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Polymarket L2 Research

Private, append-only research data collected by hourly_crypto_quant.

Included sources

  • future_window_l2_1s: contracts, snapshots
  • polymarket_l2_1s: contracts, feature_snapshots
  • polymarket_l2_5s: contracts, feature_snapshots
  • polymarket_rtds: price_ticks, structural_snapshots
  • external_venue_l2_1s: venue_seconds

Rows are exported from SQLite as immutable Parquet shards. The repository is updated approximately every four hours. Paths are partitioned by source, table, and UTC date. rowid is the source-database row identifier used for incremental checkpointing.

Exclusions

This dataset intentionally excludes environment files, credentials, wallet and account information, live orders, live executions, paper portfolios, logs, and third-party datasets downloaded into the project. It contains market research observations only.

Limitations

Snapshots are observations of public feeds, not guaranteed executable fills. Missing seconds, feed latency, exchange latency, queue position, slippage and fees must be modeled explicitly. Data collection schemas can evolve; inspect the Parquet schema per source before combining partitions.

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