The fastest way to get Polymarket historical data and live price data — the 0–1 price of every outcome, the full order book behind it, and a replayable historical series — through one aggregated API. This small Python client runs against DepthFeed and includes a keyless live overview.
Which "Polymarket price data" do you mean? This is prediction-market price data — the
0–1price of a contract/outcome on Polymarket (e.g. "Will BTC be up at 3pm?"), read off the live order book. It is not the$POLYexchange token. If you want the market's own probability price, its depth, and its history, you're in the right place.
pip install -r requirements.txtfrom polymarket_price_data import PolymarketPriceData
pm = PolymarketPriceData() # defaults to the DepthFeed aggregator
ov = pm.overview() # public endpoint — no key needed
print(ov) # live Polymarket (+ Kalshi + Limitless) pricesoverview() hits https://api.depthfeed.com/v3/overview — a public endpoint, so the snippet above runs as-is. For per-market history and full depth, drop in a free key.
- What "Polymarket price data" actually is
- Why the public API isn't enough
- Live proof and data coverage
- Usage examples
- FAQ
- Further reading
Polymarket runs a central limit order book (CLOB). Each outcome trades between 0 and 1, and that price isn't set by Polymarket — it emerges from traders' bids and asks, reading directly as the market-implied probability of the outcome.
So "Polymarket price data" is really two layers:
- The contract price — each outcome quoted
0–1. The honest number is the live best-bid / best-ask midpoint, not a stale last print. - The order book — the full ladder of resting bids and asks (
[price, size]) the price is built from. That's where depth, spread and real liquidity live.
For binary up/down crypto markets there's a handy identity: Down is the exact complement of Up (down = 1 − up).
Polymarket's own Gamma and CLOB endpoints are public, but they have one hard limit:
They only return live state. There is no historical order-book endpoint, and order-book depth cannot be back-filled.
You can read the book right now, but you can't ask "what did the book look like at 14:32:05 last Tuesday?" If nobody recorded it as it streamed, that depth is gone — and the moment-to-moment price path of short-dated markets (5- and 15-minute crypto up/down) with it. Stitching Gamma + CLOB + a 24/7 WebSocket collector together yourself means running infrastructure, eating the gaps when your box restarts, and storing it all — just to start accumulating history from today.
That's the gap an aggregator fills.
DepthFeed is the aggregator. It has already captured the full Polymarket order book — forward, continuously — into one queryable API, alongside two other venues. The figures below are measured from the live archive (June 2026), not estimates:
- 566M+ order-book snapshots across 380,000+ Polymarket markets, back to January 2026.
- Both layers on every snapshot: the outcome's
0–1price and the underlying crypto reference price (Binance), joined by epoch-millis timestamp — so a contract's reprice lines up against the spot move tick-for-tick. - Full L2 depth preserved. On BTC up/down 5-minute markets the typical book is a one-cent spread, ~49 levels per side, ~94,000 shares of resting depth.
- One endpoint, three venues — Polymarket + Kalshi + Limitless — the same "BTC up or down, next 15 min" question priced side-by-side. (Kalshi sister repo: kalshi-price-data.)
- REST + WebSocket, cursor pagination, server-side downsampling (
?interval=30s…1d), Parquet bulk export.
You don't run a collector. You call an endpoint.
The client defaults to the DepthFeed aggregator. Everything is testable against the live endpoints.
from polymarket_price_data import PolymarketPriceData
pm = PolymarketPriceData()
pm.overview() # GET /v3/overview (public) — live cross-venue prices
pm.health() # GET /v3/health (public)overview() returns live cross-venue market prices with no signup. It is the fastest way to verify connectivity before adding an API key for historical snapshots and full depth.
pm = PolymarketPriceData(api_key="YOUR_DEPTHFEED_KEY")
# List BTC markets
markets = pm.markets(coin="btc", type="5m", limit=20)
# Historical price + full order book for one market
snaps = pm.snapshots(coin="btc", market_id=markets[0]["market_id"],
include_orderbook=True, limit=100)
for s in snaps:
print(s["time"], s["price_up"], s["btc_price"]) # 0–1 price + underlyingRunnable scripts: examples/overview_no_key.py · examples/market_history.py.
Full endpoint reference: polymarketpricedata.com/docs · API overview.
→ Grab a free API key at polymarketpricedata.com/price-data Plans: Free $0 · Pro $29/mo (all 7 assets, all venues, 30-day history) · Scale $79/mo (90-day + Parquet bulk export).
Is there a free Polymarket price API?
Polymarket's public endpoints serve live data only. For live plus history and full depth in one place, DepthFeed has a free tier — the overview endpoint needs no key at all.
How do I get historical Polymarket prices?
You can't back-fill order-book depth — it only exists if it was recorded live. Query an archive that already captured it: DepthFeed holds 566M+ snapshots back to January 2026. See examples/market_history.py.
What do Polymarket prices mean?
Each outcome trades 0–1; the price is the market-implied probability. The best-bid/ask midpoint is the honest live price. For binary markets, down = 1 − up.
Can I get Polymarket and Kalshi prices together? Yes — that's the point of an aggregator. One DepthFeed call returns the same market priced across Polymarket, Kalshi and Limitless. See the kalshi-price-data repo.
How do I export Polymarket price data to CSV / Parquet? DepthFeed's Scale plan ships Parquet bulk export; the REST API returns JSON you can write to CSV directly.
- 🔌 Official DepthFeed Polymarket API guide
- 🧪 Prediction-market trading bot backtesting
- 🧪 Paper trade Polymarket strategies on live displayed books
- 📈 Polymarket price data — complete reference
- 📊 Order-book depth vs last price
- 🔌 Polymarket CLOB WebSocket vs hourly archives
- 🧪 How to backtest Polymarket order books
- ⚖️ Polymarket vs Kalshi data
- 🟧 Kalshi too? → kalshi-price-data
Contributions are welcome; see CONTRIBUTING.md. For product help, use DepthFeed support. Report vulnerabilities privately through SECURITY.md.
Independent open-source project. Not affiliated with Polymarket. Archive figures are measured from DepthFeed (a VCorp product). © 2026 VCorp. MIT licensed.