Overview
Individual trade executions captured from Polymarket’s websocket feed. Each row represents a single trade.Columns
Column | Type | Description |
|---|---|---|
exchange_timestamp | integer | Exchange timestamp in milliseconds |
local_timestamp | integer | Local capture timestamp in milliseconds (UTC) |
side | string | Trade side: BUY or SELL |
size | decimal | Number of contracts traded |
price | decimal | Execution price |
Fetching Data
Using Market Slug + Outcome
Using Token ID
Notes
- Files are gzip compressed
- Date format:
YYYY-MM-DD - Trades are deduplicated across multiple websockets
- Side is from the taker’s perspective