Historical order book
Polymarket historical order book data
Tick-level order book history for Polymarket's 5-minute crypto Up or Down markets: every change to the top two bid and ask levels on both outcomes, timestamped to the millisecond, for every window of every day.
Why recorded order book data
Polymarket's public CLOB API gives you the order book as it is now and a price history, not the book as it was at a past moment. For a 5-minute market that matters: the spread, the depth at the best ask and how fast they move are what decide whether a strategy could actually have filled. The only way to have that history is to record it live, which is what we do.
What is in the book files
- One row per change to the top two levels of either outcome, plus a once-a-second snapshot with sizes.
- bid1/bid2 and ask1/ask2 price and size for Up and Down.
- exch_ts_ms and recv_ts_ms: the exchange timestamp and our receive time, so you can model latency.
- window_start and elapsed_ms: where in the 5-minute window each update happened.
Full field list: data dictionary.
How much data
On 18 October 2026, the Bitcoin market alone produced 614,152 book updates, about 2,132 per window, and the seven markets together over 7,785,040. Parquet keeps a full coin-day to a few megabytes.
Snapshots versus ticks
Minute-level snapshots miss most of a 5-minute market: the open, the swings and the final-minute collapse of the losing side can all fall between two snapshots. Tick data lets you ask exact questions, such as what the best ask was 2 minutes 30 seconds into every window and how much size sat there.
Try it
The free sample is one real hour of BTC book, trades and results in the subscriber format. Then pick a coin: Bitcoin, Ethereum, Solana, XRP, Dogecoin, BNB, Hyperliquid.