outcometick vs other Polymarket data providers
What to compare on, and what outcometick answers.
There is more than one place to buy Polymarket historical data. The questions worth deciding on are whether the archive can settle a market on its own, whether a strategy can be checked against the official outcome, and what a buyer can verify before paying. This page states what outcometick does on each of those points.
Searching for Polymarket historical data also turns up Telonex, Marketlens, Resolved Markets and PMData, among others. Their own sites describe what they carry; this page describes outcometick. Survey of the field done in September 2026.
What outcometick brings
The stream the market settles on
Polymarket crypto Up/Down markets resolve on Chainlink streams, and the archive carries those streams themselves, tick by tick, next to the instantaneous feed. Which stream governs a given market is written on the market row, so a strategy reads it per market instead of inferring it from the date.
Where the relay publishes its full-precision fixed-point value, that value is what the row carries — not a float that was rounded on the way in.
Recompute the winner instead of trusting it
Each market’s official strike and its settled outcome sit in the same archive as its order books. A backtest can therefore settle its own trades from the settlement feed and check the result against the label — and a strategy can call ctx.assert_outcome to do exactly that on every market it touches.
Two venues, one key
Polymarket and Predict.fun — the prediction market behind the Binance Wallet front end — are collected and sold separately, filtered by venue on the same API and the same key. Coverage runs continuously from 2026-06-08 / 2026-06-13 respectively, growing by one archived UTC day at a time, with each file’s size and sha256 published beside it.
Buy the days you need
A subscription covers a rolling window of the newest archived days. Any deeper history is a one-time purchase of a date range you pick — any span in the archive at or above the minimum purchase length — priced per archived day and paid by card or in USDT/USDC. No tier to grow into, no history bundled that you did not ask for.
Run the strategy where the data is
Strategy code in JavaScript or Python runs against the archive in a hosted sandbox, priced per market-day scanned, and returns a report that lists the fills. Only a run that produces a report is charged; rejected, crashed or timed-out runs are refunded in full.
Check a real day before paying
One real, unmodified UTC day per venue is a public download, mirrored on Kaggle and Hugging Face, laid out exactly like the paid archive. The ot command line replays it locally on the same engine that produces the paid reports, so the format, the fields and the settlement logic can all be checked with no key and no payment.
Six questions to put to any provider
and outcometick’s answer to each- Does the archive include the stream the market actually settles on?
- Yes — the Chainlink settlement streams ship beside the instantaneous feed.
- Are the official strike and the settled outcome in the same archive as the order books?
- Yes, per market, so results can be recomputed rather than trusted.
- Can I inspect a complete real day before I pay?
- Yes — one unmodified sample day per venue, as a public download.
- Can I buy exactly the dates I need, once?
- Yes — a date range of your choosing within the archive, above a minimum length, priced per archived day.
- Can a strategy run without downloading anything first?
- Yes — a hosted sandbox for JavaScript and Python, billed per market-day.
- Can I verify what I received?
- Each file is published with its size and sha256, and price rows carry their own timestamps, so gaps are measurable from the data.
Start with the free day
Download a real sample day and replay it locally — no key needed. The hosted editor is free to open and checks a strategy for free; a queued run is paid for in credits.