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This walkthrough gets you from an API key to a joined price and metrics series for one market.

Prerequisites

  • A PolymarketData API key from the dashboard
  • Python 3.10+ (for the examples below)
1

Install the SDK

Optional dataframe helpers:
2

Set your API key

Export the key, or pass it directly to the client.
3

Check health and plan limits

4

Discover a market and pull prices

Next steps

Authentication

Header format, key storage, and 401 responses.

Data model

Series, events, markets, and tokens.

Pagination

Cursor pages for discovery and history.

Python SDK

Namespaces, iterators, retries, and dataframes.
Print row counts and the timestamp range before you model anything. A thin series usually means the market was inactive in that window — pick another market rather than debugging your join.