Data Schemas
L2
Schema for Polymarket L2 order book and market events.
Each row represents a Polymarket order book or market-status event.
Data type: l2 · Download sample ↗
Schema
| Field | Type | Description |
|---|---|---|
market_slug | string | Polymarket market slug. |
timestamp | timestamp[us] | Polymarket event timestamp. |
local_timestamp | timestamp[us] | PMData receive timestamp. |
event_type | string | book, price_change, market_resolved, or tick_size_change. |
ask_prices | list<float> | null | Ask prices for book rows; index 0 is the best ask. |
ask_sizes | list<float> | null | Ask size at each price in ask_prices. |
bid_prices | list<float> | null | Bid prices for book rows; index 0 is the best bid. |
bid_sizes | list<float> | null | Bid size at each price in bid_prices. |
best_ask | float | null | Best ask after a price_change. |
best_bid | float | null | Best bid after a price_change. |
pc_price | float | null | Updated price level in a price_change row. |
pc_size | float | null | New aggregate size at pc_price. Zero removes the level. |
pc_side | string | null | Updated side: BUY or SELL. |
new_tick_size | float | null | New minimum tick size in a tick_size_change row. |
winning_outcome | string | null | Winning outcome in a market_resolved row. |
Event types
book— Complete order book snapshots sent on subscription and after trades that change the book.price_change— Price-level updates caused by new or cancelled orders.tick_size_change— Changes to a market's minimum tick size.market_resolved— Market resolution events containing the winning outcome.
Example data
book row:
| market_slug | event_type | ask_prices | ask_sizes | bid_prices | bid_sizes |
|---|---|---|---|---|---|
btc-updown-5m-1784332800 | book | [0.51, 0.52, …, 0.99] | [619.93, 162.67, …, 43595.86] | [0.50, 0.49, …, 0.01] | [393.44, 188.75, …, 43546.02] |
price_change row:
| market_slug | event_type | pc_price | pc_size | pc_side | best_ask | best_bid |
|---|---|---|---|---|---|---|
btc-updown-5m-1784332800 | price_change | 0.11 | 726 | BUY | 0.51 | 0.50 |
