Reference

Data dictionary

Every coin ships three daily files. All three share window_start, and the book and trades files add elapsed_ms, so they join without timestamp arithmetic. See them for real in the free sample.

Book · Trades · Windows

Book file

Column	Type	Meaning
`window_start`	timestamp (UTC)	Opening time of the 5-minute window this row belongs to
`elapsed_ms`	int32	Milliseconds since window_start (0 to 300,000)
`exch_ts_ms`	int64	Exchange timestamp of the update, Unix ms
`recv_ts_ms`	int64	Our receive timestamp, Unix ms
`outcome`	string	UP or DOWN share
`bid1_px / bid1_sz`	float / float	Best bid price and size
`bid2_px / bid2_sz`	float / float	Second bid level
`ask1_px / ask1_sz`	float / float	Best ask price and size
`ask2_px / ask2_sz`	float / float	Second ask level

Trades file

Column	Type	Meaning
`window_start`	timestamp (UTC)	Opening time of the 5-minute window this row belongs to
`elapsed_ms`	int32	Milliseconds since window_start (0 to 300,000)
`exch_ts_ms`	int64	Exchange timestamp of the trade, Unix ms
`recv_ts_ms`	int64	Our receive timestamp, Unix ms
`outcome`	string	UP or DOWN share
`side`	string	BUY or SELL (aggressor side)
`price`	float	Trade price, 0 to 1
`size`	float	Shares traded

Windows file

Column	Type	Meaning
`window_start`	timestamp (UTC)	Window opening time
`window_end`	timestamp (UTC)	Window closing time
`price_to_beat`	float	Chainlink reference price at the start of the window (USD)
`final_price`	float	Chainlink TWAP price the window settled on (USD)
`result`	string	UP or DOWN, as resolved by Polymarket
`condition_id`	string	Market condition identifier, for on-chain verification
`up_token_id / down_token_id`	string	Outcome token identifiers
`slug`	string	Polymarket market slug, e.g. btc-updown-5m-1792152000
`trade_count`	int64	Trades we recorded in the window
`volume_usd`	float	Market volume reported by Polymarket (USD)

Conventions

All times are UTC. Files cover one UTC day, 00:00 to 23:59:59.
Prices are in dollars per share, between 0 and 1. A share pays $1 if its outcome wins.
A window belongs to the day it opens.
Rows are sorted by window_start, then elapsed_ms, then exch_ts_ms.
elapsed_ms is measured from the exchange timestamp, so it runs from 0 to just under 300,000.
The book file holds one row each time the top two levels change on either outcome. The Up and Down books mirror each other, so both are included for convenience.