Polymarket's perpetual futures venue — 67 instruments across crypto, US equities, indices and commodities: event-driven BBO, 20-level books every ~100 ms, the full ladder every ~15 s, trades, and tickers with funding and open interest.
Captured on two independent collectors since 2026-07-31, deduplicated and normalized nightly into one parquet per table per instrument per UTC day. Pick a range, the tables you want and the instruments you want; the bundle keeps the Hive layout so one read_parquet reads a whole table. Included with Premium; $29/mo on Explorer; one free sample day.
perps_bboTop of book on every change: bid/ask price and size, mid and spread, straight off the venue's bbo channel. ~17 messages a second per instrument, none of them redundant.
perps_bookThe websocket ladder, 20 levels a side, as a complete snapshot roughly every 100 ms. The venue publishes no delta stream, so every row is a whole book; about a quarter of consecutive frames are byte-identical and are kept as sent.
perps_book_deepThe full ladder from the REST book endpoint, polled about every 15 seconds — deeper than the 20-level websocket book (deepest observed ~71 levels) and carrying the venue's own sequence and timestamp. A separate table, never merged into perps_book.
perps_tradesEvery fill the venue printed: taker side, price, size, venue trade id and the settlement transaction hash once mined. The venue is young and thin — tens of thousands of trades a day across all instruments — so the book and ticker tables carry most of the information.
perps_tickersIndex, mark, last and mid price, open interest, the current funding rate and the next funding time, roughly every 100 ms per instrument. This is the ONLY place funding lives: the venue has no market-wide funding channel.
perps_instrumentsThe contract specifications and the iid → symbol mapping every other table is keyed on: category, base/quote asset, max leverage, tick/lot decimals, min notional, liquidation fee, risk tiers. Snapshotted every five minutes. Included with every pull.
The venue listed 24 crypto, 36 equities, 3 indices, 4 commodities instruments across the archive, and the universe grew during August — each instrument's own first day is what counts, and the picker greys out anything not listed in your range.
perps_book row is a complete 20-level ladder and about a quarter of consecutive frames are byte-identical, kept as sent.KPEPE-USD is absent 2026-08-04 → 2026-08-05. Not captured on either collector for these two days: the venue's 34th listing pushed the subscription request past the 100-channels-per-connection cap and the excess instrument was silently rejected. Fixed by sharding subscriptions; no other symbol was affected.