Download Polymarket price history for one outcome token

Pulls the price history of a CLOB outcome token from the public /prices-history endpoint and returns it as an as_event_prices() object. The Polymarket price is already a probability in \([0,1]\).

Usage

pm_prices(
  token_id,
  from,
  to,
  fidelity = 60,
  chunk_days = NULL,
  market_id = NULL,
  event_date = NULL
)

Arguments

token_id: Character, the CLOB token id (from pm_markets()).
from, to: Start and end of the window (Date or POSIXct, interpreted in UTC).
fidelity: Integer, bar size in minutes (60 = hourly, 1440 = daily; default 60).
chunk_days: Integer, chunk length in days (default: max(1, floor(fidelity / 6)), i.e. 10 days for hourly bars).
market_id: Optional label stored on the result (default: the token id).
event_date: Optional scheduled event date stored on the result.

Value

An event_prices object with time (POSIXct, UTC) and q.

Details

The endpoint caps the number of points per call (a few hundred), so the requested window is split into chunks and stitched (deduplicated on the timestamp). The default chunk length adapts to fidelity; with fidelity = 60 (hourly bars) chunks of 10 days are used.

Examples

if (FALSE) { # \dontrun{
mkts <- pm_markets("presidential-election-winner-2024")
tok <- mkts$token_id[grepl("Trump", mkts$question) & mkts$outcome == "Yes"]
ep <- pm_prices(tok, from = "2024-06-01", to = "2024-11-06")
event_clock(pm_daily(ep))
} # }