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time_ms
int64
1,783B
1,786B
percentage
float64
-5
5
depth
float64
0.01
249k
notional
float64
23.5
1.16B
1,783,036,804,000
-5
7,941.027
480,840,644.3499
1,783,036,804,000
-4
7,519.721
456,082,119.7057
1,783,036,804,000
-3
6,859.885
416,900,598.6861
1,783,036,804,000
-2
5,786.068
352,424,638.4359
1,783,036,804,000
-1
2,609.349
159,716,151.5291
1,783,036,804,000
-0.2
357.526
21,976,597.9125
1,783,036,804,000
0.2
355.953
21,928,612.513
1,783,036,804,000
1
2,073.682
128,307,608.1287
1,783,036,804,000
2
6,102.106
379,787,990.5084
1,783,036,804,000
3
7,309.232
455,857,693.3826
1,783,036,804,000
4
7,753.42
484,127,124.4048
1,783,036,804,000
5
8,080.781
505,185,531.6168
1,783,036,831,000
-5
8,131.506
492,494,248.2004
1,783,036,831,000
-4
7,689.238
466,496,500.4054
1,783,036,831,000
-3
7,011.617
426,240,308.7546
1,783,036,831,000
-2
5,944.751
362,159,844.2165
1,783,036,831,000
-1
2,641.284
161,714,786.6365
1,783,036,831,000
-0.2
374.704
23,036,461.8578
1,783,036,831,000
0.2
430.75
26,543,710.6631
1,783,036,831,000
1
2,302.739
142,514,771.4553
1,783,036,831,000
2
6,311.011
392,774,538.0288
1,783,036,831,000
3
7,486.413
466,860,114.2109
1,783,036,831,000
4
7,994.969
499,256,498.1704
1,783,036,831,000
5
8,245.559
515,401,628.0795
1,783,036,861,000
-5
8,192.458
496,209,797.2979
1,783,036,861,000
-4
7,763.769
471,014,807.6258
1,783,036,861,000
-3
7,114.023
432,430,452.425
1,783,036,861,000
-2
6,045.192
368,256,429.6713
1,783,036,861,000
-1
2,735.965
167,493,473.2756
1,783,036,861,000
-0.2
445.083
27,357,219.7401
1,783,036,861,000
0.2
381.163
23,480,409.2751
1,783,036,861,000
1
2,235.098
138,281,055.8063
1,783,036,861,000
2
6,312.074
392,774,060.0086
1,783,036,861,000
3
7,525.602
469,244,194.1238
1,783,036,861,000
4
7,970.441
497,554,201.9976
1,783,036,861,000
5
8,298.657
518,667,159.2307
1,783,036,891,000
-5
8,203.171
496,711,826.1031
1,783,036,891,000
-4
7,791.035
472,500,909.369
1,783,036,891,000
-3
7,161.666
435,149,852.6442
1,783,036,891,000
-2
6,122.919
372,821,298.2542
1,783,036,891,000
-1
2,877.257
176,020,579.7346
1,783,036,891,000
-0.2
457.959
28,123,795.3833
1,783,036,891,000
0.2
391.035
24,070,787.387
1,783,036,891,000
1
2,179.94
134,764,821.386
1,783,036,891,000
2
6,330.308
393,698,594.0049
1,783,036,891,000
3
7,611.216
474,379,821.213
1,783,036,891,000
4
8,065.362
503,268,118.7337
1,783,036,891,000
5
8,361.218
522,280,851.5965
1,783,036,922,000
-5
8,359.434
505,879,925.3582
1,783,036,922,000
-4
7,840.028
475,408,384.0598
1,783,036,922,000
-3
7,210.974
438,079,035.0785
1,783,036,922,000
-2
6,301.652
383,553,088.1094
1,783,036,922,000
-1
2,932.501
179,368,233.3165
1,783,036,922,000
-0.2
429.775
26,387,119.667
1,783,036,922,000
0.2
316.249
19,460,878.4461
1,783,036,922,000
1
1,897.811
117,263,014.9553
1,783,036,922,000
2
5,975.09
371,455,224.9883
1,783,036,922,000
3
7,521.348
468,768,647.2546
