META Multi Strikes Daily historical data
META Multi Strikes Daily is a Polymarket equities series with markets recurring daily. Marketlens has captured 30 markets since August 18, 2026, of which 20 resolved, with $2.8K 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 2026-08-24 · series slug meta-multi-strikes-daily
Resolution outcomes
Outcomes across 20 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 30 markets.
Will Meta (META) close above $560 on August 21?
closed 2026-08-21 · resolved No
Will Meta (META) close above $530 on August 21?
closed 2026-08-21 · resolved Yes
Will Meta (META) close above $570 on August 21?
closed 2026-08-21 · resolved No
Backtest this series
from marketlens import MarketLens
client = MarketLens()
result = client.backtest(
MyStrategy(), "meta-multi-strikes-daily",
after="2026-08-18", before="2026-08-22", initial_cash=1_000,
)
result.show() # inspect the run in the dashboardAvailable datasets
Common questions
How many META Multi Strikes Daily markets are in the archive?
30 markets from August 18, 2026 through August 21, 2026, of which 20 have resolved and 10 are active.
What data exists for each META Multi Strikes Daily 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 "meta-multi-strikes-daily" through the API and Python SDK, or downloadable as Parquet.
How much does a typical META Multi Strikes Daily market trade?
Average traded volume is $923 per market, $2.8K across the series.
Can I backtest strategies on META Multi Strikes Daily?
Yes. Pass the slug "meta-multi-strikes-daily" 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: S&P 500 monthly hit, SPY Daily Up or Down, SPY Hit Price Weekly, Meta Hit Price Monthly, Palantir Hit Price Monthly, OPEN Neg Risk Weekly, or all equities series.
Try it
Replay META Multi Strikes Daily tick by tick
The free tier includes 25M rows per day with full API and full archive access, no card required.
$ pip install marketlens