Polyhistorical

What is Polyhistorical?

Polyhistorical is an advanced data analysis tool designed for backtesting Polymarket Up/Down markets using real order book data. It provides users with comprehensive historical order book depth at sub-second resolution, allowing for in-depth analysis of market dynamics. With its robust API, users can access a wealth of data points necessary for quantitative modeling, making it an essential resource for traders, quants, and researchers interested in market behaviors.

How to use Polyhistorical?

1. Create an account: Sign up for free on the Polyhistorical website. No credit card is required, and you'll receive an API key immediately.
2. Pick a market: Use the API or the explorer to browse available markets by timeframe or slug. You can filter active versus resolved markets.
3. Pull snapshots: Fetch historical order book data at sub-second resolution, including pagination and filtering options, all in a single API call.

What are the main features of Polyhistorical?

• Full order book depth: Access bid and ask data at every price level for both UP and DOWN tokens.
• Sub-second timestamps: Snapshots are recorded faster than once per second, with synchronized BTC/ETH prices from Binance and Chainlink.
• Multiple timeframes: Supports various timeframes, including 5m, 15m, 1h, 4h, and 24h markets.
• Resolved market archive: Access closed markets with complete resolution, including winners and settlement data.
• Clean REST API: JSON endpoints provide pagination, filtering, and order book depth in one call.
• Fast response times: API responses are optimized for backtesting, with latency under 50ms.

Who is Polyhistorical for?

Polyhistorical is tailored for quants, researchers, and bot developers who require detailed historical data for market analysis. It is ideal for individuals and teams involved in trading strategy development, algorithmic trading, and market research, particularly those focusing on cryptocurrency markets such as BTC and ETH. The tool's rich data offerings cater to both novice and experienced users looking to gain insights into market dynamics.

What are the use cases of Polyhistorical?

1. Backtesting trading strategies: Traders can utilize historical order book data to test and refine their trading algorithms and strategies before deploying them in live markets.
2. Market analysis: Researchers can analyze the dynamics of Polymarket's Up/Down markets to identify trends, patterns, and potential trading opportunities.
3. Bot development: Developers can leverage the API to create automated trading bots that react to market conditions based on real-time and historical data.