Polymarket Volume History Data

Every archived row carries traded volume per frame, so a market's volume history is a continuous series rather than a daily aggregate — from open, through the reprice bursts, to the settlement window's final prints.

Volume numbers on the venue come in two flavors: the official API's market-level totals and the archive's per-row prints; the honest reconciliation between them is that the archive measures the book's activity directly rather than a front-end counter.

Volume in 5-minute contracts concentrates around the window's reprice climax and the settlement approach — the winner side's median rest of 42,254 shares is resting supply, and the tape shows the consumed fraction alongside it.

Measured burst behavior appears in print pace: the tape's second-level spacing (available in tick data) marks the reprint moments that per-minute volume averages away.

Volume series support the volume-clock view: when every frame carries volume, a strategy can measure participation in terms of prints rather than minutes, which matches how the venue's reprice events actually arrive.

For studies, volume tells the consumption story — the tape that removed the resting depth — while the book tells the supply story; both come from the same grid.

Volume is not liquidity: a high-volume minute can print entirely against a thin book, and the honest decomposition reads the tape's size against the ladder's rest — which the archive ships as one dataset.

• Volume explained
• Trades data
• Ticker data