1,783,036,922,000
4
7,981.459
498,034,133.3828
1,783,036,922,000
5
8,246.296
515,044,217.8072
1,783,036,951,000
-5
8,430.091
509,890,688.2452
1,783,036,951,000
-4
7,888.159
478,146,191.5784
1,783,036,951,000
-3
7,192.751
436,904,344.6635
1,783,036,951,000
-2
6,296.937
383,195,427.3573
1,783,036,951,000
-1
2,940.992
179,851,318.8907
1,783,036,951,000
-0.2
631.198
38,733,643.6686
1,783,036,951,000
0.2
373.316
22,965,525.9571
1,783,036,951,000
1
1,949.401
120,411,450.6347
1,783,036,951,000
2
6,025.176
374,470,307.7987
1,783,036,951,000
3
7,564.501
471,326,164.4426
1,783,036,951,000
4
8,056.911
502,634,336.2746
1,783,036,951,000
5
8,321.234
519,610,307.8833
1,783,036,981,000
-5
8,459.543
511,523,045.738
1,783,036,981,000
-4
7,908.841
479,272,556.6754
1,783,036,981,000
-3
7,274.278
441,661,878.2465
1,783,036,981,000
-2
6,347.755
386,148,949.575
1,783,036,981,000
-1
2,976.757
181,976,991.9843
1,783,036,981,000
-0.2
660.32
40,508,403.1991
1,783,036,981,000
0.2
332.801
20,463,787.2578
1,783,036,981,000
1
1,906.36
117,718,426.1131
1,783,036,981,000
2
5,895.43
366,256,965.4245
1,783,036,981,000
3
7,522.1
468,572,282.0234
1,783,036,981,000
4
8,002.94
499,131,136.8795
1,783,036,981,000
5
8,262.567
515,788,810.7248
1,783,037,011,000
-5
8,462.159
511,711,528.3528
1,783,037,011,000
-4
7,918.458
479,867,279.2814
1,783,037,011,000
-3
7,278.46
441,931,692.1558
1,783,037,011,000
-2
6,339.25
385,651,808.8205
1,783,037,011,000
-1
3,021.054
184,681,632.461
1,783,037,011,000
-0.2
646.276
39,648,534.7613
1,783,037,011,000
0.2
424.511
26,106,697.6829
1,783,037,011,000
1
1,990.087
122,899,861.7881
1,783,037,011,000
2
5,969.171
370,844,635.1511
1,783,037,011,000
3
7,560.881
470,970,529.1307
1,783,037,011,000
4
8,041.024
501,486,683.265
1,783,037,011,000
5
8,298.813
518,027,201.8916
1,783,037,042,000
-5
8,423.592
509,695,263.8253
1,783,037,042,000
-4
7,902.191
479,105,913.3011
1,783,037,042,000
-3
7,265.873
441,342,332.5402
1,783,037,042,000
-2
6,334.382
385,481,408.0963
End of preview. Expand in Data Studio

Fincept crypto market microstructure lake

Polymarket crypto prediction markets, Binance spot, and Chainlink oracle reports.

Cutoff: partitions through 2026-08-02 inclusive.

subset files size
market_window 63 0.16 GB
settlement 4 0.02 GB
pm_order_book 248 6.35 GB
pm_quotes 244 1.95 GB
pm_trades 152 1.98 GB
binance_spot_agg_trades 62 0.54 GB
binance_futures_bookdepth 62 0.03 GB
binance_futures_metrics 62 0.00 GB
perp_history 181 0.01 GB
btc15m_sheet 4 0.01 GB
total 1,089 14.68 GB

Notes

  • Small source files were merged into shards. Hive partition values (date, asset, coin, market_type, symbol) are preserved as columns.
  • Every shard was row-count verified against its sources.
  • btc15m_sheet/ledger.parquet is a labelled feature matrix. See ledger_column_quality.md for columns flagged as unreliable.
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