Marketlens

Marketlens is a historical data API for Polymarket prediction markets. It covers the full market catalog with tick-level order book depth, trades and candles, so sports, weather, earnings and rates markets carry the same book history as the crypto up/down markets, starting March 2026. The Python SDK reads it straight into dataframes or parquet, and includes a backtesting engine that replays the real book with queue position, latency, slippage and settlement delay, so results reflect fills you could actually have got. Free tier available, paid plans from $39/mo.