MSTR weeklies historical data
MSTR weeklies is a Polymarket crypto series with markets recurring weekly. Marketlens has captured 1 market since August 25, 2026, of which 1 resolved, with $76.3K 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 mstr-weeklies
The market in this series
Backtest this series
from marketlens import MarketLens
client = MarketLens()
result = client.backtest(
MyStrategy(), "mstr-weeklies",
after="2026-08-25", before="2026-09-02", initial_cash=1_000,
)
result.show() # inspect the run in the dashboardAvailable datasets
Common questions
How many MSTR weeklies markets are in the archive?
1 markets from August 25, 2026 through September 1, 2026, of which 1 have resolved.
What data exists for each MSTR weeklies 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 "mstr-weeklies" through the API and Python SDK, or downloadable as Parquet.
Can I backtest strategies on MSTR weeklies?
Yes. Pass the slug "mstr-weeklies" 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: Bitcoin Hit Price Monthly, BTC Multi Strikes Weekly, Ethereum Hit Price Monthly, Bitcoin Hit Price Weekly, Ethereum Multi Strikes Weekly, BTC Up or Down 5m, or all crypto series.
Try it
Pull MSTR weeklies 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