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Kalshi Eye

Polymarket historical order book data

Kalshi Eye records Polymarket's central limit order book around the clock: every book snapshot and price-level change for both outcome tokens of every market, every CLOB trade, and every on-chain fill from Polymarket's exchange contracts on Polygon, since October 15, 2026. Each UTC day is published the next morning as Parquet files.

Datasets

DatasetWhat it holdsPlanFree sample
Polymarket order book polymarket_l2Every Polymarket CLOB snapshot and price-level change, for both outcome tokens of every market.Full bookParquet · CSV
Polymarket trades polymarket_tradesEvery Polymarket CLOB trade: outcome price, size, taker side, fee, and transaction hash.ResearchParquet · CSV
Polymarket on-chain fills polymarket_fillsEvery OrderFilled log from the Polymarket exchange contracts on Polygon.ResearchParquet · CSV
Polymarket markets polymarket_marketsEvery Polymarket market that was accepting CLOB orders during the day: question, outcomes, tick size, and end time.ExplorerParquet · CSV
Chainlink prices chainlinkChainlink oracle prices carried on Polymarket's real-time stream, one row per update.ResearchParquet · CSV

Series

1,036 Polymarket series have their own page. The ones with the most markets:

All 1,036 Polymarket series

Why this archive

Polymarket's API returns the book as it is now and a coarse price history; it does not keep past order books. To study depth, spreads or fills against the book that was actually there, you need a recording of the book as it changed.

Reading the files

  • polymarket_l2 is the CLOB book tape: a snapshot replaces a token's book, and a price change sets the new absolute size at one price (not a signed delta).
  • One file per market per day: series is the market's condition id and ticker the outcome token id, and both tokens are in the file. side is bid or ask (Polymarket's BUY and SELL), and size is the shares resting at that price after the event; zero removes the level.
  • Trades and fills are different records: polymarket_trades is the CLOB trade tape, polymarket_fills is the settlement log of OrderFilled events from the CTF Exchange, the Neg Risk CTF Exchange and the V2 exchange. A match writes one log per resting order plus a summary log, marked is_summary.
  • Timestamps are nanoseconds UTC: ts_recv when we received the message, ts_venue when Polymarket sent it.

Every trade in one Polymarket market for one day, in DuckDB (the file name carries the market's condition id):

SELECT ts_recv, ticker AS token_id, price, size, side, fee_rate_bps, transaction_hash
FROM 'kalshieye-data/polymarket_trades/date=2026-10-20/series=<condition_id>/polymarket_trades-<condition_id>-2026-10-20.parquet'
ORDER BY ts_recv;

Plans

  • Explorer (free): Polymarket markets.
  • Research ($79/month): Polymarket trades, Polymarket on-chain fills, Polymarket markets, Chainlink prices.
  • Full book ($149/month): Polymarket order book, Polymarket trades, Polymarket on-chain fills, Polymarket markets, Chainlink prices.
  • Institutional: every dataset, with a commercial license. Talk to us.

Details and yearly prices are on Pricing.

Questions

How far back does the Polymarket data go?

Recording started on October 15, 2026. Every day since then is in the archive, published the next morning, and the Data coverage page shows how much of every hour was recorded.

What is the difference between Polymarket trades and fills?

Trades are Polymarket's CLOB trade messages: price, size, taker side and fee. Fills are the on-chain OrderFilled logs from the exchange contracts on Polygon, one per resting order matched, with maker, taker and amounts. Use trades for market activity and fills to audit settlement.

Can I try the Polymarket data for free?

Yes. Every dataset has a free sample file, no account needed, linked in the table above. A free account downloads every dataset for the free sample days (the 1st of every month from November 2026), and the free Explorer plan downloads the last 30 days of Polymarket market lists.

Is Kalshi Eye affiliated with Polymarket?

No. Kalshi Eye is independent and not affiliated with Polymarket. We record Polymarket's public market data ourselves.

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