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"

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 replay

Reconstruct state of the limit order book at any given past moment in time across all markets.

Parquet access

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

hftbacktest integration

Backtest 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_slug	timestamp	local_timestamp	ask_prices	ask_sizes	bid_prices	bid_sizes
btc-updown-5m-1778803200	2026-05-14 23:55:04.850	2026-05-14 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-1778803200	2026-05-14 23:55:06.469	2026-05-14 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-1778803200	2026-05-14 23:55:06.505	2026-05-14 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]

Backtests with pm-hftbacktest

Real order book replay at research speed. XRP 5m sweep from 2026-03-12 to 2026-03-20 finished in 12.5s.

pm-hftbacktest on PyPI

12.5s

Total Runtime

2,304

Markets Replayed

5.4ms

Avg per market