L2

L2 data is collected from the Polymarket websocket feed. Available since 2026-02-01.

Data type: poly_l2

Format: Single-market Parquet file by slug. Use the Day API for daily ZIP archives.

import pandas as pd

slug = "btc-updown-5m-1783842600"
data_type = "poly_l2"
url = f"https://api.pmdata.dev/download/{data_type}/{slug}.parquet"

df = pd.read_parquet(
    url,
    storage_options={
        "api_key": "<YOUR_API_KEY>",
        "User-Agent": "Mozilla/5.0",
    },
)
print(df.head())

Schema

Field	Type	Description
market_slug	string	Polymarket market slug.
timestamp	timestamp	Exchange event timestamp in UTC.
local_timestamp	timestamp	PMData receive timestamp in UTC.
event_type	string	'book' | 'price_change' | 'market_resolved' | 'tick_size_change'
ask_prices	list<float> | null	Ask price levels for book rows; ask_prices[0] is the best ask.
ask_sizes	list<float> | null	Ask size at each price level for book rows.
bid_prices	list<float> | null	Bid price levels for book rows; bid_prices[0] is the best bid.
bid_sizes	list<float> | null	Bid size at each price level for book rows.
best_ask	float | null	Best ask after a price change.
best_bid	float | null	Best bid after a price change.
pc_price	float | null	Changed price level.
pc_size	float | null	New aggregate size at the updated price level.
pc_side	string | null	Order book side of the updated price level, BUY or SELL.
new_tick_size	float | null	New minimum tick size when announced by the feed.
winning_outcome	string | null	Winning outcome when announced by the feed.