Polymarket Markets & Prices | BlockRun

Browse Polymarket markets in batches. See each question, status, answer choices and displayed prices, plus reported trading volume and the amount available to trade when shown. Ask for more in plain language.

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View instructions

Use the Tool named polymarket-markets-with-cursor-pagination-blockrun for the user’s request about Polymarket markets. Reuse the user’s existing Toolmu connection or follow https://toolmu.com/SKILL.md. Start with one batch; no extra details, market link or market number are needed. Summarize each market’s question, status, answer choices and displayed price for each choice. Include reported total trading volume and the amount currently available to trade in U.S. dollars when provided. State whether more markets are available.

If the user asks to continue, use the previous results in the background and request only the number of additional batches they asked for. Continue only while more results are available and the user’s budget and existing spending permission cover each additional request. Ask a simple follow-up only if the user’s request cannot be identified from the visible market information. Do not describe a batch as the complete market list, and do not present displayed prices as guaranteed buy or sell prices.

Task:
Show me one batch of Polymarket markets with each question, status, answer choice and displayed price. Include reported U.S. dollar trading volume and available trading amount when shown, and tell me if more results are available.

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Connection guide

Up to 0.01122 credits / call

The final charge is based on confirmed usage. Unused reserved credits return to your available balance.

BlockRun

Polymarket Markets & Prices | BlockRun

You receive

Get a page of market records and its continuation cursor. Use the questions and descriptions to identify relevant markets, compare their source status, and read each price alongside its outcome label. Available market identifiers, event details and USD volume and liquidity help you keep those comparisons tied to the right record. Ask the Agent for another page when you need it. It can send back the returned cursor unchanged while keeping the same query scope; the page also reports its count, size and whether more data is available.

Start with your task

Show me one batch of Polymarket markets with each question, status, answer choice and displayed price. Include reported U.S. dollar trading volume and available trading amount when shown, and tell me if more results are available.

What to know

A page is part of the collection, not a complete market inventory or a fixed snapshot. More-data and cursor fields do not give a total market count or trigger another call. Outcome prices have no stated currency or probability conversion and are not guaranteed execution quotes; available metrics and times vary by record.

Inputs & outputs

Inspect the current inputs, availability, and maximum charge before starting.

Input schema

Input schema
Field / Path	Type	Requirement	Meaning
Optional page controls`queryParams`	`object`	Optional	Omit for the default first page. Put a genuine returned pagination_key and optional limit directly in this object. The source documents limit 1–100, default 20; keep the cursor unchanged and the same query scope.
Optional nested query container`queryParams.query`	`object`	Optional	The native input declares this optional open object. Leave it out for the page controls described here: pagination_key and limit belong directly in queryParams, not inside this container.

View raw JSON

{
  "type": "object",
  "required": [],
  "properties": {
    "queryParams": {
      "type": "object",
      "properties": {
        "query": {
          "type": "object",
          "required": [],
          "properties": {}
        }
      }
    }
  },
  "additionalProperties": false
}

Result schema

No fixed output contract is available. Field types reflect saved result evidence; individual responses can differ.

