MicroStrategy announces >Polymarket historical data and price history
MicroStrategy announces >: a Polymarket crypto series with markets recurring weekly. Marketlens has captured 1 market since September 8, 2026, of which 1 resolved, with $12.1K in traded volume. Every market's order book is captured as full depth L2 snapshots at regular intervals, alongside trades, candles, and the final resolution outcome.
For the crypto archive as a whole, see Polymarket 5 minute market data.
Data as of 2026-09-17 · Polymarket series MSTR Weekly Strike · slug mstr-weekly-strike
The market in this series
Backtest this series
from marketlens import MarketLens
client = MarketLens()
result = client.backtest(
MyStrategy(), "mstr-weekly-strike",
after="2026-09-08", before="2026-09-16", initial_cash=1_000,
)
result.show() # inspect the run in the dashboardAvailable datasets
Common questions
How many MicroStrategy announces > markets are in the archive?
1 markets from September 8, 2026 through September 15, 2026, of which 1 have resolved.
What data exists for each MicroStrategy announces > market?
Full depth L2 order book snapshots at regular intervals, individual trades, OHLC candles, and the resolution outcome. All of it is queryable by the series slug "mstr-weekly-strike" through the API and Python SDK, or downloadable as Parquet.
Can I backtest strategies on MicroStrategy announces >?
Yes. Pass the slug "mstr-weekly-strike" to client.backtest() in the Python SDK. Execution mode replays order books against real historical depth; Alpha mode, one bar per market, covers every market in the series and suits its longer horizons.
Related series: What price will Bitcoin hit (Monthly), Bitcoin above (Weekly), What price will Ethereum hit (Monthly), What price will Bitcoin hit (Weekly), Ethereum above (Weekly), Bitcoin Up or Down (5 Minute), or all crypto series.
Try it
Pull MicroStrategy announces > books in one call
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$ pip install marketlens