Best Polymarket Price History

The ranking rewards whoever does the specific job best, not whoever has the most features. The full matrix that underpins it covers 10 providers across historical prices, historical L2, resolution, free tiers, and bulk export. Facts below were verified against public pricing and docs pages on September 24, 2026, and recorded in our provider matrix.

• 1. PolyOrderbooks — for price and metric series at the same 250ms resolution as the book — mid, bid/ask, and top-of-book depth in one query.
• 2. Official Polymarket APIs — for authoritative price series at configurable fidelity plus live books and streaming, free and rate-limited.
• 3. PolymarketData — for price history across a very broad market catalogue at 1-minute and coarser resolutions.
• 4. Telonex — for tick-level prices and crypto resolution prices in Parquet bulk for research.
• 5. Dune Analytics (Dune API) — for actual fill prices from on-chain event tables when the question is about executed trades rather than quotes.
• 6. Predexon — for historical pricing across venues with free historical pricing endpoints on all plans.
• 7. DepthFeed — for price series that come from event-driven captures that do not interpolate missing rows.

Measured coverage is the part a marketing page cannot answer. Our archive captures order books every 250ms and serves every plan, including free Starter, at that same 250ms query resolution. Competitors in the matrix cap documented L2 detail at 1-minute (PolymarketData), at 8 levels per snapshot (PolyTest), or rely on self-reported sub-second claims that conflict across their own pages (PolyTest, PolyBackTest). Resolution is not the only axis. Read the matrix row for interval-sampled versus event-driven capture (Telonex, DepthFeed), for on-chain-only limits that exclude the off-chain book entirely (Dune), and for archives that stop at coverage end or endpoint shutdown (polyReplay, Dome). Each listed product is the best answer for a specific job, and none is the best answer for every job.

Free tiers matter when the honest answer is the official API — which it usually is for live prices. Every provider in the matrix lists its free tier; where the free tier is only a sample or a trial, the row says so. If the job is historical depth, expect to pay for it, because depth history is the expensive thing to keep.

Price history is deceptively simple: most people mean the floor quoted per second, and most providers sell you the mid instead. The archive that this site checks against stores the executable floor per frame, which is the only series that actually traded.

A good verification is to overlay the floor against the reference on a day with a sharp repricing. The series should bounce off the bound and hang there — the classic one-sided pattern — and a price stream that smooths that into a clean line has abstracted away the very signal.

The practical read is to pick one mature market and one event day, pull the full second-by-second series, and check that the cadence and timestamps line up before trusting any longer-range provider.

The archive's timestamp discipline is the quiet spec: every history series carries a UTC second and a side label, so a floor quoted at 14:42:50 stays distinguishable from the mid that followed it. That is the price column worth paying for.

Ask what the series is actually priced from (floor vs mid) and how the timestamp is derived, since those two facts decide everything downstream.

Keep at least one raw window as your audit record; a stored second of raw frames is worth a hundred summary charts at review time.

Choose the provider whose history you can reproduce from the archive, so that every future claim traces to a measurement.

• Full provider matrix
• Order book data
• Price history
• Data download