Result schema
Field / Path	Type	Meaning
Market records in this page`result.markets`	`array`	The market records returned by this request. This array is one page, not the full collection.
Condition ID`result.markets[].condition_id`	`string`	Source condition identifier for this market. Preserve it exactly when matching records.
Question ID`result.markets[].question_id`	`string`	Source identifier for the market question; it is distinct from the market ID.
Market ID`result.markets[].market_id`	`string`	Source identifier for this market record. Use it to distinguish records across returned pages.
Market slug`result.markets[].market_slug`	`string`	Source text identifier for the market. It is not itself a complete URL.
Market question`result.markets[].title`	`string`	The market title or question describing what the market concerns.
Market description`result.markets[].description`	`string`	Available source explanation of the market; retain its wording when interpreting the question.
Market status`result.markets[].status`	`string`	Source market status. Read it alongside the question and timestamps; it does not itself name the winning outcome.
Start time`result.markets[].start_time`	`string`	Optional source ISO 8601 market start time, separate from request time.
End time`result.markets[].end_time`	`string`	Optional source ISO 8601 market end time; distinguish it from close time.
Close time`result.markets[].close_time`	`string`	Optional source ISO 8601 market close time, when available.
Record creation time`result.markets[].created_time`	`string`	Optional source ISO 8601 creation time for the market record, not this request.
Market image reference`result.markets[].image_url`	`string`	Optional image URL supplied for the market. The reference does not guarantee image availability.
Event ID`result.markets[].event_id`	`string`	Optional identifier of the event associated with this market.
Event slug`result.markets[].event_slug`	`string`	Optional source text identifier for the associated event; not a complete URL.
Event title`result.markets[].event_title`	`string`	Optional title of the event grouping this market.
Outcome options`result.markets[].outcomes`	`array`	The named options supplied for this market. Do not assume exactly two options or fixed Yes/No labels.
Total volume (USD)`result.markets[].total_volume_usd`	`number`	Source market-level total traded volume in USD. It is not a rolling-window amount or a count of markets.
Liquidity (USD)`result.markets[].liquidity_usd`	`number`	Source market-level liquidity in USD. Do not relabel this figure as open interest.
Market tags`result.markets[].tags`	`array`	Available source tags associated with the market; they are descriptions, not a ranking.
Rolling activity metrics`result.markets[].rolling_metrics`	`object`	Optional hourly-refreshed summaries for the last 24 hours, 7 days and 30 days. Overlapping windows are not additive; preserve missing and default values.
Outcome label`result.markets[].outcomes[].label`	`string`	The source name of this option. Always keep its price paired with this label.
Outcome token ID`result.markets[].outcomes[].token_id`	`string`	Source token identifier for this particular outcome, distinct from the market ID.
Predexon outcome ID`result.markets[].outcomes[].predexon_id`	`string`	Optional Predexon identifier for this outcome; preserve it as a source identifier.
Outcome price`result.markets[].outcomes[].price`	`number`	Optional observed price for this named outcome. The source does not define its currency or a probability conversion; it is not a guaranteed execution quote.
Trading volume, last 24 hours (USD)`result.markets[].rolling_metrics.volume_1d`	`number`	Source USD traded volume over the last 24 hours, refreshed hourly. This window overlaps the other windows; do not add them together.
Trading volume, last 7 days (USD)`result.markets[].rolling_metrics.volume_7d`	`number`	Source USD traded volume over the last 7 days, refreshed hourly. This window overlaps the other windows; do not add them together.
Trading volume, last 30 days (USD)`result.markets[].rolling_metrics.volume_30d`	`number`	Source USD traded volume over the last 30 days, refreshed hourly. This window overlaps the other windows; do not add them together.
Buy volume, last 24 hours (USD)`result.markets[].rolling_metrics.buy_volume_1d`	`number`	Source USD buy volume over the last 24 hours, refreshed hourly. This window overlaps the other windows; do not add them together.
Buy volume, last 7 days (USD)`result.markets[].rolling_metrics.buy_volume_7d`	`number`	Source USD buy volume over the last 7 days, refreshed hourly. This window overlaps the other windows; do not add them together.
Buy volume, last 30 days (USD)`result.markets[].rolling_metrics.buy_volume_30d`	`number`	Source USD buy volume over the last 30 days, refreshed hourly. This window overlaps the other windows; do not add them together.
Sell volume, last 24 hours (USD)`result.markets[].rolling_metrics.sell_volume_1d`	`number`	Source USD sell volume over the last 24 hours, refreshed hourly. This window overlaps the other windows; do not add them together.
