Your strategy dissolves without proper backtesting data
themanclark• 17d ago
r/PolymarketTradingBiggest pain point isn't even the data cost but it's reconstructing the "tradable reality": order book depth/partials, fills, latency, and when you actually could've gotten size without nuking your edge. Most backtests accidentally assume "midprice fills" + infinite liquidity and then wonder why live is a dumpster fire.
↑2.4k
Complete price, order book, and liquidity data
Captured every 30 seconds
Full order book depth
Volume and liquidity metrics
30-Second Snapshot
{
"market_question": "Will Bitcoin hit $100k by end of Q1 2026?",
"market_id": "0x1a2b3c4d5e6f",
"timestamp": "2026-01-29T19:30:00Z",
"market_metadata": {
"volume_24hr": 847392.58,
"outcome_count": 2,
"total_liquidity": 285640.92,
"snapshot_interval_seconds": 30
},
"outcomes": [
{
"outcome_name": "Yes",
"outcome_slug": "outcome-0",
"token_id": "17409860016057368708342098630341745140682968229253328035718959482817476219213",
"orderbook": {
"spread": 0.002,
"best_ask": 0.657,
"best_bid": 0.655,
"mid_price": 0.656,
"asks": [
{
"price": 0.657,
"size": 12450.25
},
{
"price": 0.658,
"size": 8920.5
},
{
"price": 0.659,
"size": 5620.75
},
{
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"size": 3340.2
},
{
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"size": 2150.8
},
{
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"size": 1560.45
},
{
"price": 0.67,
"size": 980.3
},
{
"price": 0.675,
"size": 650.15
}
],
"bids": [
{
"price": 0.655,
"size": 14200.4
},
{
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"size": 9850.65
},
{
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{
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{
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{
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{
"price": 0.645,
"size": 1040.25
},
{
"price": 0.64,
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}
]
}
},
{
"outcome_name": "No",
"outcome_slug": "outcome-1",
"token_id": "94249903488493297284108522022589809086198156334096795835461730066528338722147",
"orderbook": {
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"best_ask": 0.346,
"best_bid": 0.344,
"mid_price": 0.345,
"asks": [
{
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"size": 13890.35
},
{
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},
{
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"size": 5980.25
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{
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{
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{
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{
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{
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],
"bids": [
{
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{
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{
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{
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{
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{
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},
{
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},
{
"price": 0.33,
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}
]
}
}
]
}Free Because We Already Collect It
We've been collecting massive datasets for statistical analysis & academic research. We realized the demand from developers to backtest their strategies, much like stocks & equities data that is readily available.
You just tell us what you need. If we don't have it available on-demand, we organize what we have and deliver it with urgency once indexed.