Tick-by-tick historical market data for the Polymarket series PSKY Earnings — a repeating question, so this covers every instance of it, not a single settlement. Captured live from the venue's own websocket feed. Pick any day below and pull it as parquet or CSV; your first 5 market·days are free.
Measured from the partition catalog, not estimated. A day appears here only if the file exists.
Best bid, best ask and mid for every outcome token, written on every change — not sampled, not bucketed into candles.
The limit-order-book ladder on every book update — up to 25 levels per side. Resting size, spread regimes, sweeps and refills.
Every fill with price, size and aggressor side, captured from the venue's own socket feed as it happened.
The untouched websocket messages our collectors received, compressed and hash-audited, for byte-for-byte replay.
Top-of-book (l1) rows from the free sample day, verbatim. Every series in the archive ships this schema; the sample bundle has the full day with L2 and trades.
Every row here came off Polymarket's own websocket feed as it happened, recorded by dual-region sequence-audited collectors and written to a normalized, Hive-partitioned archive. Quotes are written on every change rather than sampled on a timer, so the price history replays in true arrival order with the collector's nanosecond receive timestamp on each row. Nothing here is reconstructed from a public REST endpoint after the fact, which is the difference that matters for microstructure work: resting size, spread regimes and sweeps cannot be recovered once they are gone.
Bundles arrive as parquet with a CSV twin and a reference dictionary mapping every id back to the real question, so a single read_parquet gives you a dataframe. Per-day pricing starts at $2 for quotes and trades and $4 with full L2 depth, or a subscription roams the whole venue. The schema is documented in full.
More finance markets in the archive. Every one of these has data on disk.
Looking for something else? Browse every market in the archive, or every finance market. For the full picture of what the archive holds, see Polymarket historical data.