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: 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…
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