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trentmkelly
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polymarket_crypto_derivatives

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step_index int32	outcome int8	side int8	level_index int32	price float64	size float64
2	0	0	0	0.23	11
2	0	0	1	0.22	356.6
2	0	0	2	0.21	341
2	0	0	3	0.2	422.19
2	0	0	4	0.19	395
2	0	0	5	0.18	181
2	0	0	6	0.17	236
2	0	0	7	0.16	441
2	0	0	8	0.15	117
2	0	0	9	0.14	156
2	0	0	10	0.13	250
2	0	0	11	0.12	207.01
2	0	0	12	0.11	253.5
2	0	0	13	0.1	680.78
2	0	0	14	0.09	150.24
2	0	0	15	0.08	275.4
2	0	0	16	0.07	237.13
2	0	0	17	0.06	559.33
2	0	0	18	0.05	1,207.86
2	0	0	19	0.04	133.8
2	0	0	20	0.03	398.73
2	0	0	21	0.02	1,573.91
2	0	0	22	0.01	4,975.19
2	0	1	0	0.25	445.6
2	0	1	1	0.26	55.6
2	0	1	2	0.27	15
2	0	1	3	0.28	61
2	0	1	4	0.29	136
2	0	1	5	0.3	40
2	0	1	6	0.31	40
2	0	1	7	0.32	40
2	0	1	8	0.33	70
2	0	1	9	0.34	65
2	0	1	10	0.35	40
2	0	1	11	0.36	40
2	0	1	12	0.37	65
2	0	1	13	0.38	106
2	0	1	14	0.39	81
2	0	1	15	0.4	48
2	0	1	16	0.41	75.8
2	0	1	17	0.42	142.27
2	0	1	18	0.43	136.6
2	0	1	19	0.44	131.6
2	0	1	20	0.45	194.57
2	0	1	21	0.46	116.4
2	0	1	22	0.47	111.4
2	0	1	23	0.48	111.4
2	0	1	24	0.49	129.4
2	0	1	25	0.5	152.4
2	0	1	26	0.51	121.47
2	0	1	27	0.52	116.4
2	0	1	28	0.53	214.4
2	0	1	29	0.54	118.4
2	0	1	30	0.55	148.6
2	0	1	31	0.56	143.6
2	0	1	32	0.57	321.6
2	0	1	33	0.58	344.62
2	0	1	34	0.59	265.8
2	0	1	35	0.6	444.6
2	0	1	36	0.61	271
2	0	1	37	0.62	163.5
2	0	1	38	0.63	146.2
2	0	1	39	0.64	172.6
2	0	1	40	0.65	175.8
2	0	1	41	0.66	146.6
2	0	1	42	0.67	151.8
2	0	1	43	0.68	182
2	0	1	44	0.69	128.2
2	0	1	45	0.7	127.93
2	0	1	46	0.71	147.6
2	0	1	47	0.72	112.8
2	0	1	48	0.73	153.2
2	0	1	49	0.74	170.6
2	0	1	50	0.75	158.8
2	0	1	51	0.76	156.2
2	0	1	52	0.77	149.6
2	0	1	53	0.78	150.2
2	0	1	54	0.79	150.6
2	0	1	55	0.8	150.99
2	0	1	56	0.81	119.8
2	0	1	57	0.82	114.6
2	0	1	58	0.83	115.39
2	0	1	59	0.84	116.39
2	0	1	60	0.85	157.39
2	0	1	61	0.86	106.6
2	0	1	62	0.87	73
2	0	1	63	0.88	100.6
2	0	1	64	0.89	202.5
2	0	1	65	0.9	741.72
2	0	1	66	0.91	106.24
2	0	1	67	0.92	85.4
2	0	1	68	0.93	201.56
2	0	1	69	0.94	558.03
2	0	1	70	0.95	1,430.99
2	0	1	71	0.96	170.8
2	0	1	72	0.97	386.73
2	0	1	73	0.98	1,564.19
2	0	1	74	0.99	6,079.59
2	1	0	0	0.75	445.6
2	1	0	1	0.74	55.6

End of preview.

Polymarket Crypto Derivatives Order Book Data

This dataset contains high-frequency Polymarket crypto "Up or Down" derivative market data for BTC, ETH, SOL, and XRP markets.

The collection currently spans 2026-02-21 15:45:00 UTC through 2026-03-24 20:05:00 UTC. It covers 5-minute and 15-minute Polymarket interval markets, with decision snapshots collected at approximately 100 ms cadence.

Format

Data is uploaded as Zstandard-compressed Parquet, converted from the project's RLTCACHE v3 binary capture format. Each market episode is stored in its own directory named from the original market file stem:

<symbol><interval>m_market<market_id>_<window_start>_all/
  steps.parquet
  events.parquet
  book_levels.parquet

Tables

steps.parquet contains one row per decision snapshot:

step_index, ts, progress, dt_s, hour
chainlink_price, binance_price
UP and DOWN summary fields: best_bid, best_ask, mid, spread, bid_size_total, ask_size_total, imbalance

events.parquet contains CLOB event records attached to the following decision step:

following_step_index, event_index, event_type, ts
is_down, is_sell, is_sell_side
price, size, old_tick_size, new_tick_size

Event type codes:

1: trade
2: price change / book level update
3: tick size change

book_levels.parquet contains full order book depth in normalized form:

step_index
outcome: 0 = UP, 1 = DOWN
side: 0 = bid, 1 = ask
level_index, price, size

The source collection contains 47,006 market episodes across BTC, ETH, SOL, and XRP, with approximately 196 million decision snapshots and 3.64 billion CLOB event records before Parquet conversion. The Parquet release contains 46,990 complete converted episodes; 16 source files with truncated final records were omitted.

Timestamps are Unix milliseconds. Prices are Polymarket contract prices. Sizes are CLOB token sizes as reported by the market data feed.

Downloads last month: 15,719

Total file size:

32.3 GB

Polymarket Crypto Derivatives Order Book Data

Format

Tables

Contents