Sub-second Polymarket order book data for quant traders to backtest strategies.
Product memo
PolyBackTest gives quant traders and researchers sub-second historical order book data for Polymarket. It provides full bid/ask depth, allowing users to backtest fills, spreads, and slippage with granular price-level context. This level of detail helps validate trading strategies, offering insights from macro trends down to micro-level market movements. The platform's REST API and market data API deliver reliable access for data-intensive analysis.
For who
Quant traders and researchers
Solves what
Provides sub-second historical order book data for Polymarket trading strategy backtesting.
- Sub-second order book snapshots
- Full bid/ask depth
- REST API access
In their own words
Backtest Polymarket
Up/Down Markets with Real Order Book Data
The first Polymarket dataset with full historical order book depth at sub-second resolution - backtest fills, spreads, and slippage with Price-level context.
Commercial cues
Model
contact only
Free tier
Yes
Trial
No
Pricing Strategy
PolyBackTest offers a free tier with limited historical data, then moves to custom pricing for advanced features. Plans include specialized AI backtesting and dedicated.
- • A free tier provides limited historical data to attract new users.
- • Custom AI plans offer advanced backtesting capabilities as a premium add-on.
- • Dedicated infrastructure ensures predictable performance for high-volume enterprise needs.
Operator context
Founded
Feb 2026
HQ
Australia
Platform
API
Audience
Developers
Payments
Stripe
Public footprint
Tech stack
Builder Strategy
- Strategy Type
- Niche Specialist
- Stage
- Vc Growth
- Effort
- Small Team
About PolyBackTest Expand
PolyBackTest delivers sub-second historical order book data for Polymarket, targeting quant traders and researchers who need precise market insights. It offers full bid/ask depth and time-aligned data via a REST API, allowing users to rigorously backtest trading strategies.
The platform's focus on granular price-level context helps validate assumptions about fills, spreads, and slippage. This specialized data access positions PolyBackTest as a critical tool for those requiring detailed historical information to refine their trading models.