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chenming-wu
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polymarket-btc15m-l2

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Tabular Classification

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market_ts int64	datetime timestamp[ns, tz=UTC]	open float64	high float64	low float64	close float64	vwap float64	volume float64	trade_count float64	buy_volume float64	sell_volume float64	trade_imbalance float64	final_bid float64	final_ask float64	final_mid float64	final_spread float64	final_spread_pct float64	ask_depth_5 float64	bid_depth_5 float64	ob_imbalance float64	mean_bid float64	mean_ask float64	mean_mid float64	mean_spread float64	ob_updates float64
1,769,904,000	2026-02-01T00:00:00	0.49	0.999	0.4	0.999	0.837135	200,040.554213	4,249	103,300.598586	96,739.955627	0.032797	0.999	1	0.9995	0.001	0.001001	null	94,214.73	null	0.708009	0.718192	0.713101	0.010183	129,249
1,769,904,900	2026-02-01T00:15:00	0.52	0.52	0.001	0.001	0.182746	215,581.096187	5,360	105,925.175297	109,655.92089	-0.017306	0	0.001	0.0005	0.001	2	71,920.31	null	null	0.272621	0.283274	0.277947	0.010653	163,212
1,769,905,800	2026-02-01T00:30:00	0.5	0.7	0.001	0.001	0.232121	188,929.932682	4,697	93,297.035349	95,632.897333	-0.012364	0	0.001	0.0005	0.001	2	61,035.7	null	null	0.3262	0.336857	0.331528	0.010656	159,275
1,769,906,700	2026-02-01T00:45:00	0.5	0.999	0.48	0.999	0.86866	165,910.65475	4,031	94,908.950472	71,001.704278	0.144097	0.999	1	0.9995	0.001	0.001001	null	26,147.22	null	0.81288	0.822397	0.817638	0.009517	116,749
1,769,907,600	2026-02-01T01:00:00	0.52	0.56	0.001	0.001	0.170733	154,710.797295	4,402	63,267.300886	91,443.496409	-0.182122	0	0.001	0.0005	0.001	2	53,784.6	null	null	0.197583	0.208093	0.202838	0.01051	98,581
1,769,908,500	2026-02-01T01:15:00	0.49	0.99	0.05	0.99	0.440114	219,691.460152	6,619	110,577.13988	109,114.320272	0.006659	0.99	1	0.995	0.01	0.01005	null	17,009.36	null	0.267921	0.279112	0.273517	0.011192	167,408
1,769,909,400	2026-02-01T01:30:00	0.5	0.58	0.001	0.001	0.157437	153,707.02312	4,375	73,867.055563	79,839.967557	-0.038859	0	0.001	0.0005	0.001	2	56,571	null	null	0.217155	0.227546	0.222351	0.010391	112,402
1,769,910,300	2026-02-01T01:45:00	0.53	0.999	0.51	0.999	0.814143	161,461.299668	4,890	82,074.582938	79,386.71673	0.016647	0.999	1	0.9995	0.001	0.001001	null	30,035.01	null	0.760615	0.77141	0.766013	0.010795	130,399
1,769,911,200	2026-02-01T02:00:00	0.5	0.999	0.1	0.999	0.593185	214,609.272567	6,702	112,813.820875	101,795.451692	0.051342	0.999	1	0.9995	0.001	0.001001	null	43,248.97	null	0.439954	0.450935	0.445445	0.010981	163,838
1,769,912,100	2026-02-01T02:15:00	0.5	0.58	0.001	0.001	0.217535	223,855.105387	6,424	121,670.433576	102,184.671811	0.087046	0	0.001	0.0005	0.001	2	50,844.11	null	null	0.29816	0.309078	0.303619	0.010919	130,819
