Data Store  /  5-Minute Crypto Order Books, Full History
5-Minute Crypto Order Books, Full History

5-Minute Crypto Order Books

Every 5-minute Polymarket up/down cycle we hold, for all six coins. The complete capture of full-depth order books with Binance klines and the PR&R price feed, from first listing through 2026-06-30.

Coverage
Feb 12 to Jul 19, 2026
Window
Full History
Cycle
5-minute
Tick
1-second
Coins
All 6 (BTC–DOGE)
Cycles
249,775
Depth
Full order book
Size
21.2 GB · Parquet

What you get

5-Minute Crypto Order Books — Full history
Feb 12 to Jul 19, 2026 · all 6 coins · 249,775 cycles · 21.2 GB
  • Full-depth crypto order books
  • Binance 1-second klines
  • Chainlink price feed

See what a cycle looks like

Real 5-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.
2026-06-11 17:35 UTCbtc-updown-5m-1781199300
Up share price Down share price Order-book depthPrice in ¢ (0–100)
0255075100SHARE PRICE ¢ORDER-BOOK DEPTHstart59s120s180s241scloseUp 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
5-Minute Crypto Order Books, Full History · Data Store | PR&R