Daily build 2026-08-20
Browse files- README.md +16 -16
- labels.parquet +2 -2
- markets.parquet +2 -2
- quotes/dt=2026-08-19/data_0.parquet +3 -0
- watch_quotes.parquet +2 -2
README.md
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# Polymarket Order Book Dataset
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Order-book snapshots from a prediction market, collected continuously between
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**2026-07-10** and **2026-08-
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`
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that records actual traded prices.
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It is published so other people can build and train on it without first spending
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duckdb.sql("SELECT * FROM 'polymarket-data/quotes/**/*.parquet' LIMIT 5").show()
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```
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**GitHub Releases** (a single dated tarball, ~
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```bash
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gh release download data-2026-08-
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tar --zstd -xf polymarket-orderbook-*.tar.zst
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```
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Each release is a frozen snapshot, so `data-2026-08-
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tag and anyone can reconstruct the exact data you trained on. Latest build:
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**2026-08-
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---
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| File | Rows | What it is |
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|---|---|---|
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| `quotes/dt=YYYY-MM-DD/*.parquet` | `
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| `markets.parquet` | `
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| `labels.parquet` | `
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| `watch_quotes.parquet` | `1,
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| `data_quality.parquet` | 7 | The known issues below, as queryable rows |
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Total: about `
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---
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| `first_ts` / `last_ts` | timestamp | Coverage window |
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`question` is stored here rather than on every quote row — repeating it
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`
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### `labels.parquet`
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If your question is "did this actually transact" — fill realism, execution
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modelling, print-versus-quote — it is only answerable on `watch_quotes`, which
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covers
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populated, not 100%.
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### 4. Crossed books
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### 5. Labels are time-censored
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Most `source = 'api'` labels come from a one-off backfill run on 2026-07-23/24.
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So "has a label" correlates strongly with "settled before Jul 24" —
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markets (
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This bites hardest on walk-forward validation: naively splitting train/test on a
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late date can leave you with an empty test set and a script that reports success
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```
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category slugs
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sports
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politics 1443
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climate 977
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culture 936
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# Polymarket Order Book Dataset
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Order-book snapshots from a prediction market, collected continuously between
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+
**2026-07-10** and **2026-08-19**: `281,268,633` quote observations across
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`172,036` markets, plus settlement outcomes and a separate high-frequency feed
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that records actual traded prices.
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It is published so other people can build and train on it without first spending
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duckdb.sql("SELECT * FROM 'polymarket-data/quotes/**/*.parquet' LIMIT 5").show()
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```
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**GitHub Releases** (a single dated tarball, ~149 MB):
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```bash
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gh release download data-2026-08-20 --repo DineshKumar8399/polymarket-orderbook-dataset
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tar --zstd -xf polymarket-orderbook-*.tar.zst
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```
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Each release is a frozen snapshot, so `data-2026-08-20` is reproducible: cite the
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tag and anyone can reconstruct the exact data you trained on. Latest build:
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**2026-08-20**.
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---
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| File | Rows | What it is |
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|---|---|---|
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| `quotes/dt=YYYY-MM-DD/*.parquet` | `281,268,633` | Book quotes for every tracked market, partitioned by date |
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| `markets.parquet` | `172,036` | One row per market: question text, category, coverage |
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| `labels.parquet` | `146,022` | Binary settlement outcomes, with a `source` column |
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| `watch_quotes.parquet` | `1,691,703` | High-frequency feed — **the only table with traded prices** |
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| `data_quality.parquet` | 7 | The known issues below, as queryable rows |
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Total: about `149 MB` of ZSTD-compressed Parquet.
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---
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| `first_ts` / `last_ts` | timestamp | Coverage window |
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`question` is stored here rather than on every quote row — repeating it
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`281,268,633` times is most of why the raw CSV was 32 GB.
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### `labels.parquet`
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If your question is "did this actually transact" — fill realism, execution
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modelling, print-versus-quote — it is only answerable on `watch_quotes`, which
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covers 5,022 markets rather than 172,036. Note `last_traded` is itself 85.6%
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populated, not 100%.
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### 4. Crossed books
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### 5. Labels are time-censored
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Most `source = 'api'` labels come from a one-off backfill run on 2026-07-23/24.
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So "has a label" correlates strongly with "settled before Jul 24" — 110,173
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markets (64%) carry an authoritative label, and they are **not a random 64%**.
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This bites hardest on walk-forward validation: naively splitting train/test on a
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late date can leave you with an empty test set and a script that reports success
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```
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category slugs
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sports 168274
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politics 1443
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climate 977
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culture 936
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labels.parquet
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markets.parquet
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quotes/dt=2026-08-19/data_0.parquet
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watch_quotes.parquet
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