Rate decisions, earnings, economic releases and company-event markets, with full L2 depth and the complete trade tape.
These books are anchored to scheduled releases — a Fed decision, a payrolls print, an earnings date — which makes them the natural place to measure how a prediction market prices a known-time, unknown-outcome event against the instruments that settle it.
A free account claims 5 market·days from July 2026, or buy a single market·day à la carte from $2.
Ranked by how many distinct questions each one has run. Every title links to its own coverage page.
The same three layers as everywhere else in the archive: L1 best bid/ask written on every change, the 25-level L2 ladder on every book update, and the complete trade tape with price, size and aggressor side. All of it came off Polymarket's own websocket feed as it happened, recorded by dual-region sequence-audited collectors — not reconstructed from a public REST endpoint afterwards, which is the difference that matters once you care about resting size and spread regimes.
Bundles arrive as parquet with a CSV twin and a reference dictionary mapping every id back to the real question. The full schema is documented here.
For the archive as a whole rather than the finance slice, see Polymarket historical data.