DineshKumar8399 commited on
Commit
7d1392f
·
verified ·
1 Parent(s): 9e12da2

Daily build 2026-08-20

Browse files
README.md CHANGED
@@ -39,8 +39,8 @@ configs:
39
  # Polymarket Order Book Dataset
40
 
41
  Order-book snapshots from a prediction market, collected continuously between
42
- **2026-07-10** and **2026-08-18**: `272,543,676` quote observations across
43
- `171,656` markets, plus settlement outcomes and a separate high-frequency feed
44
  that records actual traded prices.
45
 
46
  It is published so other people can build and train on it without first spending
@@ -72,16 +72,16 @@ import duckdb
72
  duckdb.sql("SELECT * FROM 'polymarket-data/quotes/**/*.parquet' LIMIT 5").show()
73
  ```
74
 
75
- **GitHub Releases** (a single dated tarball, ~146 MB):
76
 
77
  ```bash
78
- gh release download data-2026-08-19 --repo DineshKumar8399/polymarket-orderbook-dataset
79
  tar --zstd -xf polymarket-orderbook-*.tar.zst
80
  ```
81
 
82
- Each release is a frozen snapshot, so `data-2026-08-19` is reproducible: cite the
83
  tag and anyone can reconstruct the exact data you trained on. Latest build:
84
- **2026-08-19**.
85
 
86
  ---
87
 
@@ -89,13 +89,13 @@ tag and anyone can reconstruct the exact data you trained on. Latest build:
89
 
90
  | File | Rows | What it is |
91
  |---|---|---|
92
- | `quotes/dt=YYYY-MM-DD/*.parquet` | `272,543,676` | Book quotes for every tracked market, partitioned by date |
93
- | `markets.parquet` | `171,656` | One row per market: question text, category, coverage |
94
- | `labels.parquet` | `145,592` | Binary settlement outcomes, with a `source` column |
95
- | `watch_quotes.parquet` | `1,641,879` | High-frequency feed — **the only table with traded prices** |
96
  | `data_quality.parquet` | 7 | The known issues below, as queryable rows |
97
 
98
- Total: about `146 MB` of ZSTD-compressed Parquet.
99
 
100
  ---
101
 
@@ -174,7 +174,7 @@ also the cost per unit of payoff.
174
  | `first_ts` / `last_ts` | timestamp | Coverage window |
175
 
176
  `question` is stored here rather than on every quote row — repeating it
177
- `272,543,676` times is most of why the raw CSV was 32 GB.
178
 
179
  ### `labels.parquet`
180
 
@@ -252,7 +252,7 @@ has been **dropped rather than shipped as an empty column named `last`**.
252
 
253
  If your question is "did this actually transact" — fill realism, execution
254
  modelling, print-versus-quote — it is only answerable on `watch_quotes`, which
255
- covers 4,922 markets rather than 171,656. Note `last_traded` is itself 85.6%
256
  populated, not 100%.
257
 
258
  ### 4. Crossed books
@@ -264,8 +264,8 @@ your method is sensitive to it.
264
  ### 5. Labels are time-censored
265
 
266
  Most `source = 'api'` labels come from a one-off backfill run on 2026-07-23/24.
267
- So "has a label" correlates strongly with "settled before Jul 24" — 94,337
268
- markets (55%) carry an authoritative label, and they are **not a random 55%**.
269
 
270
  This bites hardest on walk-forward validation: naively splitting train/test on a
271
  late date can leave you with an empty test set and a script that reports success
@@ -299,7 +299,7 @@ Markets by category:
299
 
300
  ```
301
  category slugs
302
- sports 167894
303
  politics 1443
304
  climate 977
305
  culture 936
 
39
  # Polymarket Order Book Dataset
40
 
41
  Order-book snapshots from a prediction market, collected continuously between
42
+ **2026-07-10** and **2026-08-19**: `281,268,633` quote observations across
43
+ `172,036` markets, plus settlement outcomes and a separate high-frequency feed
44
  that records actual traded prices.
45
 
