Perpetual futures history recorded event by event rather than sampled: the order book as the venue publishes it, the best bid and offer on every change, every trade, and the ticker stream that carries mark, index, open interest and funding.
Parquet in a Hive layout, sold per day with an instrument filter. No feed to run, no snapshots to stitch, no funding history to scrape from a chart.
Coverage dates are our own capture-start dates, and capture has been continuous since. Counts are read from the catalog when this page renders.
67 instruments across crypto, US equities, indices and commodities. 39 days on disk, 2026-07-31 → 2026-09-07, 227 GB of parquet across six tables: event-driven BBO, 20-level books every ~100 ms, the full ladder every ~15 s, every trade, tickers with funding and open interest, and the instruments dictionary.
One parquet per table per instrument per UTC day. Every event table carries the venue's own timestamps and our nanosecond receive clock, and the dictionary ships with every pull.
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_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_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.
Most perps venues publish an incremental book: a snapshot, then deltas you apply in sequence, which means any gap in the stream silently corrupts every book after it. Some publish full snapshots instead, which cost more bytes and can never drift. We record what the venue actually sends, say which it is per venue, and never reconstruct one from the other after the fact.
Funding and open interest are the perps-specific series a spot dataset does not have, and they are the ones most often reduced to an hourly chart after the fact. Here they arrive as ticks on the ticker stream, so you can see the rate move inside the funding interval and line it up with the book on the same clock.
Every bundle README states the caveats for your exact range: on Polymarket perps the first day is partial (capture began 15:44 UTC on 2026-07-31) and KPEPE-USD is absent 2026-08-04 to 2026-08-05.
A row per event from a perpetual futures exchange rather than a row per interval: the order book each time the venue publishes it, the best bid and offer on every change, every trade as it prints, and the ticker stream that carries mark price, index price, open interest and the funding rate. Nothing is sampled on a timer or bucketed into candles before it reaches you.
It depends on the venue, and we say which. Polymarket perps publishes no incremental stream, so every book row is a complete 20-level ladder at roughly 100 ms, with a separate table holding the full ladder from the REST endpoint every ~15 seconds. About a quarter of consecutive websocket frames are byte-identical and are kept as sent; the README shows the one-liner that derives a changed flag.
From the ticker stream, on every row alongside mark, index, last and mid price and the next funding time. On Polymarket perps there is no market-wide funding channel, so the ticker table is the only place funding history exists.
Polymarket's perpetual futures exchange, captured on two independent collectors since 2026-07-31: 67 instruments across crypto (BTC, ETH, SOL, HYPE and others), US equities (NVDA, TSLA, MSTR, COIN and others), the S&P 500 and Nasdaq-100, gold, silver and oil. Every venue on this page is data on disk today; nothing here is a roadmap.
Per UTC day with an instrument filter: pick a range, the tables you want and the instruments you want. Included with the Premium plan, $29 a month on top of Explorer, and any account can pull the fixed sample day (2026-08-12) at full fidelity without spending a claim.
Parquet in a Hive layout (table/date=/symbol=/), so one read_parquet reads a whole table with date and symbol injected from the path, plus the instruments dictionary and a README that states the schemas and the coverage caveats for your exact range. Delivery is a signed download link or the REST API.
For spot and oracle price feeds alongside prediction-market books, see crypto tick data; for the prediction-market order book itself, see Polymarket historical data.