astrnvk/polymarket-orderbook-data-preview

Polymarket Microstructure — Free Preview

A free four-day sample (26–29 June 2026) of the Polymarket CLOB dataset, so you can inspect the exact schema, file layout and manifest format before buying. Four underlyings (BTC, ETH, SOL, XRP), the same Parquet + sha256-manifest packaging as the full dataset.

The full history is sold separately at astrnvk/polymarket-orderbook-data.

→ Browse, price and buy at the storefront: polymarket-microstructure — $5/day for 1–6 days, $4/day for 7–29, $3/day beyond a month, all four assets included. Incomplete days cost proportionally less, and the storefront shows the full arithmetic before you pay.

Why these specific days

These are the earliest days of collection, and deliberately the roughest — they show you the format and our worst coverage, so there are no surprises after purchase:

Date	Coverage	Note
2026-06-26	~61%	Collector went up mid-day
2026-06-27	90–95%	Collection still being tuned
2026-06-28	90–95%	Collection still being tuned
2026-06-29	~34%	Down 00:42–16:00 UTC for a planned migration

The paid dataset (from 30 June onward) does not carry these particular gaps: measured uptime there runs from 95.8% to 100%, and every day is priced from its own figure.

What's in each file

Table	Time column	Contents
book_snaps	ts	Best bid / ask stream — not a full ladder (level/size are placeholders)
clob_trades	ts	Trades with taker side
spot_klines	ts	Spot candles for the underlying

Three tables, not six — and that is the point of showing these days. book_depth does not exist here: it starts 20 July 2026. book_meta and clob_trades_ws start 21 July. So this sample shows you the schema and the packaging, but it cannot show you order-book depth, because there is none to show for June.

This sample also predates the 21 July migration, so timestamps are receipt time quantized to whole seconds and ts_ms / spread are NULL. Paid data from 21 July onward uses millisecond exchange time, carries ≈88 depth levels per event, and populates spread. See the full dataset card for details.

Every Parquet file ships with a <file>.manifest.json (sha256, row count, interval bounds).

Terms

Collected from the public Polymarket API. Not affiliated with Polymarket. This preview is provided for evaluation under CC BY-NC 4.0. Nothing here is trading advice.