Trade tape
Polymarket trades data: every 5-minute crypto trade
Every trade printed in Polymarket's 5-minute Up or Down crypto markets, with price, size, side and millisecond timestamps, one file per coin per day in Parquet and CSV.
Fields
- window_start, elapsed_ms: which window and how far into it.
- outcome: Up or Down. side: the aggressor side as reported by Polymarket.
- price, size: in dollars per share and shares.
- exch_ts_ms, recv_ts_ms: exchange time and our receive time.
Trading activity by coin
| Market | Trades | Trades per window (median) | Traded value |
|---|---|---|---|
| Bitcoin | 361,771 | 1,175 | $4.9m |
| Ethereum | 43,066 | 136 | $376k |
| Solana | 20,740 | 64 | $145k |
| XRP | 11,303 | 34 | $81k |
| Dogecoin | 5,952 | 18 | $36k |
| BNB | 3,934 | 11 | $22k |
| Hyperliquid | 2,672 | 9 | $19k |
Activity is concentrated in Bitcoin; the smaller markets can go several minutes without a trade, which is itself useful to know before you size a strategy.
Uses
Measure fill rates against the book, find who is taking liquidity late in the window, build volume profiles through the five minutes, or reconcile your own fills. Join trades to the order book on window_start and elapsed_ms.