1,769,913,000	2026-02-01T02:30:00	0.48	0.999	0.41	0.999	0.773481	188,976.94901	6,334	96,717.499863	92,259.449147	0.02359	0.999	1	0.9995	0.001	0.001001	null	49,609	null	0.739557	0.750643	0.7451	0.011086	145,777
1,769,913,900	2026-02-01T02:45:00	0.51	0.999	0.31	0.999	0.772902	235,345.009576	6,569	130,736.522571	104,608.487005	0.11102	0.999	1	0.9995	0.001	0.001001	null	42,877.42	null	0.69641	0.7072	0.701805	0.010789	131,939
1,769,914,800	2026-02-01T03:00:00	0.5	0.62	0.01	0.01	0.262548	278,425.070986	7,991	121,320.473561	157,104.597425	-0.128523	0	0.01	0.005	0.01	2	10,607.62	null	null	0.29782	0.309563	0.303692	0.011743	193,533
1,769,915,700	2026-02-01T03:15:00	0.48	0.6	0.001	0.001	0.192575	193,531.450991	5,826	88,767.385759	104,764.065232	-0.082657	0	0.001	0.0005	0.001	2	25,447.83	null	null	0.231486	0.242283	0.236884	0.010797	144,008
1,769,916,600	2026-02-01T03:30:00	0.5	0.99	0.01	0.01	0.568797	233,820.780269	7,591	106,538.84204	127,281.938229	-0.088714	0.01	0.02	0.015	0.01	0.666667	919.24	2,591.34	0.476303	0.540254	0.552505	0.546379	0.012251	176,568
1,769,917,500	2026-02-01T03:45:00	0.52	0.999	0.49	0.999	0.867605	153,905.909127	4,441	80,958.422184	72,947.486943	0.052051	0.999	1	0.9995	0.001	0.001001	null	49,472.44	null	0.818714	0.829321	0.824017	0.010607	102,097
1,769,918,400	2026-02-01T04:00:00	0.51	0.99	0.04	0.99	0.503638	244,904.380836	6,575	117,672.977079	127,231.403757	-0.039029	0.99	1	0.995	0.01	0.01005	null	39,603.83	null	0.350793	0.362286	0.356539	0.011492	139,738
1,769,919,300	2026-02-01T04:15:00	0.49	0.84	0.01	0.01	0.426043	218,873.337103	7,712	103,382.543952	115,490.793151	-0.055321	0	0.01	0.005	0.01	2	12,142.24	null	null	0.498086	0.509321	0.503704	0.011235	188,165
1,769,920,200	2026-02-01T04:30:00	0.48	0.99	0.4	0.99	0.724042	150,373.250235	5,720	85,677.37603	64,695.874205	0.139529	0.99	1	0.995	0.01	0.01005	null	17,378.26	null	0.660712	0.67163	0.666171	0.010918	175,540
1,769,921,100	2026-02-01T04:45:00	0.5	0.91	0.01	0.01	0.494543	176,846.515273	5,841	80,505.680255	96,340.835018	-0.089542	0	0.01	0.005	0.01	2	5,061.68	null	null	0.567965	0.579704	0.573835	0.01174	170,695
1,769,922,000	2026-02-01T05:00:00	0.5	0.67	0.001	0.001	0.138781	181,236.8983	4,667	89,261.123096	91,975.775204	-0.014978	0	0.001	0.0005	0.001	2	15,375.12	null	null	0.213446	0.22372	0.218583	0.010275	108,164
1,769,922,900	2026-02-01T05:15:00	0.49	0.999	0.16	0.999	0.646014	161,760.821332	5,319	83,581.648716	78,179.172616	0.033398	0.999	1	0.9995	0.001	0.001001	null	26,664.91	null	0.529761	0.540684	0.535222	0.010923	121,674
1,769,923,800	2026-02-01T05:30:00	0.52	0.57	0.001	0.001	0.170566	125,789.635752	3,495	52,950.289368	72,839.346384	-0.158114	0	0.001	0.0005	0.001	2	19,450.92	null	null	0.225618	0.236026	0.230822	0.010407	76,597
1,769,924,700	2026-02-01T05:45:00	0.51	0.99	0.35	0.99	0.679099	221,260.132915	7,392	116,743.118318	104,517.014597	0.055257	0.99	1	0.995	0.01	0.01005	null	7,757.37	null	0.633801	0.645317	0.639559	0.011516	202,482
