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
{
"outcomes": [
{
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"orderbook": {
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{
"size": 12450.25,
"price": 0.657
},
{
"size": 8920.5,
"price": 0.658
},
{
"size": 5620.75,
"price": 0.659
},
{
"size": 3340.2,
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{
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{
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{
"size": 980.3,
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},
{
"size": 650.15,
"price": 0.675
}
],
"bids": [
{
"size": 14200.4,
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},
{
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},
{
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{
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{
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{
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{
"size": 1040.25,
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},
{
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"price": 0.64
}
],
"spread": 0.002,
"best_ask": 0.657,
"best_bid": 0.655,
"mid_price": 0.656
},
"outcome_name": "Yes",
"outcome_slug": "outcome-0"
},
{
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"orderbook": {
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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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{
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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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],
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"best_bid": 0.344,
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},
"outcome_name": "No",
"outcome_slug": "outcome-1"
}
],
"market_metadata": {
"volume_24hr": 847392.58,
"outcome_count": 2,
"total_liquidity": 285640.92
}
}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.