How are people getting reliable historical data for prediction markets?

I’ve been digging into prediction markets recently (Polymarket, Kalshi, etc.) and keep running into limits around historical data.

Most of what I can find is:

• partial trade history
• recent orderbook snapshots
• or endpoints that don’t make it clear how the data is constructed

For anyone doing research, backtesting, or strategy work in this space:

How are you actually handling historical data today?

Are people recording their own feeds, reconstructing from trades, or just working with limited history?

Just trying to understand what the normal workflow looks like here.