Order book
book_snapshots.parquet plus flattened book_levels.parquet.
Polymarket BTC 5m historical data
BTC 5-minute market history built for backtesting, not screenshots.
A useful BTC 5m backtest often needs more than a final price or a candle. BTC5m Data packages timestamped market state, Full-L2 snapshots, best bid/ask quotes, reference prices and machine-readable quality evidence into one research-ready window.
Public sample data is synthetic. Availability of real third-party-derived fields is subject to applicable redistribution rights.
Why BTC 5m is different
Every five minutes is a new market state problem.
BTC up/down contracts turn over quickly. For research, the important question is often not just where the market finished, but what liquidity, spread and depth were actually visible during the window.
That is why the package keeps the market window, both outcome tokens, timestamps and book state tied together instead of reducing the window to a single number.
01Full-L2 state snapshots for both outcome tokens
02Best bid / ask quotes for simpler event studies
03Reference-price ticks on the same UTC timeline
04Source and receive timestamps kept explicit
05Manifest, checksums and quality report per window
Package structure
One window. Multiple research layers.
Quotes
quotes.parquet for best bid / ask analysis without rebuilding depth first.
Reference prices
reference_prices.parquet with provenance and redistribution status kept explicit.
Market metadata
Window boundaries, tokens, market identifiers and capture state.
Manifest
SHA256, row counts, time bounds and file-level provenance.
Quality report
Coverage, missing-rate, gaps and recorder metrics for deciding whether to use the window.
Quality gate
Partial windows do not become “good enough” data.
Each capture must finish as FULL_WINDOW and pass the coverage check before it can enter the internal package inventory. A partial capture stays rejected instead of being silently filled or relabeled.
- Capture state
- FULL_WINDOW required
- Coverage
- Must pass
- Checksum
- SHA256
- Conflicting source
- No silent overwrite
- Public sample
- Synthetic only
Need BTC 5m history?
Request the exact date range and fields you need.
Tell us whether you need L2 depth, quotes, reference prices or a smaller research bundle.