1,769,925,600	2026-02-01T06:00:00	0.51	0.99	0.47	0.99	0.735473	167,285.543906	5,716	95,583.123306	71,702.4206	0.142754	0.99	1	0.995	0.01	0.01005	null	18,735.79	null	0.6668	0.67792	0.67236	0.011121	151,454
1,769,926,500	2026-02-01T06:15:00	0.5	0.97	0.16	0.96	0.647609	204,399.196258	7,122	106,988.719488	97,410.47677	0.04686	0.68	0.94	0.81	0.26	0.320988	12,102.51	35.74	-0.994111	0.632194	0.645022	0.638608	0.012828	141,830
1,769,927,400	2026-02-01T06:30:00	0.48	0.72	0.001	0.001	0.229254	178,480.002502	5,112	80,754.488849	97,725.513653	-0.095086	0	0.001	0.0005	0.001	2	21,420.3	null	null	0.328526	0.338767	0.333646	0.010241	96,597
1,769,928,300	2026-02-01T06:45:00	0.5	0.6	0.01	0.01	0.204408	181,522.257884	4,959	75,996.619696	105,525.638188	-0.162674	0	0.01	0.005	0.01	2	41,933.68	null	null	0.189078	0.19984	0.194459	0.010761	124,199
1,769,929,200	2026-02-01T07:00:00	0.52	0.73	0.01	0.01	0.279902	273,267.786296	8,535	109,182.099968	164,085.686328	-0.200915	0	0.01	0.005	0.01	2	29,065.45	null	null	0.325399	0.336582	0.33099	0.011183	166,929
1,769,930,100	2026-02-01T07:15:00	0.5	0.99	0.28	0.99	0.625847	165,110.800992	5,827	89,748.575273	75,362.225719	0.087131	0.99	1	0.995	0.01	0.01005	null	17,261.1	null	0.545118	0.555734	0.550426	0.010616	164,719
1,769,931,000	2026-02-01T07:30:00	0.51	0.999	0.42	0.999	0.817036	174,621.504748	4,864	88,569.182944	86,052.321804	0.014413	0.999	1	0.9995	0.001	0.001001	null	35,721.02	null	0.732223	0.742261	0.737242	0.010037	108,055
1,769,931,900	2026-02-01T07:45:00	0.52	0.52	0.001	0.001	0.190451	135,694.880159	4,542	58,075.821352	77,619.058807	-0.144023	0	0.001	0.0005	0.001	2	31,665.54	null	null	0.220674	0.231067	0.225871	0.010393	120,681
1,769,932,800	2026-02-01T08:00:00	0.48	0.999	0.46	0.999	0.823393	130,712.05821	4,102	75,267.749245	55,444.308965	0.151657	0.999	1	0.9995	0.001	0.001001	null	41,840.06	null	0.789801	0.800111	0.794956	0.01031	118,092
1,769,933,700	2026-02-01T08:15:00	0.5	0.99	0.05	0.99	0.438626	281,190.38469	7,690	162,109.335291	119,081.049399	0.153022	0.99	1	0.995	0.01	0.01005	null	46,368.45	null	0.302197	0.313425	0.307811	0.011228	175,790
1,769,934,600	2026-02-01T08:30:00	0.49	0.999	0.33	0.999	0.726683	171,767.713373	4,562	90,147.849434	81,619.863939	0.049648	0.999	1	0.9995	0.001	0.001001	null	55,126.05	null	0.60868	0.618766	0.613723	0.010085	98,084
1,769,935,500	2026-02-01T08:45:00	0.48	0.49	0.001	0.001	0.133244	209,487.353392	4,250	94,201.095504	115,286.257888	-0.100651	0	0.001	0.0005	0.001	2	34,832.64	null	null	0.166901	0.176934	0.171917	0.010033	96,878
1,769,936,400	2026-02-01T09:00:00	0.45	0.999	0.3	0.999	0.718092	206,740.707728	4,724	120,034.049195	86,706.658533	0.161204	0.999	1	0.9995	0.001	0.001001	null	64,194.17	null	0.690819	0.701082	0.69595	0.010263	104,100
