Data sets
Trades
Trade data is collected from the Polymarket websocket feed. Available since 2026-02-01.
Data type: poly_trade
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_trade"
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 | Row type, usually last_trade_price. |
outcome | string | Outcome token, usually Yes or No. |
price | float | Trade price. |
size | float | Trade size. |
side | string | Aggressor side, BUY or SELL. |
