Is this a last-trade price or the real bid/ask?

Real bid/ask. Because DepthFeed records the full order book, the price is the live best bid, best ask, and mid at each change — not a last print that may be stale or off-mid. That is the difference between a backtest that reflects real fills and one that quietly overstates your edge.

Can I backtest Polymarket strategies with this data?

Yes — that's what it's for. You get the full historical order book to replay a market and size fills against the liquidity that was actually there, then run the backtest in your own stack. Because history and the live stream share one JSON format, the code you backtest with also trades live.

Can I cancel anytime?

Yes. Paid plans are month to month and the free Explorer tier needs no card to start. Cancel anytime from the dashboard.

Polymarket price data

Polymarket Price Data

Polymarket price data is two series, not one: the market's own 0–1 price — its implied probability — and the underlying crypto price that drives it. DepthFeed carries both on every order-book snapshot, joined by epoch-millis timestamp, across an archive of 450 million snapshots reaching back to January 2026.

Polymarket price data has two layers: each outcome's own price (quoted 0 to 1, i.e. its market-implied probability, read as the live best-bid/ask midpoint) and the underlying crypto reference price. DepthFeed stamps both on every order-book snapshot with epoch-millis timestamps, so the market price, the spread, and the spot move that drove them line up exactly.

Polymarket price data, measured

These are not brochure numbers — they are computed directly from our live capture.

450M

order-book snapshots

Polymarket archive, since January 2026

380,000+

markets captured

distinct up/down crypto markets

0.01

typical spread

BTC 5-minute markets quote at the minimum tick

~94,000

shares resting

median book depth on a BTC market

Measured directly from DepthFeed's live ClickHouse archive, June 21, 2026.

Anatomy of a real Polymarket snapshot

This is one real order-book snapshot from a BTC up/down 5-minute market, captured 10 milliseconds after the exchange stamped it — not an illustration. Every field below is what the API actually returns.

Resting size at each price level — btc-updown-5m (Polymarket CLOB). Bar length ∝ size.

Yes/Up token book; the No/Down side is the binary complement (down = 1 − up). — captured 10 ms after the exchange timestamp.

price_up / price_down: The market's own price — each outcome quoted 0–1 (implied probability). Down is the exact complement of Up.
btc_price: The underlying crypto reference price, ASOF-joined to this exact snapshot.
orderbook_up.bids / .asks: The full resting ladder — [price, size] on both sides — what a real order actually fills against.
exch_ts_ms / recv_ts_ms: Exchange and receive times in epoch-millis (here 10 ms apart), so book, price, and spot all align.

Polymarket price data at a glance

Market price: Outcomes quoted 0–1 (implied probability)
Underlying: Binance spot/futures, joined per snapshot
Capture: Event-driven CLOB websocket
Live latency: ~10 ms median (measured)
Assets: 7 — BTC · ETH · SOL · XRP · DOGE · BNB · HYPE
Timestamps: Epoch-ms exchange + receive, per snapshot
Underlying price: Binance spot/futures, joined per snapshot
History: 7/30/90-day windows + full archive (Desk)
Delivery: REST API + live WebSocket, identical JSON
Resolution: Every change, or ?interval= 30s–1d downsample

What Polymarket price data really is

The market's own price — read from the live book

Each Polymarket outcome trades between 0 and 1, and its price is the market's implied probability. DepthFeed doesn't hand you a stale last print: because we carry the full bid/ask book per outcome, the price is the live best bid, best ask, and mid at each change — the real number you could have transacted at. The Down side is the exact binary complement of Up (down = 1 − up), with sizes preserved.

The underlying crypto price, joined per snapshot

Every snapshot ASOF-joins to a high-frequency Binance spot/futures price for the asset (BTC, ETH, SOL, XRP, DOGE, BNB, and HYPE). Line the market's 0–1 price up against the spot move tick for tick by epoch-millis timestamp — the exact relationship you model to see how a crypto move repriced the contract.

Any interval, from raw ticks to daily

Snapshot endpoints return every recorded change by default — full event-driven resolution straight from the CLOB websocket. Add ?interval= (30s, 1m, 5m, 1h, up to 1d) to downsample server-side to one book per bucket, finer or coarser than any fixed-grid source, without re-downloading and thinning it yourself.

Worked example: how a Polymarket price resolves

Price data only means something if you can tie it to settlement. Here is a real settled BTC up/down market from the archive.

1The line is set at the open
At the open, Polymarket's own event metadata recorded the price to beat — the Chainlink reference — at $62,701.75. That is the level the 5-minute market resolves against.
2The book reprices as spot moves
Over the five minutes, BTC drifted lower. On every snapshot you can watch the Up token's 0–1 price slide as the spot fell — the implied probability repricing tick by tick, with the full spread and resting size visible the whole way.
3Settlement against the close
At the close the final reference printed $62,519.65 — below the line — so the market resolved Down. DepthFeed stamps both the 0–1 market price and that underlying reference on every snapshot, so the entire arc lines up on one epoch-millis timeline.
4Across the whole archive
Of the 60,307 settled crypto up/down markets we have captured open-and-close for, 49.2% resolved Up and 50.8% Down — a near coin-flip you can only see by measuring the real settlement record.

Precision notes — what's exact, and how we label it

Good data tells you how good it is. Here is exactly what each Polymarket price is.

Real bid/ask, never a stale print

The market price is the live best bid, best ask, and mid from the recorded book at each change — not a last-traded number that may be off-mid or stale.

Settlement-exact open and close

We capture the exact open and close reference from Polymarket's own event metadata (the Chainlink settlement anchors). For 1-hour, 4-hour, and 24-hour markets the intra-window underlying is exact Binance; for 5- and 15-minute markets the intra-window moving price is served as a clearly-labeled Binance proxy — so your model always knows which number it is trusting.

Captured live, because depth can't be backfilled

Order-book history cannot be reconstructed after the fact, so we record it continuously. That is why our Polymarket archive already spans 450 million snapshots reaching back to January 2026.

Start pulling polymarket price data

Free Explorer tier, no card. Full bid/ask depth and the underlying price on every snapshot, over a REST API and a live WebSocket stream.

Start free — no card Read the API docs

Questions, answered.

Yes. Every order-book snapshot is stamped with a high-frequency underlying reference price (Binance spot/futures) for the asset, alongside the market's own 0–1 price. Both carry epoch-millis timestamps, so you can join the contract price to the spot move that drove it without stitching two sources together yourself.