Counter StrikePolymarket historical data and price history
Counter Strike: a Polymarket esports series with markets recurring daily. Marketlens has captured 11,393 markets since August 15, 2026, of which 11,620 resolved, with $87.4M in traded volume. Order books are stored at full depth, with every individual price change captured at millisecond resolution on the most actively traded markets, alongside trades, candles, and the final resolution outcome.
For the esports archive as a whole, see Polymarket esports data.
Data as of 2026-09-28 · Polymarket series Counter Strike · 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 11,625 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(), "counter-strike", subtype="moneyline",
after=end - timedelta(minutes=15), before=end, initial_cash=1_000,
)
result.show() # inspect the run in the dashboardAvailable datasets
Common questions
How many Counter Strike markets are in the archive?
11,393 markets from August 15, 2026 through now, of which 11,620 have resolved and 5 are active.
What data exists for each Counter Strike market?
Full depth L2 order book snapshots at regular intervals, individual trades, OHLC candles, and the resolution outcome, with the full price change stream at millisecond resolution on the most actively traded markets in the series. 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 $11.9K per market, $87.4M 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 order books against real historical depth; Alpha mode, one bar per market, covers every market in the series and suits its longer horizons. This series mixes several bet types, so pass subtype= (e.g. "moneyline") to backtest one type at a time.
Related series: League of Legends, Dota 2, Valorant, or all esports series.
Try it
Pull Counter Strike books in one call
The free tier includes 2M data rows and every market open in the last 7 days, no card required.
$ pip install marketlens