01 / DATASET
A documented archive of BTC Up/Down market microstructure.
The dataset records CLOB quotes and order-book depth for Polymarket Bitcoin Up/Down markets with 5-minute and 15-minute windows. Understand the files before downloading them.
Collection pipeline
The collector receives CLOB WebSocket updates, maintains a local order book, and writes several layers for inspection and analysis.
CLOB WebSocket → local book → JSONL → Parquet → daily ZIP
The two market windows share the same data model. Use interval_min and the market timestamps to identify the window; do not rely on filenames alone.
What differs between 5m and 15m
Same data model
Both windows use ticks, depth, market_outcomes, and seen_markets joined by event_slug.
Different window length
A 5-minute market normally spans 300 seconds and a 15-minute market 900 seconds. Use interval_min, window_start_ts, and window_end_ts in the data.
File layers
| Layer | Typical path | Purpose |
|---|---|---|
| Live JSONL | data/live/*.jsonl | Append-oriented collection output for audit and incremental processing. |
| Hourly Parquet | data/hourly/*.parquet | Columnar files for faster research queries. |
| Daily ZIP | data/daily/btc_*_YYYYMMDD.zip | Daily distribution package containing the day's files. |
| Market map | seen_markets.jsonl | Maps event_slug to market_id, condition_id, and UP/DOWN asset IDs. |
| Outcomes | market_outcomes.parquet | Post-event winner labels for evaluation and backtest scoring. |
How files join
The primary research key is event_slug + ts. Join quotes and depth to market metadata and resolved outcomes with event_slug.
Asset IDs live in seen_markets rather than being repeated in every ticks and depth row. Preserve that join when building your own tables.
Open the schema reference →What the archive does not claim
Quotes are not trades
This is an order-book record, not a complete trade-by-trade tape. It cannot prove that displayed liquidity was executed.
Depth is not a fill promise
A displayed size can change, disappear, or be ahead of your simulated order in the queue. Fill assumptions belong in the backtest model.