L2

Data type: l2 (predict_fun)

Source topic: predictOrderbook/{marketId}. One file per market per UTC day of local_timestamp. Every row is a complete aggregated order book. Books are priced in the market's first outcome, which may be Yes, Up, Over 2.5 or a team name. The other outcome's book is the complement: a bid at price p with size s is an ask at 1 − p with size s.

Field	Type	Description
market_id	int64	Predict.fun numeric market id. Source: data.marketId.
timestamp	timestamp[us] | null	Time the book was last updated. Source: data.updateTimestampMs. Null when Predict.fun sends 0, for an empty book that was never updated.
local_timestamp	timestamp[us]	PMData receive timestamp. When the same book arrives more than once, the earliest receive time.
event_type	string	Topic name: predictOrderbook.
bid_prices	list<double>	Bid prices, best first (descending). Source: data.bids[][0].
bid_sizes	list<double>	Size at each price in bid_prices. Source: data.bids[][1].
ask_prices	list<double>	Ask prices, best first (ascending). Source: data.asks[][0].
ask_sizes	list<double>	Size at each price in ask_prices. Source: data.asks[][1].
order_count	int64 | null	Number of orders on the book. Source: data.orderCount.

• The four list columns are never null. An empty list means that side has no orders.
• Each row is one book state. PMData collects every market over two independent connections and keeps the earliest copy of each (market_id, updateTimestampMs) within the day.
• Rows are ordered by timestamp, then local_timestamp; rows with a null timestamp come first.
• To replay, replace the whole book with each row. No start-of-day row is added: the state before a day's first row is the last row of the previous day's file.

Not stored: lastOrderSettled and settlementsPending.

Timestamps

All timestamps are UTC with microsecond precision. Predict.fun sends epoch milliseconds. timestamp can be earlier than the file's day: Predict.fun re-sends the current book on every subscription, and PMData's connections re-subscribe every hour.