Free dataset

Polymarket BTC candle order-book — free 48h sample

Historical best-ask quotes on Polymarket’s BTC “Up or Down” 15m + 5m candle markets, sampled ~every 2 seconds. Polymarket exposes no historical order-book API — once a candle resolves its book is gone — so this is microstructure that can’t be recreated after the fact.

76,661 rows · 48 hours · CSV + README · includes a “nested-box” combined-ask column flagging where the two markets disagree.

Schema

ColumnDescription
ts_unixsnapshot time (Unix s, UTC)
candle_open_unixparent 15m candle open
sec_into_5m_windowseconds since the 3rd 5m candle opened
gap_usdBTC price gap: 5m-open − 15m-open
ask_15m_up / ask_15m_downbest ask to buy each 15m outcome (0–1)
ask_5m_up / ask_5m_downbest ask to buy each 3rd-5m outcome
box_dirnesting: UPDN or DNUP
combo_askcombined ask of the two nested legs (<1.00 = dislocation)
depth_leg1_usd / depth_leg2_usd$ at best ask on each leg (when combo_ask ≤ 1.00)

This sample is free for research & evaluation (no redistribution). The complete, continuously-updated archive — plus other Polymarket-native datasets (book depth, reward-pool history, liquidations) — is available via PolyGap. Questions: [email protected].