2.1M+ trades captured daily

Orderbook data
for up/down Polymarket.

Tick-by-tick order book snapshots & updates, trades for Polymarket. Comprehensive simple API.

Python
import pandas as pd
import requests
slug = "btc-updown-5m-1778803200"
data_type = "poly_l2"  # or "poly_snapshot"
url = f"https://api.pmdata.dev/get-download-url/{data_type}/{slug}"
resp = requests.get(url, headers={"api_key": "<YOUR_API_KEY>"})
download_url = resp.json()["download_url"]
df = pd.read_parquet(download_url)
print(df.head())

Tick-by-tick market data replay

Reconstruct state of the limit order book at any given past moment in time across all supported Polymarket up/down markets.

Parquet access

Each market tick dataset is contained in one Parquet file and can be downloaded directly over HTTP.

Tight integration with hftbacktest

Backtest Polymarket strategies with a mature, high-performance high-frequency backtesting framework.

Focus on strategy research, leave data infrastructure to us.

Save on server hosting, data storage, and maintenance for an in-house Polymarket data pipeline.

1B+
available individual trade data points
200K+
stored markets
1TB+
of high-frequency historical market data
Since 2026-02
high-frequency data history
99.9%
avg. historical data completeness
All up/down
markets

Comprehensive tick-level datasets

Download historical tick-level order book, price change, and last trade price data for Polymarket up/down markets.

market_slugtimestamplocal_timestampask_pricesask_sizesbid_pricesbid_sizes
btc-updown-5m-17788032002026-05-14 23:55:04.8502026-05-14 23:55:04.868[0.53, 0.54, ... 0.99][254.1, 676.46, ... 15815.58][0.52, 0.51, ... 0.01][47.0, 40.0, ... 15810.89]
btc-updown-5m-17788032002026-05-14 23:55:06.4692026-05-14 23:55:06.487[0.53, 0.54, ... 0.99][244.98, 676.46, ... 15815.58][0.52, 0.51, ... 0.01][47.0, 40.0, ... 15810.89]
btc-updown-5m-17788032002026-05-14 23:55:06.5052026-05-14 23:55:06.523[0.53, 0.54, ... 0.99][239.02, 676.46, ... 15815.58][0.52, 0.51, ... 0.01][47.0, 40.0, ... 15810.89]

Fast Polymarket backtests with pm-hftbacktest

Our Polymarket fork of hftbacktest runs real order book replay at research speed. An XRP 5m sweep from 2026-03-12 to 2026-03-20 finished in 12.5s on a MacBook Pro M3.

pm-hftbacktest on PyPI
12.5s
to backtest 8 days of XRP 5m markets
2,304
5-minute markets replayed
5.4ms
average runtime per market
XRP 5m Polymarket backtest cumulative profit from 2026-03-12 to 2026-03-20