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Polymarket historical data can describe past prices, but it is not automatically a complete trading backtest or accuracy dataset. Start with the exact product, outcome token, time range and sampling resolution. Then preserve the contract rules and final resolution separately.
Use the historical price viewer to retrieve real sampled International prices and export UTC records as CSV. It does not connect an account, place orders or invent data when a history is missing.
What the official price-history endpoint provides
Polymarket International's price-history reference, checked October 6, 2026, documents GET https://clob.polymarket.com/prices-history. The required market parameter identifies the outcome asset. Optional time filters are startTs and endTs; interval selects a range, and fidelity specifies sampling in minutes.
Our viewer requests one day, one week or one month with 60-minute fidelity. It returns a chart and CSV of received samples, not every trade or historical order-book level.
Do not confuse the market with its outcome token
A Yes/No market can have separate token identifiers for its outcomes. Preserve the exact mapping before labeling a price series. A slug, condition ID and outcome token ID serve different purposes; the history request expects the asset identifier documented by the endpoint.
| Research field | Why it matters |
|---|---|
| Product and market question | Distinguishes similarly named US and international contracts |
| Outcome token and label | Identifies which side the price describes |
| Timestamp and time zone | Establishes what information was available then |
| Sampling resolution | Explains which movements the dataset can miss |
| Rules and resolution | Defines the outcome being evaluated |
A simple retrieval workflow
- Identify the exact International market and outcome token.
- Select the range and sampling resolution required by your research question.
- Retrieve the series and inspect its first and last timestamps.
- Record missing periods and preserve the raw response.
- Export prices and keep the token, question, source and rules in your research notes.
The viewer sorts records by timestamp and keeps the final returned value when timestamps repeat. It reports an empty series rather than filling gaps. If the provider rejects a token or is unavailable, the page explains the failure.
Understand the CSV units
The download contains timestamp_utc and price. A raw price of 0.43 is displayed as 43¢ in the chart. A hypothetical move from 0.43 to 0.47 is a 4¢ change, or four percentage points on the dollar payout scale; it is about a 9.30% increase relative to the starting price.
Those arithmetic examples are independent illustrations, not sampled trades. State whether you report cents, percentage points or relative percentage change. They answer different questions.
Historical sampled prices do not prove executable returns
A sampled price does not reconstruct the bid, ask, available quantity or fees for a hypothetical order. An hourly series can miss an intrahour jump. An apparent price path therefore does not establish that a strategy could have filled at every recorded value.
Keep price-series research separate from fill simulation. Use the depth calculator to understand the role of available quantity and the contract-equivalence worksheet when comparing venues.
Join outcomes before measuring accuracy
To score forecasts, choose one observation per outcome at a predefined horizon and join it to the final binary result. Keep cancellations and nonbinary payouts separate. Do not treat every timestamp from one event as an independent event.
Read the accuracy methodology guide, then use the Brier calculator for an independently assembled sample. The history viewer does not establish a platform win rate, calibration result or profitable strategy.
For broader integration, see the Polymarket API guide. Preserve the exact source and product: the endpoint described here is International, and should not be presented as a Polymarket US account-history export.