PLTR Neg Risk Weekly historical data
PLTR Neg Risk Weekly is a Polymarket equities series with markets recurring weekly. Marketlens has captured 232 markets since March 1, 2026, of which 232 resolved, with $44.3K 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 2026-08-10 · series slug pltr-neg-risk-weekly
Resolution outcomes
Outcomes across 232 resolved markets with a recorded winning outcome. Settlement in the archive is by winning outcome, not by final traded price.
Recent markets in this series
- Will Palantir (PLTR) close at $122-$124 on the final day of trading of the week of Aug 3 – Aug 7?
- Will Palantir (PLTR) close at $120-$122 on the final day of trading of the week of Aug 3 – Aug 7?
- Will Palantir (PLTR) close at <$114 on the final day of trading of the week of Aug 3 – Aug 7?
Backtest this series
from marketlens import MarketLens
client = MarketLens()
result = client.backtest(
MyStrategy(), "pltr-neg-risk-weekly",
after="2026-08-03", before="2026-08-11", initial_cash=1_000,
)
result.show() # inspect the run in the dashboardAvailable datasets
Common questions
How many PLTR Neg Risk Weekly markets are in the archive?
232 markets from March 1, 2026 through August 10, 2026, of which 232 have resolved.
What data exists for each PLTR Neg Risk Weekly 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 "pltr-neg-risk-weekly" through the API and Python SDK, or downloadable as Parquet.
How often do PLTR Neg Risk Weekly markets resolve No?
Of 232 resolved markets with a recorded outcome, 210 resolved No (90.5%) and 22 resolved Yes.
How much does a typical PLTR Neg Risk Weekly market trade?
Average traded volume is $333 per market, $44.3K across the series.
Can I backtest strategies on PLTR Neg Risk Weekly?
Yes. Pass the slug "pltr-neg-risk-weekly" to client.backtest() in the Python SDK. Execution mode replays every market's order book tick by tick and fills simulated orders against real historical depth with queue priority, latency, and fee modelling; Alpha mode replays one bar per market for slower signals over long windows.
Related series: S&P 500 monthly hit, SPY Daily Up or Down, SPY Hit Price Weekly, Meta Hit Price Monthly, Palantir Hit Price Monthly, OPEN Neg Risk Weekly, or all equities series.
Try it
Replay PLTR Neg Risk Weekly tick by tick
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$ pip install marketlens