Full-depth, 1-second order-book snapshots for every Polymarket crypto up/down market. Reconstruct the book at any instant to backtest market-making and directional strategies, measure spread, depth and liquidity, study how pricing reacts across each cycle, and train models on real prediction-market microstructure. Pick a coin and cycle below.
Every row is one outcome token per second. Columns in each file:
| Field | Type | Description |
|---|---|---|
ts_ms | int | Snapshot time (epoch ms) |
condition_id | str | Polymarket market id |
token_id | str | CLOB asset id (YES or NO) |
outcome | str | "YES" or "NO" |
market_slug | str | Per-market slug |
question | str | Market question |
end_date_iso | str | Resolution deadline |
tick_size | float | Min price increment |
best_bid | float | Top-of-book bid |
best_bid_size | float | Size at best bid |
best_ask | float | Top-of-book ask |
best_ask_size | float | Size at best ask |
mid | float | (bid+ask)/2 — share price |
spread | float | best_ask − best_bid |
bid_levels | array<{p,s}> | Full bid book (desc) |
ask_levels | array<{p,s}> | Full ask book (asc) |
bid_n_levels | int | Bid level count |
ask_n_levels | int | Ask level count |
bid_total_size | float | Sum of bid sizes |
ask_total_size | float | Sum of ask sizes |
last_trade_price | float? | Most recent trade price |
last_trade_ts_ms | int | Last trade timestamp |
trades_count_window | int | Trades since last snapshot |
trades_volume_window | float | Shares since last snapshot |
book_ts_ms | int | Server book timestamp |
book_hash | str | Book version hash |
