Counter Strike historical data
Counter Strike is a Polymarket esports series with markets recurring daily. Marketlens has captured 424 markets since August 15, 2026, of which 398 resolved, with $6.1M 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.
Data as of 2026-08-16 · series slug counter-strike
Markets by bet type
Market counts by bet type across the series. Pass any of these as subtype= to backtest that type on its own.
Markets in this series
The most recently resolved of 424 markets.
Counter-Strike: Esport Academy Copenhagen vs BASEMENT BOYS - Map 2 Winner
closed 2026-08-16 · resolved BASEMENT BOYS
Counter-Strike: Esport Academy Copenhagen vs BASEMENT BOYS - Map 1 Winner
closed 2026-08-16 · resolved Esport Academy Copenhagen
Counter-Strike: Lavked vs INOX Division - Map 1 Winner
closed 2026-08-16 · volume $35 · resolved INOX Division
Backtest this series
from marketlens import MarketLens
client = MarketLens()
result = client.backtest(
MyStrategy(), "counter-strike", subtype="moneyline",
after="2026-08-15", before="2026-08-17", initial_cash=1_000,
)
result.show() # inspect the run in the dashboardAvailable datasets
Common questions
How many Counter Strike markets are in the archive?
424 markets from August 15, 2026 through August 16, 2026, of which 398 have resolved and 26 are active.
What data exists for each Counter Strike 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 "counter-strike" through the API and Python SDK, or downloadable as Parquet.
How much does a typical Counter Strike market trade?
Average traded volume is $22.6K per market, $6.1M across the series.
Can I backtest strategies on Counter Strike?
Yes. Pass the slug "counter-strike" 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. This series mixes several bet types, so pass subtype= (e.g. "moneyline") to backtest one type at a time.
Related series: Dota 2, League of Legends, Valorant, or all esports series.
Try it
Replay Counter Strike tick by tick
The free tier includes 5M rows per day with full API and full archive access, no card required.
$ pip install marketlens