Polymarket Historical Market Data — Every Tick, €1 a Day

Polymarket historical data on CryptoStruct is the complete record of the venue's on-chain order book — every message of the CLOB feed, not candles or sampled prices: 251,395 contracts so far, July 2025 – present, each one an instrument-day file with every trade print and every Level-2 order-book update, recorded co-located and normalized into the same schema as our crypto venues. Prices are USDC-quoted event probabilities in 0..1 (the sample files quote a 0.001 tick; tick sizes are market-specific), and Polymarket families are matched on the market slug — a btc-updown-5m-… file reads exactly like any other contract file in the archive.

The data is sold as series-day bundles — one bundle is every contract of a series (all Bitcoin 5-minute windows, say) for one UTC day, from €1 — and as single contract-days in the Data Shop. 241 Polymarket series have their own pages with 30 days of per-day statistics, per-contract results grids and one free sample contract file each. Polymarket contract files average about 353 KB compressed (2026-09) — a 15-minute market's book streams for many hours around its window, so there is far more order-book life per contract than on Kalshi.

What the archive adds over a Polymarket price history pulled from the venue: the book. The public CLOB and Gamma endpoints (check the current docs for what they serve today) return current order books, market metadata and sampled price history per token, but a settled market's full Level-2 path — depth, spread, the endgame into resolution — only exists if it was recorded while the market traded. That live recording is what you download here.

1. Find the series: browse Polymarket data by topic or by category, or open the most-traded leaderboard and filter for Polymarket.
2. Try the free sample: every series page offers one complete contract file of a recent settled day — native ticks, CSV/Parquet exports and a browser order-book replay — with no account or email.
3. Pick the days: the series page links into the shop calendar, where each UTC day of the series is one item (from €1). Pay by card with an invoice, or with Premium and pack credits.
4. Download in bulk: one request per day returns every contract file of that day as one ZIP (?kind=series_day&zip=1&complete=1); the range endpoint streams up to 100 owned days as one resumable tar — details in the download notes.
5. Convert if you like: ?format=trades.csv.gz or ?format=trades.parquet on any download link, or the free Python reader for order-book grids — see the formats overview.
6. Follow the walkthrough: How to download Polymarket historical data goes through every step with commands and an MCP recipe for agents.

• Every message of the CLOB feed for every contract of every covered series, recorded live — not a sampled price history.
• Full Level-2 depth per contract with nanosecond timestamps; top-of-book is derived by replaying the book (Polymarket publishes no separate BBO stream, so there is no BBO export — the free reader converts depth locally).
• USDC prices in the files; turnover in our statistics is USD-normalized, so Polymarket and Kalshi series compare directly on the leaderboard.
• One free sample contract per series and full-day samples on the downloads page.

Polymarket tick data has been recorded since July 2025, with new days added daily across prediction markets. The archive holds 251,395 instruments over 1 base assets, for 21.1 TB of recorded market data. Each day is one complete tick file — not a snapshot or candle feed — at €1 per instrument-day, self-service, with no subscription.

Over the 30 days to 2026-10-14, our tick capture recorded 39,095,498 trades and $1.9B of USD turnover on Polymarket across 302,580 active instruments — an average of $63.6M per day, −1.8 % versus the 30 days before.

Whole-venue totals from every trade print in our own co-located tick capture (365 recorded days in the last 365, window ending 2026-10-14) — not venue-reported volume. Averages are over recorded days only.

Most traded prediction markets — full leaderboard →

Polymarket lines: ~69.8 ms London → Tokyo — one-way line latency from the site where the venue is captured to our endpoint — the venue's own latency and the on-ramp to your client come on top.

Bought self-serve by the UTC calendar day — €99 per market-day, whole market only; no subscription, nothing renews. Enterprise subscriptions already cover further locations and venues.

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