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
| Column | Description |
|---|---|
| ts_unix | snapshot time (Unix s, UTC) |
| candle_open_unix | parent 15m candle open |
| sec_into_5m_window | seconds since the 3rd 5m candle opened |
| gap_usd | BTC price gap: 5m-open − 15m-open |
| ask_15m_up / ask_15m_down | best ask to buy each 15m outcome (0–1) |
| ask_5m_up / ask_5m_down | best ask to buy each 3rd-5m outcome |
| box_dir | nesting: UPDN or DNUP |
| combo_ask | combined 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].