Data Store  /  15-Minute Crypto Order Books, 3 Months
15-Minute Crypto Order Books, 3 Months

15-Minute Crypto Order Books

A full quarter of full-depth Polymarket up/down order books for all six coins on the 15-minute cycle. Order books, Binance 1-second klines and the PR&R price feed, aligned on one clock.

Coverage
Apr 1 to Jun 30, 2026
Window
3 Months
Cycle
15-minute
Tick
1-second
Coins
All 6 (BTC–DOGE)
Cycles
52,410
Depth
Full order book
Size
8.2 GB · Parquet

Data Selection

No selectionPick a 3-month range →

See what a cycle looks like

Real 15-minute cycles from this dataset. Pick a coin and hover the chart to read the Up/Down share price and order-book depth at any second of the market.

A market that picks a side early and never gives it back. One outcome pulls ahead within the first minute and climbs steadily into settlement, the cleanest cycle to model, and the easiest to be lulled by.
2026-06-09 16:00 UTCbtc-updown-15m-1781020800
Up share price Down share price Order-book depthPrice in ¢ (0–100)
0255075100SHARE PRICE ¢ORDER-BOOK DEPTHstart3m 01s6m 03s8m 57s11m 59scloseUp 1Dn 99

What’s in every cycle

Full order books

Every Up & Down bid/ask level with size, snapshotted each second of the cycle, with best bid/ask, mid, microprice, spread and depth precomputed.

Binance 1s klines

The underlying spot at 1-second resolution: OHLC, volume, quote volume, trade count and taker flow, all time-aligned to every cycle.

PR&R price feed

The Chainlink-anchored underlying price feed at 1-second resolution, the oracle each market resolves against (86,400 rows/day).

Column schema

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

FieldTypeDescription
timetimestampSnapshot time (UTC, 1-second cadence)
slugstrMarket cycle slug (e.g. btc-updown-5m-…)
outcomestr"Up" or "Down"
market_idstrPolymarket market (condition) id
asset_idstrCLOB token id for this outcome
bidslist<{price,size}>Full bid book, best first
askslist<{price,size}>Full ask book, best first
best_bidfloatTop-of-book bid
best_askfloatTop-of-book ask
mid_pricefloat(best_bid + best_ask) / 2
spreadfloatbest_ask − best_bid
n_bidsintBid level count
n_asksintAsk level count
top_bid_sizefloatSize at best bid
top_ask_sizefloatSize at best ask
sum_bid_sizefloatTotal size across bid levels
sum_ask_sizefloatTotal size across ask levels
micropricefloatSize-weighted mid price
ob_imbalancefloatBid/ask depth imbalance
15-Minute Crypto Order Books, 3 Months · Data Store | PR&R