1,769,937,300	2026-02-01T09:15:00	0.49	0.5	0.01	0.01	0.255876	163,206.518682	4,997	87,861.488729	75,345.029953	0.076691	0	0.01	0.005	0.01	2	27,494.8	null	null	0.277809	0.288397	0.283103	0.010588	128,146
1,769,938,200	2026-02-01T09:30:00	0.5	0.999	0.42	0.999	0.772463	180,400.820108	4,429	104,004.013979	76,396.806129	0.153033	0.999	1	0.9995	0.001	0.001001	null	77,610.38	null	0.789133	0.799076	0.794104	0.009943	75,835
1,769,939,100	2026-02-01T09:45:00	0.51	0.99	0.12	0.99	0.584886	247,613.507818	6,496	154,444.532874	93,168.974944	0.247465	0.99	1	0.995	0.01	0.01005	null	60,282.6	null	0.336313	0.347678	0.341996	0.011365	132,338
1,769,940,000	2026-02-01T10:00:00	0.5	0.999	0.06	0.999	0.484748	237,630.347126	7,403	144,100.464096	93,529.88303	0.212812	0.999	1	0.9995	0.001	0.001001	null	25,789.28	null	0.374388	0.385192	0.37979	0.010804	151,643
1,769,940,900	2026-02-01T10:15:00	0.48	0.49	0.001	0.001	0.12646	155,890.967671	3,849	73,845.672944	82,045.294727	-0.052598	0	0.001	0.0005	0.001	2	59,951.73	null	null	0.150008	0.160498	0.155253	0.010489	93,700
1,769,941,800	2026-02-01T10:30:00	0.49	0.55	0.001	0.001	0.18669	157,858.424672	4,087	80,330.659108	77,527.765564	0.017756	0	0.001	0.0005	0.001	2	64,518.36	null	null	0.253847	0.264068	0.258958	0.010221	82,481
1,769,942,700	2026-02-01T10:45:00	0.5	0.91	0.01	0.01	0.405845	262,983.590336	7,293	124,320.675042	138,662.915294	-0.054537	0	0.01	0.005	0.01	2	25,925.81	null	null	0.574094	0.584868	0.579481	0.010774	174,452
1,769,943,600	2026-02-01T11:00:00	0.53	0.99	0.52	0.99	0.836513	150,940.669567	4,020	81,094.732345	69,845.937222	0.074525	0.99	1	0.995	0.01	0.01005	null	48,783.4	null	0.815832	0.826294	0.821063	0.010462	109,555
1,769,944,500	2026-02-01T11:15:00	0.5	0.53	0.01	0.01	0.203262	188,056.203488	5,837	85,116.927834	102,939.275654	-0.094771	0	0.01	0.005	0.01	2	60,559.48	null	null	0.210925	0.221608	0.216267	0.010683	147,616
1,769,945,400	2026-02-01T11:30:00	0.5	0.999	0.49	0.999	0.893273	139,948.345379	3,159	78,832.785387	61,115.559992	0.126598	0.999	1	0.9995	0.001	0.001001	null	82,568.07	null	0.833545	0.842405	0.837975	0.00886	69,482
1,769,946,300	2026-02-01T11:45:00	0.51	0.53	0.001	0.001	0.173379	145,223.356113	4,551	68,362.460313	76,860.8958	-0.05852	0	0.001	0.0005	0.001	2	20,371.66	null	null	0.235106	0.245493	0.2403	0.010387	101,495
1,769,947,200	2026-02-01T12:00:00	0.49	0.54	0.001	0.001	0.130573	121,276.886837	3,812	54,812.452959	66,464.433878	-0.096078	0	0.001	0.0005	0.001	2	47,772.15	null	null	0.156977	0.167199	0.162088	0.010221	73,649
1,769,948,100	2026-02-01T12:15:00	0.5	0.71	0.001	0.001	0.227854	237,680.6791	6,341	108,865.368361	128,815.310739	-0.083936	0	0.001	0.0005	0.001	2	14,575.65	null	null	0.344064	0.354853	0.349458	0.010789	110,852
1,769,949,000	2026-02-01T12:30:00	0.52	0.99	0.01	0.01	0.646244	347,208.10018	7,847	161,790.127718	185,417.972462	-0.068051	0	0.01	0.005	0.01	2	16,616.11	null	null	0.653261	0.664679	0.65897	0.011419	157,397
