Introduction

Tick-level Polymarket orderbook data API for backtesting and research.

Welcome to PolyData

PolyData provides historical Polymarket orderbook data at tick-level precision. Every order placed, every cancellation, every price change — captured and queryable through a clean REST API.

Quickstart

Make your first API call in 30 seconds.

API Reference

Full endpoint documentation.

Pricing

Transparent pricing. Pay with crypto.

Backtesting Guide

Build a backtest with PolyData.

What you get

Tick-level L2 orderbook

Every orderbook change captured at millisecond precision. Full bid/ask depth at every level — not just top-of-book.

OHLCV candles

Pre-aggregated candles at 1m, 5m, 15m, 1h, 4h, and 1d resolutions. Includes tick-count volume.

Bulk export

Stream entire date ranges as CSV or JSONL. Pipe directly into pandas, Polars, or your backtester.

Slippage simulation

Walk historical orderbooks to compute exact fill prices for any order size. No more guessing on size impact.

Data scale

27B+

Orderbook ticks indexed

60K+

Outcome tokens

3 mo

Historical depth

<100ms

Avg query latency

Use cases

• Backtesting — Replay tick-by-tick orderbooks to validate trading strategies before going live.
• Research — Analyze market microstructure, liquidity, cross-market correlations.
• ML feature engineering — Train models on clean, structured tick streams.
• Risk modeling — Understand realistic slippage for any position size.

How it works

1. We index the public Polymarket orderbook archive into ClickHouse.
2. You query via REST API with sub-100ms latency.
3. Pay only for what you need — daily lookups or full unlimited access.

Get started

Register for an API key and run your first query in under a minute.