Marketlens vs depthfeed.com

A multi-venue up/down market data service, formerly polymarketbacktesting.com, with event-driven book recording and an in-browser Backtest Lab. Below is how it compares to Marketlens on market coverage, book resolution, history depth, backtesting, and price.

Last updated November 1, 2026

Competitor details as of November 2026, per each vendor's public site.

marketlens

MarketsCrypto, sports, esports, weather, macro, standalone eventsHistoryFree: markets open in the last 7 days; Pro: full archive since March 2026Order bookMillisecond deltas, exact replayFree tierYes, 7-day history, 2M rows one timePaid from$39/mo

depthfeed.com

MarketsCrypto up/down on 4 venues; live sports books on paid plansHistory7 to 90 days; archive at $249/moOrder bookEvent-driven recording; 1m to 1h snapshots, ticks at $249/moFree tierYes, 7-day historyPaid from$29/mo

How Marketlens differs from depthfeed.com

depthfeed.com and Marketlens both record books on change rather than on a clock, but they cover different universes. depthfeed.com covers crypto up/down markets across Polymarket, Kalshi, Limitless, and Binance, with live sports books on its paid plans. Marketlens records every recurring Polymarket market type on every tier: structured products, crypto up/down, per game sports and esports, daily weather, and macro markets, all at full L2 depth, plus standalone events above a volume bar.

History depth is the other gap. depthfeed.com tiers hold 7 to 90 days, with the full archive on its $249/mo plan. Marketlens keeps a full archive from March 2026 on Pro at $39/mo; its free tier reads markets open in the last 7 days. Backtesting philosophies differ too. depthfeed.com runs an in-browser lab with paper trading; Marketlens runs in your own Python environment with FIFO queue priority, latency, slippage, and fee modelling, plus Parquet exports for fully offline work.

Which should you pick?

Pick marketlens

Every recurring Polymarket market type at millisecond book resolution, a permanent archive on Pro and Scale, backtesting with queue priority and fees, Parquet exports, and an MCP server. Pro is $39/mo.

Pick depthfeed.com

You want to test crypto up/down ideas in the browser without writing Python, or you also trade Kalshi, Limitless, or Binance prediction markets, which depthfeed.com covers alongside Polymarket.

Common questions

What is the best depthfeed.com alternative?

Marketlens, if you need every market type on any tier or full history without a $249/mo plan. It covers every recurring Polymarket market type with millisecond L2 books, keeps the complete archive on Pro and Scale, and ships an open source Python SDK with backtesting, exports, and an MCP server. Pro starts at $39/mo.

How much history does depthfeed.com keep?

As of August 2026, 7 days on the free tier, 30 days at $29/mo, 90 days at $99/mo, and the full archive since January 2026 at $249/mo. Marketlens serves its full archive from March 2026 on Pro at $39/mo, and markets open in the last 7 days on its free tier.

Does depthfeed.com cover sports or weather markets?

Live sports books start on its $29/mo plan, with one book at that price and three at $249/mo; weather books are not covered, as of November 2026. Marketlens records per game sports order books on every tier, plus daily weather buckets by city, equities earnings markets, and macro markets.

Is polymarketbacktesting.com the same as depthfeed.com?

Yes. polymarketbacktesting.com was rebranded to depthfeed.com; the old domain still resolves. The comparison here applies to both names.

Try it

Judge the data, not the marketing

The free tier includes 2M data rows and every market open in the last 7 days, no card required. Pull a book, replay a market, run a backtest.

bash
$ pip install marketlens