| --- |
| pretty_name: Polymarket Microstructure — Free Preview (26–29 Jun 2026) |
| license: cc-by-nc-4.0 |
| language: |
| - en |
| tags: |
| - finance |
| - prediction-markets |
| - polymarket |
| - order-book |
| - market-microstructure |
| - crypto |
| - sample |
| size_categories: |
| - 1M<n<10M |
| --- |
| |
| # 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`](https://huggingface.co/datasets/astrnvk/polymarket-orderbook-data). |
|
|
| **→ Browse, price and buy at the storefront: |
| [polymarket-microstructure](https://astrnvk-polymarket-microstructure.static.hf.space)** |
| — $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. |
|
|
