Depth capture
DepthFeed Alternative for Polymarket Order Book Data
Overview
Quick comparison
Side-by-side from public documentation.
| Feature | DepthFeed | PolyOrderbooks |
|---|---|---|
| Historical prices | Yes — prices in snapshot payloads | Yes |
| Historical L2 books | Yes — full bid/ask ladders (up to 100 levels on Kalshi per docs) | Yes — full bid/ask ladders |
| Capture model | Event-driven websocket capture (Polymarket/Limitless); interval downsampling 1s–1d | 1-second capture; query resolution 60s (Starter) to 1s (Pro/Scale) |
| REST API | Yes — Bearer token REST API | Yes |
| Python tooling | Not publicly documented | Official Python SDK on PyPI |
| Bulk export | Not publicly documented | Enterprise S3 delivery (Parquet, CSV, JSON) |
| Free tier | Yes — Explorer $0, 7-day BTC sample, 1 req/sec | Yes — Starter plan |
| Starting paid price | $29/month Quant (public pricing at time of verification) | $19/month Pro (public pricing at time of verification) |
| Prediction-market coverage | Polymarket, Kalshi, Limitless | Polymarket crypto markets (Up/Down and related) |
| Historical window | Rolling 7/30/90-day windows by plan; full archive on Desk ($249/mo) | Continuous archive; resolved markets stay queryable |
Source (DepthFeed): https://depthfeed.com/docs
Event-driven vs sampled query resolution
DepthFeed stores observations when the book changes; you can pull raw rows or downsample with interval without interpolating missing buckets.
PolyOrderbooks snapshots every second and exposes query grids from 60s to 1s — predictable joins across prices, metrics, and L2.
DepthFeed strengths
- Full-depth ladders with up to 100 levels per side on Kalshi (per docs)
- Multi-venue sports and crypto with live WebSocket books
- Free Explorer tier with BTC sample
- Backtest Lab and wallet intelligence on paid tiers
PolyOrderbooks strengths
- Polymarket crypto focus with aligned series in one archive
- Slug-based REST API and official Python SDK
- Resolved markets stay queryable
Backtesting use cases
DepthFeed fits multi-venue strategies needing recorded observations and live stream validation. PolyOrderbooks fits Polymarket crypto REST backtests at second-level grids.
Inspect a free 1-second L2 sample to compare ladder shape against DepthFeed exports.
FAQ
What is DepthFeed?
DepthFeed records full bid/ask ladders for Polymarket, Kalshi, and Limitless and serves discovery, metadata, and historical snapshots over a metered REST API plus WebSocket live books.
Does DepthFeed have historical Polymarket order books?
Yes — according to DepthFeed documentation, historical snapshots can include the full stored ladder via include_orderbook=true, with plan-dependent history windows.
DepthFeed vs PolyOrderbooks for backtesting?
DepthFeed uses event-driven capture with interval downsampling — strong when you want recorded observations at fine granularity across multiple venues. PolyOrderbooks uses uniform 1-second capture with REST query resolution — strong for Polymarket crypto API-first workflows without managing rolling plan windows.
What are DepthFeed alternatives?
PolymarketData and PolyOrderbooks for REST historical L2, Telonex for Parquet tick pipelines, Predexon for multi-venue REST plus ticks, polyReplay for BTC/ETH Up/Down tick archives.