Sell volume, last 7 days (USD)`result.markets[].rolling_metrics.sell_volume_7d`	`number`	Source USD sell volume over the last 7 days, refreshed hourly. This window overlaps the other windows; do not add them together.
Sell volume, last 30 days (USD)`result.markets[].rolling_metrics.sell_volume_30d`	`number`	Source USD sell volume over the last 30 days, refreshed hourly. This window overlaps the other windows; do not add them together.
Trades, last 24 hours`result.markets[].rolling_metrics.trades_1d`	`number`	Source number of trades over the last 24 hours, refreshed hourly. This window overlaps the other windows; do not add them together.
Trades, last 7 days`result.markets[].rolling_metrics.trades_7d`	`number`	Source number of trades over the last 7 days, refreshed hourly. This window overlaps the other windows; do not add them together.
Trades, last 30 days`result.markets[].rolling_metrics.trades_30d`	`number`	Source number of trades over the last 30 days, refreshed hourly. This window overlaps the other windows; do not add them together.
Buys, last 24 hours`result.markets[].rolling_metrics.buys_1d`	`number`	Source number of buys over the last 24 hours, refreshed hourly. This window overlaps the other windows; do not add them together.
Buys, last 7 days`result.markets[].rolling_metrics.buys_7d`	`number`	Source number of buys over the last 7 days, refreshed hourly. This window overlaps the other windows; do not add them together.
Buys, last 30 days`result.markets[].rolling_metrics.buys_30d`	`number`	Source number of buys over the last 30 days, refreshed hourly. This window overlaps the other windows; do not add them together.
Sells, last 24 hours`result.markets[].rolling_metrics.sells_1d`	`number`	Source number of sells over the last 24 hours, refreshed hourly. This window overlaps the other windows; do not add them together.
Sells, last 7 days`result.markets[].rolling_metrics.sells_7d`	`number`	Source number of sells over the last 7 days, refreshed hourly. This window overlaps the other windows; do not add them together.
Sells, last 30 days`result.markets[].rolling_metrics.sells_30d`	`number`	Source number of sells over the last 30 days, refreshed hourly. This window overlaps the other windows; do not add them together.
Open-interest change, last 24 hours (USD)`result.markets[].rolling_metrics.oi_change_1d`	`number`	Source USD change in open interest over the last 24 hours, refreshed hourly. This window overlaps the other windows; do not add them together.
Open-interest change, last 7 days (USD)`result.markets[].rolling_metrics.oi_change_7d`	`number`	Source USD change in open interest over the last 7 days, refreshed hourly. This window overlaps the other windows; do not add them together.
Open-interest change, last 30 days (USD)`result.markets[].rolling_metrics.oi_change_30d`	`number`	Source USD change in open interest over the last 30 days, refreshed hourly. This window overlaps the other windows; do not add them together.
Metrics computation time`result.markets[].rolling_metrics.computed_at`	`string`	Optional ISO 8601 time when the rolling metrics were computed. It is separate from market dates and request completion.
Page information`result.pagination`	`object`	Information about this response page and possible continuation, not total collection size.
Page size`result.pagination.limit`	`number`	The page-size value reported for this response. The source documents 1–100, default 20.
Returned count`result.pagination.count`	`number`	The number of market records in this response, not the number in the whole collection.
Continuation cursor`result.pagination.pagination_key`	`string`	Opaque cursor for requesting a following page. Pass it unchanged as pagination_key directly in queryParams, keeping the same filters and sort; no lifetime guarantee is stated.
More data available`result.pagination.has_more`	`boolean`	Whether the source reports more data after this page. It does not fetch another page or disclose a total count.

Additional notes

Choose how many records to read

The first request can use the default list without a search term, identifier or cursor. The source documentation specifies a page size from 1 to 100 records, with 20 as the default. A smaller page can make a focused comparison easier; the response count describes the records actually returned.

Keep the continuation tied to the same query

A cursor is an opaque continuation value from the preceding response. Keep it unchanged and retain the same filters and sort when requesting the next page. If the query scope changes, start a new first-page request rather than reusing the old cursor.

Request only the additional pages you need. A response does not fetch them automatically, and changing market data means successive pages are not a guaranteed frozen snapshot.

Read metrics at their own time

Optional rolling metrics cover the last 24 hours, 7 days or 30 days and are refreshed hourly by the source. Volume and open-interest changes are in USD; buys, sells and trades are counts. The windows overlap, so do not add them together. Use the metrics computation time separately from market dates and request time.