Workflow
Telonex Alternative for Polymarket Historical Data
Overview
Quick comparison
Facts from Telonex and PolyOrderbooks public documentation.
| Feature | Telonex | PolyOrderbooks |
|---|---|---|
| Historical prices | Yes — quotes and crypto resolution prices | Yes |
| Historical L2 books | Yes — book_snapshot_5, book_snapshot_25, book_snapshot_full | Yes — full bid/ask ladders |
| Capture / delivery model | Event-driven off-chain books (not interval sampled); tick trades; daily Parquet delivery | 250ms capture; 250ms query resolution on every plan, including free |
| REST API | Yes — REST API for Parquet file downloads | Yes |
| Python tooling | telonex pip package with DataFrame helpers | Official Python SDK on PyPI |
| Bulk export (Parquet) | Yes — primary workflow is Parquet downloads | Enterprise S3 delivery (Parquet, CSV, JSON) — not on self-serve plans |
| Free tier | Yes — metadata free; 5 trial file downloads | Yes — Starter: 250ms L2, prices, and metrics at $0 (3-day history) |
| Starting paid price | $99/month Single Exchange (public pricing at time of verification) | $19/month Pro (public pricing at time of verification) |
| Multi-market support | Polymarket, Polymarket Perpetuals, Predict.fun, Binance | Polymarket crypto markets (Up/Down and related) — depth history, not metadata breadth |
| Historical coverage | Off-chain from 2025-10-11; on-chain fills from market inception; crypto prices from 2026-04-02; occasional gaps before 2026-01-19 | Continuous 250ms archive from 3-day Starter windows to 30–120-day paid windows; resolved markets stay queryable |
Source (Telonex): https://telonex.io/docs/
Queryable API vs bulk tick pipeline
Telonex: list markets, download date-partitioned Parquet for trades, book_snapshot_full, and onchain_fills, analyze with DuckDB, Polars, or the telonex DataFrame helpers.
PolyOrderbooks: query by slug, window, and resolution over REST — better for notebooks, apps, and iterative backtests without staging files locally.
Where Telonex fits best
- Tick-level trades and event-driven book snapshots in one Parquet schema
- Polymarket Perpetuals, Predict.fun, and Binance in the same vendor
- On-chain fills from market inception; off-chain data from October 11, 2025
- Crypto prices from April 2, 2026 per Telonex Polymarket documentation
- Point-in-Time accuracy on Enterprise tier
Coverage qualifications
Telonex documents that off-chain book data is event-driven, not interval sampled, and that data before January 19, 2026 may have occasional gaps. Factor those limits into backtests that need uniform grids.
Where PolyOrderbooks fits best
- REST queries without daily file orchestration
- Aligned prices, metrics, and L2 for the same slug and timestamps
- Polymarket crypto focus with 250ms capture and 250ms query resolution
- Official Python SDK and MCP server
- Published monthly API pricing with a free Starter tier
FAQ
What is Telonex?
Telonex delivers historical prediction-market data — tick trades, quotes, order book snapshots, and onchain fills — as daily Parquet files via a REST download API, with a Python package for DataFrame workflows.
Does Telonex provide Polymarket order books?
Yes — Telonex documents book_snapshot_5, book_snapshot_25, and book_snapshot_full channels for Polymarket alongside trades and quotes.
What are Telonex alternatives?
For query-by-slug REST archives consider PolyOrderbooks or PolymarketData. For event-driven depth see DepthFeed. For multi-venue analytics see Predexon.
Telonex vs PolyOrderbooks: API or bulk dataset?
Telonex is optimized for downloading date-partitioned Parquet into DuckDB, Polars, or pandas. Off-chain book data is event-driven (not interval sampled). PolyOrderbooks is optimized for on-demand REST queries against a pre-built archive — simpler for app integrations and iterative API backtests.