46
  It is published so other people can build and train on it without first spending
 
72
  duckdb.sql("SELECT * FROM 'polymarket-data/quotes/**/*.parquet' LIMIT 5").show()
73
  ```
74
 
75
+ **GitHub Releases** (a single dated tarball, ~149 MB):
76
 
77
  ```bash
78
+ gh release download data-2026-08-20 --repo DineshKumar8399/polymarket-orderbook-dataset
79
  tar --zstd -xf polymarket-orderbook-*.tar.zst
80
  ```
81
 
82
+ Each release is a frozen snapshot, so `data-2026-08-20` is reproducible: cite the
83
  tag and anyone can reconstruct the exact data you trained on. Latest build:
84
+ **2026-08-20**.
85
 
86
  ---
87
 
 
89
 
90
  | File | Rows | What it is |
91
  |---|---|---|
92
+ | `quotes/dt=YYYY-MM-DD/*.parquet` | `281,268,633` | Book quotes for every tracked market, partitioned by date |
93
+ | `markets.parquet` | `172,036` | One row per market: question text, category, coverage |
94
+ | `labels.parquet` | `146,022` | Binary settlement outcomes, with a `source` column |
95
+ | `watch_quotes.parquet` | `1,691,703` | High-frequency feed — **the only table with traded prices** |
96
  | `data_quality.parquet` | 7 | The known issues below, as queryable rows |
97
 
98
+ Total: about `149 MB` of ZSTD-compressed Parquet.
99
 
100
  ---
101
 
 
174
  | `first_ts` / `last_ts` | timestamp | Coverage window |
175
 
176
  `question` is stored here rather than on every quote row — repeating it
177
+ `281,268,633` times is most of why the raw CSV was 32 GB.
178
 
179
  ### `labels.parquet`
180
 
 
252
 
253
  If your question is "did this actually transact" — fill realism, execution
254
  modelling, print-versus-quote — it is only answerable on `watch_quotes`, which
255
+ covers 5,022 markets rather than 172,036. Note `last_traded` is itself 85.6%
256
  populated, not 100%.
257
 
258
  ### 4. Crossed books
 
264
  ### 5. Labels are time-censored
265
 
266
  Most `source = 'api'` labels come from a one-off backfill run on 2026-07-23/24.
267
+ So "has a label" correlates strongly with "settled before Jul 24" — 110,173
268
+ markets (64%) carry an authoritative label, and they are **not a random 64%**.
269
 
270
  This bites hardest on walk-forward validation: naively splitting train/test on a
271
  late date can leave you with an empty test set and a script that reports success
 
299
 
300
  ```
301
  category slugs
302
+ sports 168274
303
  politics 1443
304
  climate 977
305
  culture 936
labels.parquet CHANGED
@@ -1,3 +1,3 @@
1
  version https://git-lfs.github.com/spec/v1
2
- oid sha256:ad879caf75bcb682e00e2264241decfd011e57a93474ca64a2900edf65b428e4
3
- size 603240
 
1
  version https://git-lfs.github.com/spec/v1
2
+ oid sha256:30be238717379fdf10310f16c8ff9bc06b382971138d7c088110a65dd11923fb
3
+ size 605252
markets.parquet CHANGED
@@ -1,3 +1,3 @@
1
  version https://git-lfs.github.com/spec/v1
2
- oid sha256:583959ffee1afd386260308798c53a05cd05462641fee78e54f0338d1cea6213
3
- size 2304868
 
1
  version https://git-lfs.github.com/spec/v1
2
+ oid sha256:1db2af5a7bd5773b073099cf16d15100eddb6c34ab0c407ccfa99cd3ba882682
3
+ size 2311618
quotes/dt=2026-08-19/data_0.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:e67a8eba5717ddbafb4fc906236d98169f79a7ae4f8908dd8e8cd6a700f3f583
3
+ size 3469140
watch_quotes.parquet CHANGED
@@ -1,3 +1,3 @@
1
  version https://git-lfs.github.com/spec/v1
2
- oid sha256:e32e806ec61c4840fec60b56f20f12a57d4fb265db5101ed48610f123deb72ad
3
- size 5350477
 
1
  version https://git-lfs.github.com/spec/v1
2
+ oid sha256:91867f44948a6d8316514a800983553faa589c1d59d99544255941747bc60043
3
+ size 5541456