Bank of Russia decisionPolymarket historical data and price history
Bank of Russia decision: a Polymarket economy series with markets recurring annual. Marketlens has captured 18 markets since March 2, 2026, of which 18 resolved, with $2.0M in traded volume. Every market's order book is stored in full: periodic L2 snapshots plus every individual price change with a millisecond timestamp, alongside trades, candles, and the final resolution outcome.
For the economy archive as a whole, see Polymarket price history.
Data as of 2026-11-02 · Polymarket series Bank of Russia Decision · slug bank-of-russia-decision
Resolution outcomes
Outcomes across 18 resolved markets with a recorded winning outcome. Settlement in the archive is by winning outcome, not by final traded price.
Markets in this series
The most recently resolved of 18 markets.
Backtest this series
from datetime import datetime, timedelta, timezone
from marketlens import MarketLens, Strategy
class MyStrategy(Strategy):
def on_market_start(self, ctx, market, book):
ctx.buy_yes(size=10)
client = MarketLens()
end = datetime.now(timezone.utc) - timedelta(days=1)
result = client.backtest(
MyStrategy(), "bank-of-russia-decision",
after=end - timedelta(hours=1), before=end, initial_cash=1_000,
)
result.show() # inspect the run in the dashboardAvailable datasets
Common questions
How many Bank of Russia decision markets are in the archive?
18 markets from March 2, 2026 through now, of which 18 have resolved.
What data exists for each Bank of Russia decision market?
Full L2 order book history (snapshots plus every price change at millisecond resolution), individual trades, OHLC candles, and the resolution outcome. All of it is queryable by the series slug "bank-of-russia-decision" through the API and Python SDK, or downloadable as Parquet.
How much does a typical Bank of Russia decision market trade?
Average traded volume is $131.2K per market, $2.0M across the series.
Can I backtest strategies on Bank of Russia decision?
Yes. Pass the slug "bank-of-russia-decision" to client.backtest() in the Python SDK. Execution mode replays every market's order book tick by tick and fills simulated orders against real historical depth with queue priority, latency, and fee modelling; Alpha mode replays one bar per market for slower signals over long windows.
Related series: Fed Decision, Largest Company, Fed rate hike, US Annual Inflation, Bank of Japan Decision, ECB Interest Rates, or all economy series.
Try it
Replay Bank of Russia decision tick by tick
The free tier includes 2M data rows and every market open in the last 7 days, no card required.
$ pip install marketlens