The complete history of Polymarket's perpetual futures venue as parquet: the 20-level order book as a full snapshot every ~100 ms, the full ladder every ~15 s, event-driven best bid/offer, every trade, and tickers carrying mark, index, open interest and funding.
67 instruments across crypto, US equities, indices and commodities, captured on two independent collectors since 2026-07-31. Sold per day with an instrument filter.
39 days, 2026-07-31 → 2026-09-07, 227 GB of parquet across six tables. The venue listed 24 crypto, 36 equities, 3 indices, 4 commodities instruments over that period.
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.
Every instrument the venue has listed since capture began, with its first day on disk. The universe grew through August 2026, so an instrument's own first day — not the venue's — is what your range will contain.
The same collectors capture the prediction-market order book, so a perps day and a prediction-market day share one clock (ts_recv_ns) and one delivery path — the cross-product question (does the BTC perp lead the BTC up/down market, or the reverse?) is an as-of join, not a data-integration project.
Every plan covers the prediction-market venue; perps is included with Premium and a flat add-on on Explorer. Professional includes every venue plus the raw websocket frames.
The whole venue for 2026-08-12, every instrument, full fidelity. Costs no claims.
$89 + $29/mo · 150 downloads a day · REST API.
$199/mo · perps included · unlimited downloads · SFTP · on-chain fills.
Polymarket's perpetual futures exchange, live since 21 April 2026 and regulated in the US, separate from the prediction-market order book. It lists perpetual contracts on 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, quoted in pUSD with hourly funding.
Our capture began 2026-07-31 at 15:44 UTC, so that first day is partial, and it has run continuously on two independent collectors since. The venue's instrument universe grew from 34 to 67 during August 2026; each instrument's own first day is shown in the catalog and returned by the API.
Snapshots. The venue publishes no incremental stream, so every row of the 20-level websocket book is a complete ladder at roughly 100 ms, and a separate table carries 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.
In the tickers table, on every row alongside mark, index, last and mid price, open interest and the next funding time. The venue has no market-wide funding channel, so this is the only place it exists.
Per UTC day with an instrument filter — pick a range, the tables you want and the instruments you want, and the bundle keeps the Hive layout so one read_parquet reads a whole table. Included with the Premium plan, $29 a month on top of Explorer, and any free account can pull the fixed sample day (2026-08-12) at full fidelity without spending a claim.
Parquet, one file per table per instrument per day, 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 the prediction-market order book, see Polymarket historical data; for the price feeds and crypto markets together, see crypto tick data.