Data SchemasPolymarket US
Trades
Schema for Polymarket US trades.
All fields come from the raw Polymarket US WebSocket message. PMData adds only the receive timestamp local_timestamp.
Data type: trades (polymarket_us)
Source: SUBSCRIPTION_TYPE_TRADE, message trade. One file per market per UTC day; a day has a file only if the market traded that day. Each row is one trade.
| Field | Type | Description |
|---|---|---|
market_slug | string | Polymarket US market slug. Source: trade.marketSlug. |
timestamp | timestamp[ns] | Trade time. Source: trade.tradeTime. |
local_timestamp | timestamp[ns] | PMData receive timestamp. |
event_type | string | Message type: trade. |
price | double | Trade price in US dollars (0 to 1), the price of the market's long outcome. Source: trade.price.value. |
quantity | double | Contracts traded; can be fractional. Source: trade.quantity.value. |
maker_side | string | ORDER_SIDE_BUY or ORDER_SIDE_SELL. Source: trade.maker.side. |
maker_intent | string | ORDER_INTENT_BUY_LONG, ORDER_INTENT_SELL_LONG, ORDER_INTENT_BUY_SHORT, ORDER_INTENT_SELL_SHORT or ORDER_INTENT_UNDEFINED. Source: trade.maker.intent. |
taker_side | string | As maker_side. Source: trade.taker.side. |
taker_intent | string | As maker_intent. Source: trade.taker.intent. |
trade_id | string | Polymarket US trade id. Source: trade.id. |
state | string | Trade state, as sent, e.g. TRADE_STATE_NEW. Source: trade.state. |
There is no outcome column: a Polymarket US market is one contract, and long or short is in the intent columns.
Timestamps
All timestamps are UTC with nanosecond precision (timestamp[ns]). pandas reads them as datetime64[ns].