{"id":41950,"date":"2026-08-04T16:27:42","date_gmt":"2026-08-04T14:27:42","guid":{"rendered":"https:\/\/www.graviton.at\/letterswaplibrary\/paid-polymarket-5m-15m-up-down-markets-tick-level-quotes-trades-and-l2-depth-btc-eth-sol-xrp-58k-markets-5-7b-rows-june-august-2026\/"},"modified":"2026-08-04T16:27:42","modified_gmt":"2026-08-04T14:27:42","slug":"paid-polymarket-5m-15m-up-down-markets-tick-level-quotes-trades-and-l2-depth-btc-eth-sol-xrp-58k-markets-5-7b-rows-june-august-2026","status":"publish","type":"post","link":"https:\/\/www.graviton.at\/letterswaplibrary\/paid-polymarket-5m-15m-up-down-markets-tick-level-quotes-trades-and-l2-depth-btc-eth-sol-xrp-58k-markets-5-7b-rows-june-august-2026\/","title":{"rendered":"[PAID] Polymarket 5m\/15m Up-down Markets: Tick-level Quotes, Trades And L2 Depth (BTC\/ETH\/SOL\/XRP), 58k Markets, ~5.7B Rows, June-August 2026"},"content":{"rendered":"<p><!-- SC_OFF --><\/p>\n<div class=\"md\">\n<p><strong>Disclosure: this is my own dataset and I sell access to it. Four days are free, linked below, so you can check the schema before deciding anything.<\/strong><\/p>\n<p>I run a collector against Polymarket&#8217;s public API for the 5-minute and 15-minute up\/down markets on BTC, ETH, SOL and XRP. It has been running since 26 June 2026. What has accumulated so far:<\/p>\n<ul>\n<li>58,600 markets (14,653 per asset \u2014 roughly 11k five-minute, 3.7k fifteen-minute)<\/li>\n<li>~5.69 billion rows across six tables<\/li>\n<li>One Parquet file per asset, per table, per UTC day, each with a manifest carrying sha256, row count and interval bounds<\/li>\n<\/ul>\n<p>Tables: <code>book_snaps<\/code> (best bid\/ask), <code>book_depth<\/code> (ladder levels, ~88 per event), <code>clob_trades<\/code> and <code>clob_trades_ws<\/code> (trades with taker side, the second carries tx hash and fee for VPIN), <code>spot_klines<\/code>, <code>book_meta<\/code>.<\/p>\n<p><strong>Limitations, because they decide whether this is useful to you:<\/strong><\/p>\n<ul>\n<li><code>book_snaps<\/code> is top of book only. There are <code>level<\/code> and <code>size<\/code> columns but they are 0 in every row \u2014 they exist to keep the schema stable across tables.<\/li>\n<li><code>book_depth<\/code> starts 20 July 2026. Fifteen days of the archive have it; everything before is quotes, trades and spot candles.<\/li>\n<li>The clock changes partway through. Up to 20 July the timestamp is receipt time rounded to the second, so intra-second ordering is lost and cannot be recovered. From 21 July it is exchange time in milliseconds.<\/li>\n<li>Per-day uptime runs 95.8% to 100%. Every day carries its own measured figure.<\/li>\n<\/ul>\n<p><strong>Free sample (original source):<\/strong> 26-29 June, four full days, no payment and no signup \u2014 <a href=\"https:\/\/huggingface.co\/datasets\/astrnvk\/polymarket-orderbook-data-preview\">https:\/\/huggingface.co\/datasets\/astrnvk\/polymarket-orderbook-data-preview<\/a><\/p>\n<p>Paid access covers 30 June onward and is priced per day ($5\/day for short ranges down to $3\/day past a month), with incomplete days billed proportionally lower \u2014 a day missing depth costs about half. Happy to answer schema questions here either way.<\/p>\n<\/div>\n<p><!-- SC_ON -->   submitted by   <a href=\"https:\/\/www.reddit.com\/user\/parrot_chirik\"> \/u\/parrot_chirik <\/a> <br \/> <span><a href=\"https:\/\/www.reddit.com\/r\/datasets\/comments\/1vfaobx\/paid_polymarket_5m15m_updown_markets_ticklevel\/\">[link]<\/a><\/span>   <span><a href=\"https:\/\/www.reddit.com\/r\/datasets\/comments\/1vfaobx\/paid_polymarket_5m15m_updown_markets_ticklevel\/\">[comments]<\/a><\/span><\/p><div class='watch-action'><div class='watch-position align-right'><div class='action-like'><a class='lbg-style1 like-41950 jlk' href='javascript:void(0)' data-task='like' data-post_id='41950' data-nonce='9de69db8d5' rel='nofollow'><img class='wti-pixel' src='https:\/\/www.graviton.at\/letterswaplibrary\/wp-content\/plugins\/wti-like-post\/images\/pixel.gif' title='Like' \/><span class='lc-41950 lc'>0<\/span><\/a><\/div><\/div> <div class='status-41950 status align-right'><\/div><\/div><div class='wti-clear'><\/div>","protected":false},"excerpt":{"rendered":"<p>Disclosure: this is my own dataset and I sell access to it. Four days are free, linked&#8230;<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[85],"tags":[],"class_list":["post-41950","post","type-post","status-publish","format-standard","hentry","category-datatards","wpcat-85-id"],"_links":{"self":[{"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/posts\/41950","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/comments?post=41950"}],"version-history":[{"count":0,"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/posts\/41950\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/media?parent=41950"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/categories?post=41950"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/tags?post=41950"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}