Polymarket Price Data: A Complete Reference
Polymarket price data is two series, not one — and the market's own price is only meaningful with the order book behind it. Here's the complete, first-hand reference.
Polymarket price data has two layers: each outcome's own price — quoted 0 to 1, the market's implied probability, read as the live best-bid/ask midpoint — and the underlying crypto reference price that drives it. Both are stamped on every order-book snapshot with epoch-millis timestamps, so the market price, the spread, and the spot move that moved them all line up exactly.
The two layers of Polymarket price data
When people say 'Polymarket price' they usually mean one number — the last price on a chart. For anything beyond a chart that is not enough. A Polymarket crypto market has two price series that only make sense together: the contract's own price (an outcome quoted between 0 and 1) and the underlying asset's price (BTC, ETH, and so on) that determines how the contract resolves.
The contract price is an implied probability. An Up token trading at 0.62 means the market is pricing a 62% chance the asset finishes up over the window. The underlying price is what that probability is a bet about. Treat them as one joined series and Polymarket price data becomes a model of how a crypto move reprices a probability in real time.
How the market price is actually computed
Polymarket runs a central limit order book per outcome. The honest price at any moment is not the last trade — which can be stale or off-mid — but the live best bid, best ask, and the mid between them. DepthFeed reads the price straight from the recorded book, so what you get is the number you could actually have transacted at, with the spread visible behind it.
Polymarket markets are binary, so the two outcomes are complements: the Down price is exactly 1 − the Up price, with sizes preserved. You only need one side's book to reconstruct both, but you need the book — not a single mid — to know the spread and the resting size that decide a real fill.
Anatomy of a real snapshot
Here is a real captured snapshot from a BTC up/down 5-minute market. The Up token's bids rested at 0.34, 0.33, 0.32, 0.31 and its asks at 0.35, 0.36, 0.37, 0.38 — a one-cent touch (0.34 bid / 0.35 ask) with hundreds of shares resting at each level. The snapshot was written 10 milliseconds after the exchange timestamped it.
Each snapshot carries: price_up / price_down (the 0–1 outcome prices), btc_price (the underlying, ASOF-joined), orderbook_up.bids / .asks (the full resting ladder as [price, size] pairs), and exch_ts_ms / recv_ts_ms (exchange and receive times in epoch-millis). That is everything you need to reconstruct the book and the price together at any past instant.
The underlying reference — and how we label precision
Every snapshot joins to a high-frequency Binance spot/futures price for the underlying asset. Good data tells you how exact each number is. 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, while the open and close references are captured exactly from Polymarket's own event metadata (the Chainlink settlement anchors).
That labelling matters: it means a model never silently trusts the wrong number. You always know whether the underlying tick you are joining to is the exact settlement source or a labeled proxy for the intra-window move.
Settlement and resolution
A Polymarket crypto up/down market resolves against a reference price: a 'price to beat' is set at the open, and the final price at the close decides the winner. A real settled example: the price to beat was $62,701.75 at the open; the final reference printed $62,519.65 at the close — below the line — so the market resolved Down. Over the window, the Up token's price slid toward 0 as the spot fell.
These resolution fields (price to beat, final price, winner, volume) backfill roughly 12–24 hours after settlement. Across the 60,307 settled crypto up/down markets DepthFeed has 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.
What Polymarket's own API gives you — and what it doesn't
Polymarket's public surface is generous on the live side: the CLOB websocket streams live book and price updates, and the REST API exposes markets, trades, and a prices-history endpoint. What it does not provide is a historical archive of order-book snapshots — once a book update passes, the exchange does not let you replay it.
That gap is the whole reason third-party price data exists. A prices-history endpoint can draw a line; it cannot tell you the spread, the resting size, or the slippage a real order would have paid at a past moment. For that you need the book as it was, which requires someone to have captured the websocket continuously.
Measured coverage
DepthFeed's Polymarket archive holds 566 million+ order-book snapshots across 380,000+ distinct crypto markets, with dense history reaching back to January 2026, over seven assets (BTC, ETH, SOL, XRP, DOGE, BNB, HYPE) and five windows (5-minute, 15-minute, 1-hour, 4-hour, and 24-hour). On a representative BTC market, the book typically quotes a one-cent (single-tick) spread with around 49 price levels on each side and roughly 94,000 shares of resting depth.
Order-book depth cannot be reconstructed after the fact, so all of it was captured live. (Figures measured directly from our archive, June 21, 2026.)
Key takeaways
- 01Polymarket price data is two joined series: the 0–1 contract price and the underlying crypto price.
- 02The honest contract price is the live best-bid/ask mid from the book, not a last print; Down = 1 − Up.
- 03The underlying is joined per snapshot — exact for 1h/4h/24h, a labeled proxy for the 5m/15m intra-window.
- 04Markets resolve against an open 'price to beat' and a close reference; resolution backfills ~12–24h later.
- 05Polymarket doesn't serve historical order-book depth — replaying the book needs continuous third-party capture.
DepthFeed serves the full Polymarket & Kalshi order book over a REST API and live WebSocket. Free Explorer tier, no card.
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