> Full docs in one file: https://pmdata.dev/llms-full.txt

# L2

Source: https://pmdata.dev/docs/schemas/polymarket-us/l2

> Schema for Polymarket US L2 order books.

**All fields come from the raw Polymarket US WebSocket message.** PMData adds only the receive timestamp `local_timestamp`.

**Data type:** `l2` (`polymarket_us`)

Source: `SUBSCRIPTION_TYPE_MARKET_DATA`, message `marketData`. One file per market per UTC day. Polymarket US sends the complete book in every message, so every row is a full order book. Prices are the price of the market's long outcome (the catalog's `yes_outcome`).

| Field | Type | Description |
| --- | --- | --- |
| `market_slug` | `string` | Polymarket US market slug. Source: `marketData.marketSlug`. |
| `timestamp` | `timestamp[ns]` | Polymarket US transaction time. Source: `marketData.transactTime`. |
| `local_timestamp` | `timestamp[ns]` | PMData receive timestamp. |
| `event_type` | `string` | Message type: `marketData`. |
| `bid_prices` | `list<double>` | Bid prices in US dollars (0 to 1), best first. Source: `marketData.bids[].px.value`. |
| `bid_sizes` | `list<double>` | Contracts at each price in `bid_prices`; can be fractional. Source: `marketData.bids[].qty`. |
| `offer_prices` | `list<double>` | Offer (ask) prices in US dollars, best first. Source: `marketData.offers[].px.value`. |
| `offer_sizes` | `list<double>` | Contracts at each price in `offer_prices`. Source: `marketData.offers[].qty`. |
| `state` | `string` | Market state, as sent: `MARKET_STATE_OPEN`, `MARKET_STATE_PREOPEN`, `MARKET_STATE_SUSPENDED`, `MARKET_STATE_HALTED`, `MARKET_STATE_EXPIRED`, `MARKET_STATE_TERMINATED`, `MARKET_STATE_MATCH_AND_CLOSE_AUCTION`. Source: `marketData.state`. |

- To replay, replace the whole book with each row.
- Not stored: `marketData.stats` (last trade price, volume, open interest, high and low), which are statistics rather than the book.

## Timestamps

All timestamps are UTC with nanosecond precision (`timestamp[ns]`). pandas reads them as `datetime64[ns]`.