Polymarket indices historical data

Polymarket lists recurring markets on major equity index levels: where the S&P 500 or Nasdaq will close, in strike buckets over daily and weekly horizons.

Marketlens records the complete order book for each, which is a rare view of retail index sentiment expressed as tradeable probabilities rather than survey answers.

Data as of 2026-08-05

Series
10
Markets
974
Resolved
956
Traded volume
$5.7M

All indices series

Query this category

python
from marketlens import MarketLens client = MarketLens() for market in client.markets.list(category="Indices", status="resolved", take=50): print(market.question, market.winning_outcome) # the order book of any market, at any moment of its life [market] = client.markets.list( series_id="spx-open-daily-up-or-down", status="resolved", take=1, ) book = client.orderbook.get(market.id, at=market.close_time) print(book.best_bid, book.best_ask, book.midpoint)

Common questions

How many Polymarket indices markets does Marketlens have data for?

The archive covers 974 indices markets across 10 recurring series, of which 956 have resolved. Coverage runs from March 2, 2026 through August 5, 2026.

What data is available for each indices market?

Every market has full L2 order book history (snapshots plus every price change with millisecond timestamps), trades, candles, and its final resolution outcome. Data is served through the REST API and Python SDK, with bulk Parquet exports for offline work.

How much do these markets trade?

Combined traded volume across the category is $5.7M in the covered window. Per series volumes are listed in the table on this page.

Can I backtest strategies on indices markets?

Yes. Pass any series slug from this page to client.backtest() in the Python SDK. Execution mode replays the order books tick by tick and fills simulated orders against real depth with queue priority, latency, and fee modelling; Alpha mode replays one bar per market for slower signals over long windows.

Other categories: crypto, sports, weather, or the full catalog.

Try it

Pull indices books in one call

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bash
$ pip install marketlens