1,769,949,900	2026-02-01T12:45:00	0.51	0.999	0.47	0.999	0.806555	158,653.193501	5,156	81,729.287855	76,923.905646	0.030289	0.999	1	0.9995	0.001	0.001001	null	16,409.77	null	0.766825	0.777273	0.772049	0.010447	111,354
1,769,950,800	2026-02-01T13:00:00	0.51	0.999	0.5	0.999	0.854494	150,534.619763	4,597	76,457.942835	74,076.676928	0.015819	0.999	1	0.9995	0.001	0.001001	null	21,814.78	null	0.80454	0.814669	0.809605	0.01013	98,301
1,769,951,700	2026-02-01T13:15:00	0.51	0.99	0.33	0.99	0.568922	297,077.052596	8,475	154,551.100788	142,525.951808	0.040478	0.98	0.99	0.985	0.01	0.010152	11,610.72	1,973.47	-0.709446	0.548629	0.559653	0.554141	0.011024	173,053
1,769,952,600	2026-02-01T13:30:00	0.48	0.49	0.001	0.001	0.164737	190,353.595066	4,346	86,822.318976	103,531.27609	-0.087779	0	0.001	0.0005	0.001	2	37,025.91	null	null	0.21832	0.228558	0.223439	0.010238	91,630
1,769,953,500	2026-02-01T13:45:00	0.49	0.86	0.001	0.001	0.226067	218,411.411731	5,432	116,400.837925	102,010.573806	0.065886	0	0.001	0.0005	0.001	2	89,045.06	null	null	0.396011	0.406207	0.401109	0.010195	115,870
1,769,954,400	2026-02-01T14:00:00	0.51	0.85	0.001	0.001	0.314498	192,110.125592	6,938	85,096.957746	107,013.167846	-0.114081	0	0.001	0.0005	0.001	2	20,822.99	null	null	0.402351	0.412956	0.407654	0.010605	178,596
1,769,955,300	2026-02-01T14:15:00	0.52	0.66	0.01	0.01	0.26264	229,090.66332	7,358	104,540.18703	124,550.47629	-0.087347	0	0.01	0.005	0.01	2	44,651.47	null	null	0.302417	0.313165	0.307791	0.010748	196,577
1,769,956,200	2026-02-01T14:30:00	0.51	0.999	0.001	0.999	0.512113	398,822.313747	7,102	169,860.736128	228,961.577619	-0.148188	0.999	1	0.9995	0.001	0.001001	null	1,994.84	null	0.330564	0.341609	0.336086	0.011045	177,226
1,769,957,100	2026-02-01T14:45:00	0.52	0.999	0.37	0.999	0.784546	205,049.000416	4,732	116,993.736519	88,055.263897	0.14113	0.999	1	0.9995	0.001	0.001001	null	57,408.15	null	0.722333	0.732495	0.727414	0.010162	140,881
1,769,958,000	2026-02-01T15:00:00	0.49	0.56	0.001	0.001	0.198085	241,236.553104	5,856	89,736.95239	151,499.600714	-0.256025	0	0.001	0.0005	0.001	2	65,533.93	null	null	0.269748	0.279853	0.2748	0.010106	143,504
1,769,958,900	2026-02-01T15:15:00	0.48	0.67	0.001	0.001	0.204563	261,066.995388	6,583	114,797.400135	146,269.595253	-0.120552	0	0.001	0.0005	0.001	2	30,168.45	null	null	0.241079	0.251619	0.246349	0.01054	202,176
1,769,959,800	2026-02-01T15:30:00	0.5	0.99	0.29	0.99	0.69712	287,180.406661	8,305	165,679.716729	121,500.689932	0.153837	0.99	1	0.995	0.01	0.01005	null	40,117.25	null	0.64077	0.651657	0.646214	0.010887	254,335
1,769,960,700	2026-02-01T15:45:00	0.52	0.999	0.5	0.999	0.811083	163,219.654078	4,190	102,382.382103	60,837.271975	0.254535	0.999	1	0.9995	0.001	0.001001	null	92,499.35	null	0.759986	0.769893	0.764939	0.009908	153,288
