Polymarket Limit Order Book: 5-Minute Bitcoin Markets, One Complete Day (2026-06-15)

Every "Bitcoin Up or Down" 5 minute market on Polymarket for 2026-06-15 UTC, with the full limit order book behind each one: 288 markets, all resolved, 3,889 book snapshots, 41,591,670 level updates and 680,994 trades, on one millisecond time base. Polymarket's public API serves the book as it stands now and offers no endpoint for the book as it was, so historical depth has to be recorded while markets are live. This day was recorded that way and is released whole, with nothing downsampled or thinned. Because these markets last five minutes, one day is 288 complete market lifecycles rather than a slice through the middle of a long-lived contract, which makes it usable for questions about the whole life of a contract: opening price discovery, depth through the middle, and the collapse into resolution. Format. Parquet, zstd compressed. markets is the spine and carries the settled outcome; snapshots holds a full book roughly every 60 seconds with every level, not just the top; deltas holds one row per level change between snapshots; trades is the tape on the same millisecond time base. Timestamps are epoch milliseconds in UTC. The included README gives the full column reference. Reconstructing the book. A delta is an absolute level replacement rather than an increment: set the size at that price on that side, and remove the level when the size is zero. Anchor on a snapshot, then apply every delta carrying its snapshot_id in timestamp order. Measured across a 20 market sample, 160 of 170 non-reseed intervals reproduce the following snapshot exactly. The 10 that differ do so in one direction only, the replay retaining a price level the fresh snapshot no longer lists, because not every removal arrives as its own price change event; no level is ever missing from a replay and no size ever disagrees. Snapshots flagged is_reseed follow a WebSocket reconnection and are not continuous with what preceded them. Re-anchoring on each snapshot rather than replaying across many keeps both effects from accumulating. One book per market, YES centric. Each Polymarket market has two tokens. Events on the NO token are folded into a single book as 1 - price with the side flipped, so one price series runs from 0 to 1 and reads as the probability that the market's question resolves yes. Prices are exact to four decimals and sizes to two. Provenance. Collected by Marketlens with a dedicated WebSocket connection per market against Polymarket's public CLOB and Gamma APIs. Snapshots are full books as served by the exchange; deltas are its price change events, deduplicated on (timestamp, price, side). Resolutions come from the platform's market_resolved event rather than being inferred from a final price. Derived from publicly available Polymarket data and released under CC BY 4.0. The same collection covers the wider Polymarket catalog, including weather, equities, commodities and rates. Documentation and API access: marketlens.trade. Reader and backtesting code: github.com/marketlenstrade/marketlens-python. A companion record covers the same collection for a sports event, the 2026 World Cup final: https://doi.org/10.5281/zenodo.21933086