One month of complete 15m Up/Down coverage: March 2026 (2026-03-01 to 2026-03-31). Coins available this month: BTC, ETH, SOL, XRP, BNB, DOGE.
Every row is one outcome token per second. Columns in each file:
| Field | Type | Description |
|---|---|---|
time | timestamp | Snapshot time (UTC, 1-second cadence) |
slug | str | Market cycle slug (e.g. btc-updown-5m-…) |
outcome | str | "Up" or "Down" |
market_id | str | Polymarket market (condition) id |
asset_id | str | CLOB token id for this outcome |
bids | list<{price,size}> | Full bid book, best first |
asks | list<{price,size}> | Full ask book, best first |
best_bid | float | Top-of-book bid |
best_ask | float | Top-of-book ask |
mid_price | float | (best_bid + best_ask) / 2 |
spread | float | best_ask − best_bid |
n_bids | int | Bid level count |
n_asks | int | Ask level count |
top_bid_size | float | Size at best bid |
top_ask_size | float | Size at best ask |
sum_bid_size | float | Total size across bid levels |
sum_ask_size | float | Total size across ask levels |
microprice | float | Size-weighted mid price |
ob_imbalance | float | Bid/ask depth imbalance |
Complete Crypto Order Books · March 2026 (15-minute). Full-depth Polymarket up/down order books captured second-by-second, with Binance 1-second klines and the PR&R 1-second reference price feed, aligned to every market. Coverage 2026-03-01 to 2026-03-31. 15,393 order-book cycles. Coins: BTC, ETH, SOL, XRP, BNB, DOGE. Delivered as a ZIP of Parquet files.