1,769,961,600	2026-02-01T16:00:00	0.51	0.75	0.01	0.18	0.208362	276,583.545079	6,874	108,976.983909	167,606.56117	-0.211978	0.17	0.18	0.175	0.01	0.057143	373.04	12,775.33	0.943257	0.21976	0.231756	0.225758	0.011997	147,261
1,769,962,500	2026-02-01T16:15:00	0.48	0.92	0.01	0.01	0.390154	296,377.826664	7,528	145,544.456747	150,833.369917	-0.017845	0	0.01	0.005	0.01	2	16,557.22	null	null	0.371709	0.383222	0.377465	0.011513	186,327
1,769,963,400	2026-02-01T16:30:00	0.51	0.74	0.001	0.001	0.338304	224,360.878579	6,080	107,020.364878	117,340.513701	-0.045998	0	0.001	0.0005	0.001	2	72,606.64	null	null	0.44085	0.451391	0.446121	0.010542	170,968
1,769,964,300	2026-02-01T16:45:00	0.51	0.99	0.21	0.99	0.648871	289,105.951071	6,215	163,320.850463	125,785.100608	0.129834	0.99	1	0.995	0.01	0.01005	null	35,429.01	null	0.538415	0.549164	0.54379	0.010748	167,687
1,769,965,200	2026-02-01T17:00:00	0.51	0.99	0.35	0.99	0.691557	287,660.206219	7,115	191,070.978624	96,589.227595	0.328449	0.99	1	0.995	0.01	0.01005	null	50,098.74	null	0.645118	0.655862	0.65049	0.010745	198,542
1,769,966,100	2026-02-01T17:15:00	0.5	0.73	0.01	0.01	0.295213	339,636.459326	7,729	150,689.041288	188,947.418038	-0.112645	0	0.01	0.005	0.01	2	40,785.87	null	null	0.314984	0.325751	0.320367	0.010768	173,796
1,769,967,000	2026-02-01T17:30:00	0.48	0.6	0.01	0.01	0.245918	260,467.377081	7,356	129,935.476431	130,531.90065	-0.00229	0	0.01	0.005	0.01	2	29,103.23	null	null	0.237552	0.248506	0.243029	0.010954	185,891
1,769,967,900	2026-02-01T17:45:00	0.5	0.999	0.25	0.999	0.703522	258,515.033685	6,757	154,175.013903	104,340.019782	0.192774	0.999	1	0.9995	0.001	0.001001	null	37,357.79	null	0.63746	0.648079	0.64277	0.010618	150,660
1,769,968,800	2026-02-01T18:00:00	0.52	0.999	0.42	0.999	0.834417	205,898.721349	5,571	117,750.035258	88,148.686091	0.143767	0.999	1	0.9995	0.001	0.001001	null	32,491.73	null	0.791297	0.801304	0.796301	0.010007	145,541
1,769,969,700	2026-02-01T18:15:00	0.51	0.75	0.01	0.01	0.322383	296,666.82295	7,773	122,620.345682	174,046.477268	-0.173346	0	0.01	0.005	0.01	2	38,761.66	null	null	0.406994	0.417764	0.412379	0.01077	229,314
1,769,970,600	2026-02-01T18:30:00	0.48	0.72	0.01	0.01	0.346129	288,476.725067	8,444	120,251.57433	168,225.150737	-0.1663	0	0.01	0.005	0.01	2	43,428.82	null	null	0.412762	0.423598	0.41818	0.010836	204,135
1,769,971,500	2026-02-01T18:45:00	0.5	0.999	0.01	0.99	0.286195	343,233.491415	7,883	138,761.555787	204,471.935628	-0.191445	0.99	0.999	0.9945	0.009	0.00905	103.07	5,013.28	0.95971	0.285782	0.297183	0.291482	0.011401	137,194
1,769,972,400	2026-02-01T19:00:00	0.52	0.62	0.01	0.01	0.179645	234,862.068698	6,496	89,594.806587	145,267.262111	-0.237043	0	0.01	0.005	0.01	2	41,377.26	null	null	0.230312	0.240722	0.235517	0.01041	121,266
1,769,973,300	2026-02-01T19:15:00	0.51	0.68	0.01	0.01	0.377811	252,493.452278	9,084	115,429.822042	137,063.630236	-0.085681	0	0.01	0.005	0.01	2	46,908.89	null	null	0.432679	0.443647	0.438163	0.010968	209,546
