Chainlink’s price feed, cycle-aligned to the Polymarket crypto Up/Down markets, carrying the 60-second TWAP that settles them beside the spot price it replaced. One file per cycle, one row per second, the average on every row.
Choose the market cycle, then how much history you want. Weeks can be combined: pick as many as you like, minimum one.
Chainlink's price feed, adjusted to the average the markets now settle on, and straight about how that average is produced.
price column is the PR&R Chainlink feed at 1-second resolution; the 60-second average comes from that same tape.market_slug lines up 1:1 with the feed archive.observed flags which.twap30 is there for comparison; settlement_twap is the 60-second average markets actually settle on.One row per second of the cycle, one Parquet file per market:
| Field | Type | Description |
|---|---|---|
timestamp | int | Epoch seconds, one row per second of the cycle |
datetime | ts | The same instant, UTC |
price | float | Spot price, forward-filled onto a complete 1-second grid |
observed | bool | True where this second carried a real feed report |
twap30 | float | Trailing 30-second average, inclusive of this second |
twap60 | float | Trailing 60-second average, the settlement basis |
twap30_observed | int | Real reports behind the 30s average |
twap60_observed | int | Real reports behind the 60s average |
settlement_twap | float | The average this market settles on (60s) |
twap_window_s | int | Settlement window, always 60 |
market_slug | str | Join key, identical to the order-book datasets |
cycle_start | int | Cycle open, epoch seconds |
cycle_end | int | Cycle close, epoch seconds |