Polymarket data providers, compared

Every recurring Polymarket market type is in the Marketlens archive at full L2 depth: multi strike and barrier products, crypto up or down from 5 minutes to daily, per game sports and esports, daily weather by city, and macro markets. Each series recurs on a schedule, so there are sequential instances to backtest against. Standalone events that sustain real trading volume, elections and geopolitics included, are collected as well. Most other providers cover crypto up or down only. polymarketdata.co spans more categories, but at 1 minute granularity and with order books on paid plans only.

The finest capture is change level: every price change stored with a millisecond timestamp, which is how Marketlens records books. The book at any instant reconstructs exactly, level by level. pmdata.dev also captures tick by tick updates, and depthfeed.com records on every book change; both cover crypto up or down only. polyhistorical.com samples at 300ms, polybacktest.com and polytest.io at sub second intervals, and polymarketdata.co at 1 minute intervals.

Sampling misses what happens between samples. That is where queue position, fleeting liquidity, and slippage live. Change level capture does not miss it. Details in the order book API docs.

Most alternatives cap history to a rolling window: 31 days at polybacktest.com, 31 to 60 days at polyhistorical.com, 1 to 3 months at polymarketdata.co, 7 to 90 days at depthfeed.com, and 14 days on polytest.io's entry plan. Marketlens keeps a full archive from March 2026 onward, and every tier can query all of it, including free. pmdata.dev also keeps a full archive for its crypto coverage. For complete pulls, marketlens offers bulk Parquet downloads.

The most realistic replays are order level, which is what the open source Marketlens SDK does. It ships two modes. Alpha replays one bar per market and trades to target weights, for slow signals over long windows. Execution replays order books tick by tick and fills orders against real depth, with FIFO queue priority, latency, slippage, and Polymarket fees.

Elsewhere, depthfeed.com has an in browser Backtest Lab, polyhistorical.com a strategy replay with an AI backtest agent on higher tiers, polybacktest.com an AI agent that writes strategy code, and pmdata.dev integrates with hftbacktest. polymarketdata.co publishes none. Marketlens also ships an MCP server, so agents like Claude Code and Cursor can query data and run backtests directly; it is the only MCP server here that runs backtests.