1,769,974,200	2026-02-01T19:30:00	0.51	0.77	0.01	0.01	0.295958	302,244.1768	8,157	129,329.920259	172,914.256541	-0.144202	0	0.01	0.005	0.01	2	47,022.89	null	null	0.372994	0.383705	0.37835	0.010711	172,380
1,769,975,100	2026-02-01T19:45:00	0.52	0.59	0.001	0.001	0.161179	333,733.387847	6,483	145,510.007658	188,223.380189	-0.127987	0	0.001	0.0005	0.001	2	65,441.05	null	null	0.203341	0.21346	0.208401	0.010119	139,513
1,769,976,000	2026-02-01T20:00:00	0.5	0.94	0.2	0.94	0.522545	299,466.014095	9,519	139,837.465731	159,628.548364	-0.066088	0.93	0.94	0.935	0.01	0.010695	4,139.94	507.18	-0.781723	0.501535	0.513285	0.50741	0.01175	224,630
1,769,976,900	2026-02-01T20:15:00	0.53	0.91	0.001	0.001	0.47114	225,249.674967	5,873	115,231.687434	110,017.987533	0.023146	0	0.001	0.0005	0.001	2	64,587.63	null	null	0.607089	0.617803	0.612446	0.010713	160,154
1,769,977,800	2026-02-01T20:30:00	0.51	0.999	0.47	0.999	0.884224	221,271.296751	3,585	108,487.312567	112,783.984184	-0.019418	0.999	1	0.9995	0.001	0.001001	null	41,526.48	null	0.819893	0.82928	0.824587	0.009387	102,263
1,769,978,700	2026-02-01T20:45:00	0.49	0.52	0.001	0.001	0.203647	152,293.71828	4,200	64,352.175193	87,941.543087	-0.154894	0	0.001	0.0005	0.001	2	111,050.23	null	null	0.24166	0.251893	0.246776	0.010234	128,812
1,769,979,600	2026-02-01T21:00:00	0.49	0.62	0.001	0.001	0.210213	247,381.127086	6,086	122,431.821324	124,949.305762	-0.010177	0	0.001	0.0005	0.001	2	84,779.33	null	null	0.246714	0.25726	0.251987	0.010546	152,610
1,769,980,500	2026-02-01T21:15:00	0.51	0.999	0.3	0.999	0.652011	225,418.238659	8,569	118,798.644998	106,619.593661	0.054029	0.999	1	0.9995	0.001	0.001001	null	42,429.28	null	0.521462	0.531994	0.526728	0.010532	230,571
1,769,981,400	2026-02-01T21:30:00	0.55	0.92	0.01	0.01	0.537331	254,399.861386	9,117	122,293.294903	132,106.566483	-0.038574	0	0.01	0.005	0.01	2	56,561.12	null	null	0.59908	0.610039	0.604559	0.010959	256,700
1,769,982,300	2026-02-01T21:45:00	0.52	0.57	0.01	0.01	0.241482	232,256.438957	7,930	113,030.086939	119,226.352018	-0.026679	0	0.01	0.005	0.01	2	62,770.36	null	null	0.300536	0.31118	0.305858	0.010644	210,124
1,769,983,200	2026-02-01T22:00:00	0.49	0.999	0.45	0.999	0.847494	227,455.48084	4,404	95,916.167035	131,539.313805	-0.156616	0.999	1	0.9995	0.001	0.001001	null	4,115.51	null	0.745136	0.754769	0.749952	0.009633	144,330
1,769,984,100	2026-02-01T22:15:00	0.54	0.54	0.001	0.001	0.156918	176,053.819994	4,407	71,476.814554	104,577.00544	-0.188012	0	0.001	0.0005	0.001	2	63,407.96	null	null	0.229943	0.239588	0.234766	0.009645	128,124
1,769,985,000	2026-02-01T22:30:00	0.49	0.999	0.45	0.999	0.814086	211,186.136415	5,602	114,643.217909	96,542.918506	0.085708	0.999	1	0.9995	0.001	0.001001	null	83,642.32	null	0.724609	0.734752	0.72968	0.010143	154,254
