Every Polymarket crypto Up/Down market on the 5-minute cycle, across all six tracked coins: BTC, ETH, SOL, XRP, BNB and DOGE. Full-depth order books captured once per second and bundled with the aligned Binance spot klines and PR&R's 1-second Chainlink-anchored price feed.
Every row is one outcome token per second. Columns in each file:
| Field | Type | Description |
|---|---|---|
time | timestamp | Snapshot time (UTC, 1-second cadence) |
slug | str | Market cycle slug (e.g. btc-updown-5m-…) |
outcome | str | "Up" or "Down" |
market_id | str | Polymarket market (condition) id |
asset_id | str | CLOB token id for this outcome |
bids | list<{price,size}> | Full bid book, best first |
asks | list<{price,size}> | Full ask book, best first |
best_bid | float | Top-of-book bid |
best_ask | float | Top-of-book ask |
mid_price | float | (best_bid + best_ask) / 2 |
spread | float | best_ask − best_bid |
n_bids | int | Bid level count |
n_asks | int | Ask level count |
top_bid_size | float | Size at best bid |
top_ask_size | float | Size at best ask |
sum_bid_size | float | Total size across bid levels |
sum_ask_size | float | Total size across ask levels |
microprice | float | Size-weighted mid price |
ob_imbalance | float | Bid/ask depth imbalance |
One month of complete 5-minute Up/Down coverage (May 1–31, 2026) across all six tracked coins (BTC, ETH, SOL, XRP, BNB, DOGE). Each coin-day pairs the full-depth 1-second order book with the matching Binance 1-second spot klines and PR&R's 1-second Chainlink-anchored reference price (86,400 rows/coin/day), so you can reconstruct both the book and the underlying at any instant and backtest market-making or directional strategies end to end. Delivered as Parquet in a single ZIP.
