PolyTestData
Updated 2026-09-02

Polymarket BTC 5-Minute TWAP Dataset

Every resolved Bitcoin Up or Down five-minute Polymarket market, with full order books, deltas, trades, and market metadata.

What is inside?

This dataset is a saved history of short crypto prediction markets. It shows the available buy and sell prices, completed trades, and the final winning outcome.

You can use the files to study prices, test a trading rule, train a model, or replay an old market. Every table uses clear identifiers and UTC timestamps.

This is historical research data. It does not promise profit and is not financial advice.

Test a bot with historical markets

A backtest can follow each order book update, simulate entries and exits, and compare the result with the settled market outcome.

Backtest bot

Dataset stream active

Running
Simulated P&L
+$0
Markets tested
0

File and column reference

The package contains four Parquet files. Use market_id to connect records from different files.

markets.parquet

The main market list. Join the other files with market_id.

ColumnTypePlain meaning
market_idstringPolymarket condition ID
questionstringThe complete market question
open_time_ms, close_time_ms, resolved_at_msint64UTC epoch milliseconds
outcome_names, token_idslist[string]Outcome names and matching CLOB token IDs
winning_outcome, winning_outcome_indexstring, int32The final settled result
tick_sizefloat64The minimum price movement
snapshots.parquet

A full order book captured roughly every 60 seconds.

ColumnTypePlain meaning
snapshot_idstringParent key for later order book changes
market_idstringThe related market
collected_at_msint64Collection time in UTC milliseconds
bids, askslist[struct]Every recorded price and size level
best_bid, best_ask, spread, midpointfloat64Ready-to-use order book values
bid_depth, ask_depthfloat64Total size on each side
bid_levels, ask_levelsint32Number of price levels
is_reseedboolMarks a fresh full-book starting point
deltas.parquet

One row for each order book level change between snapshots.

ColumnTypePlain meaning
market_idstringThe related market
snapshot_idstringThe snapshot where the change chain starts
platform_timestamp_msint64Exchange time in UTC milliseconds
collected_at_msint64Receipt time in UTC milliseconds
price, sizefloat64Changed price and its new size
sidestringBUY for bids or SELL for asks
trades.parquet

Executed trades stored on the same time base as the books.

ColumnTypePlain meaning
trade_id, market_idstringTrade and market identifiers
platform_timestamp_ms, collected_at_msint64UTC epoch milliseconds
price, sizefloat64Execution price and quantity
sidestringBUY or SELL
fee_rate_bpsstringFee rate reported by the platform

Frequently asked questions