | Block-level | Free / paid |
| Kaiko / Amberdata | ✗ No prediction markets | 10s-1min (CEX only) | $5,000+/mo |
Get Started
Sign up free at polyhistorical.com/signup — no credit card required. Start querying Polymarket subsecond order book data in under 2 minutes.