Poly Research & Robotics
Data Store  /  BTC/ETH/SOL/XRP Order Books + Binance · Mar 1 – Jun 11 2026

BTC/ETH/SOL/XRP Order Books + Binance

BTC·ETH·SOL·XRPOrder books1-second tickFull depth
BTC/ETH/SOL/XRP Order Books + Binance · Mar 1 – Jun 11 2026

Polymarket 5-min & 15-min Up/Down full order books AND Binance 1-second klines for BTC, ETH, SOL & XRP, March 1 – June 11 2026. Single bundle: OrderBooks/<coin>_<tf>/ and Binance_1s/<coin>/, partitioned by dt=YYYY-MM-DD.

CoverageMar 1 – Jun 11 2026
Granularity1-second full-depth snapshots
RecordsUp / Down per market
FormatZIP · Parquet
Download16 GB

What’s inside

Every row is one outcome token per second. Columns in each file:

FieldTypeDescription
ts_msintSnapshot time (epoch ms)
condition_idstrPolymarket market id
token_idstrCLOB asset id (YES or NO)
outcomestr"YES" or "NO"
market_slugstrPer-market slug
questionstrMarket question
end_date_isostrResolution deadline
tick_sizefloatMin price increment
best_bidfloatTop-of-book bid
best_bid_sizefloatSize at best bid
best_askfloatTop-of-book ask
best_ask_sizefloatSize at best ask
midfloat(bid+ask)/2 — share price
spreadfloatbest_ask − best_bid
bid_levelsarray<{p,s}>Full bid book (desc)
ask_levelsarray<{p,s}>Full ask book (asc)
bid_n_levelsintBid level count
ask_n_levelsintAsk level count
bid_total_sizefloatSum of bid sizes
ask_total_sizefloatSum of ask sizes
last_trade_pricefloat?Most recent trade price
last_trade_ts_msintLast trade timestamp
trades_count_windowintTrades since last snapshot
trades_volume_windowfloatShares since last snapshot
book_ts_msintServer book timestamp
book_hashstrBook version hash
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