1,769,985,900	2026-02-01T22:45:00	0.54	0.63	0.01	0.01	0.240518	194,765.17639	6,651	89,510.756783	105,254.419607	-0.080834	0	0.01	0.005	0.01	2	42,345.46	null	null	0.27255	0.283028	0.277789	0.010478	168,286
1,769,986,800	2026-02-01T23:00:00	0.5	0.6	0.001	0.001	0.154609	237,342.32488	5,018	128,382.725777	108,959.599103	0.081836	0	0.001	0.0005	0.001	2	88,008.63	null	null	0.184426	0.193016	0.188721	0.008589	176,049
1,769,987,700	2026-02-01T23:15:00	0.5	0.99	0.11	0.99	0.581979	335,439.785979	10,856	176,404.020198	159,035.765781	0.051778	0.99	1	0.995	0.01	0.01005	null	39,520.12	null	0.470868	0.481659	0.476264	0.010791	324,369
1,769,988,600	2026-02-01T23:30:00	0.51	0.999	0.44	0.999	0.835736	162,220.144751	4,803	95,025.724486	67,194.420265	0.171565	0.999	1	0.9995	0.001	0.001001	null	62,738.44	null	0.772848	0.782892	0.77787	0.010044	180,635
1,769,989,500	2026-02-01T23:45:00	0.52	0.52	0.001	0.001	0.148635	206,089.022488	5,700	77,015.594395	129,073.428093	-0.252599	0	0.001	0.0005	0.001	2	64,431.79	null	null	0.170003	0.179926	0.174964	0.009923	180,575
1,769,990,400	2026-02-02T00:00:00	0.48	0.999	0.16	0.999	0.663627	244,397.640609	6,088	123,989.39646	120,408.244149	0.014653	0.999	1	0.9995	0.001	0.001001	null	57,987.37	null	0.543624	0.553775	0.548699	0.01015	233,761
1,769,991,300	2026-02-02T00:15:00	0.5	0.99	0.41	0.99	0.773874	182,789.735303	5,443	105,167.082155	77,622.653148	0.150689	0.99	1	0.995	0.01	0.01005	null	44,660.07	null	0.743584	0.753813	0.748698	0.010229	225,717
1,769,992,200	2026-02-02T00:30:00	0.5	0.72	0.08	0.2	0.427382	259,848.939352	13,010	126,963.50991	132,885.429442	-0.02279	0	0.01	0.005	0.01	2	34,593.8	null	null	0.38692	0.3983	0.39261	0.01138	302,185
1,769,993,100	2026-02-02T00:45:00	0.48	0.63	0.001	0.001	0.264738	174,363.506302	6,353	72,102.106318	102,261.399984	-0.172968	0	0.001	0.0005	0.001	2	89,341.77	null	null	0.349625	0.359844	0.354735	0.010219	222,721

End of preview.

Polymarket BTC 15min L2 Dataset

Aggregated L2 orderbook data from Polymarket BTC up/down 15-minute markets.

Coverage

Period: 2026-02-01 to 2026-05-16
Interval: 15 minutes
Rows: 9,946
Columns: 25

Columns

Column	Description
market_ts	Unix timestamp (15min boundary)
datetime	UTC datetime
open/high/low/close	OHLC of YES token price (0-1)
vwap	Volume-weighted average price
volume	Total traded volume
trade_count	Number of trades
buy_volume / sell_volume	Directional volume
trade_imbalance	(buy-sell)/(buy+sell)
final_bid / final_ask	Last best bid/ask
final_mid / final_spread	Midprice and spread
ask_depth_5 / bid_depth_5	Top-5 level depth
ob_imbalance	Orderbook imbalance
mean_bid / mean_ask / mean_mid	Time-averaged bid/ask/mid
mean_spread	Average spread over period
ob_updates	Number of orderbook updates

Notes

= YES probability (market belief that BTC goes up in 15min)
~22.6% of rows are in active trading state (not yet resolved)
Raw source:

Downloads last month: 41

Total file size:

36.5 GB