Bonbast historical data
Bonbast is a Polymarket economy series with markets recurring monthly. Marketlens has captured 7 markets since July 29, 2026, of which 7 resolved, with $199.6K in traded volume. Every market's order book is captured as full depth L2 snapshots at regular intervals, alongside trades, candles, and the final resolution outcome.
Data as of 2026-09-04 · series slug bonbast
Resolution outcomes
Outcomes across 7 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 7 markets.
Backtest this series
from marketlens import MarketLens
client = MarketLens()
result = client.backtest(
MyStrategy(), "bonbast",
after="2026-08-24", before="2026-09-01", initial_cash=1_000,
)
result.show() # inspect the run in the dashboardAvailable datasets
Common questions
How many Bonbast markets are in the archive?
7 markets from July 29, 2026 through August 31, 2026, of which 7 have resolved.
What data exists for each Bonbast market?
Full depth L2 order book snapshots at regular intervals, individual trades, OHLC candles, and the resolution outcome. All of it is queryable by the series slug "bonbast" through the API and Python SDK, or downloadable as Parquet.
How much does a typical Bonbast market trade?
Average traded volume is $28.5K per market, $199.6K across the series.
Can I backtest strategies on Bonbast?
Yes. Pass the slug "bonbast" to client.backtest() in the Python SDK. Execution mode replays order books against real historical depth; Alpha mode, one bar per market, covers every market in the series and suits its longer horizons.
Related series: FOMC, Largest Company, US Annual Inflation, Bank of Japan, ECB Interest Rates, Bank of England decision, or all economy series.
Try it
Pull Bonbast books in one call
The free tier includes 25M rows per day with full API and full archive access, no card required.
$ pip install marketlens