SpaceX Multi Strikes Weekly historical data
SpaceX Multi Strikes Weekly is a Polymarket equities series with markets recurring weekly. Marketlens has captured 65 markets since June 26, 2026, of which 52 resolved, with $2.0K 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 2026-08-05 · series slug spacex-multi-strikes-weekly
Resolution outcomes
Outcomes across 52 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 SpaceX (SPCX) finish week of July 20 above $125?
- Will SpaceX (SPCX) finish week of July 20 above $105?
- Will SpaceX (SPCX) finish week of July 20 above $150?
Backtest this series
from marketlens import MarketLens
client = MarketLens()
result = client.backtest(
MyStrategy(), "spacex-multi-strikes-weekly",
after="2026-07-29", before="2026-08-06", initial_cash=1_000,
)
result.show() # inspect the run in the dashboardAvailable datasets
Common questions
How many SpaceX Multi Strikes Weekly markets are in the archive?
65 markets from June 26, 2026 through August 5, 2026, of which 52 have resolved and 13 are active.
What data exists for each SpaceX Multi Strikes 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 "spacex-multi-strikes-weekly" through the API and Python SDK, or downloadable as Parquet.
How often do SpaceX Multi Strikes Weekly markets resolve No?
Of 52 resolved markets with a recorded outcome, 33 resolved No (63.5%) and 19 resolved Yes.
How much does a typical SpaceX Multi Strikes Weekly market trade?
Average traded volume is $113 per market, $2.0K across the series.
Can I backtest strategies on SpaceX Multi Strikes Weekly?
Yes. Pass the slug "spacex-multi-strikes-weekly" to client.backtest() in the Python SDK. Execution mode replays every market's order book tick by tick and fills simulated orders against real historical depth with queue priority, latency, and fee modelling; Alpha mode replays one bar per market for slower signals over long windows.
Related series: SpaceX Multi Strikes Monthly, S&P 500 monthly hit, SPY Daily Up or Down, SPY Hit Price Weekly, Meta Hit Price Monthly, Palantir Hit Price Monthly, or all equities series.
Try it
Replay SpaceX Multi Strikes Weekly tick by tick
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$ pip install marketlens