Polymarket Cross-Market Data

• Polymarket crypto Up/Down books at 250ms with UTC timestamps — the venue side of every comparison.
• Reference/vwap inputs: settlement reference prices used by Polymarket for crypto Up/Down markets (documented per market).
• Exchange spot: price series for cross-venue alignment, as used in the ETH same-second study.
• Exchange futures depth on covered tiers at some providers — a separate, optional overlay not required for the Polymarket-only record.

The ETH study aligned Polymarket's 250ms book timestamps to Binance's second-level prints: Polymarket's 0.815-to-0.065 move low hit 14:42:50 UTC, the same second as the exchange low after $2,452.84 to $2,393.34 fall.

Alignment rules that make such claims valid: both series UTC, second-or-finer, and monotonic. The archive rows satisfy both by construction.

It cannot attribute causation — the ETH post is explicit that a same-second low is co-timing, not proof either venue caused the move.

It cannot substitute for Polymarket-only depth when the question is the Polymarket book itself. Venue overlay answers venue questions; the archive's 250ms grid answers book questions on its own.

• Pick one UTC event where a reference moved (the 2026-09-09 ETH print and the 2026-08-23 family collapse are the two recorded cases) and pull every affected market's frames at 250ms for the window.
• Join all series on the UTC second and count the first-to-last reprice spread: 26 seconds across ETH/BNB/DOGE/SOL versus 37 minutes for BTC is the measured contrast you are testing.
• Align the venue with an outside reference (Binance futures print at 14:42:50) on the same second; the same-second reset between futures and the Polymarket floor is the cross-market link in its most honest form.
• Rank the family by depth swing per side (ETH bid −96%, ask +491% is the extreme) and keep the table — it is the family's signature in one view.

Cross-market data exists to answer the question single-market feeds dodge: which member moves first, which one lags by minutes, and which one's depth abandons the side a collapse just punished — the measured 26-second family reset versus the 37-minute BTC lagger is the canonical asymmetry.

The discipline is the join: clock alignment on the exact UTC second, executable floors (not mids) as the compared price, and both sides' depth tracked; the archive's single timestamp grid makes the join exact instead of approximate.

Cross-market analysis is the highest-leverage use of the record because the interesting structure — lead/lag, depth flight, same-second resets — exists only across markets.

One platform's markets, one timestamp grid, and the reference always includable: the family join is the method this page exists to teach.

The measured extremes — 26 seconds, 37 minutes, −96% depth — are the yardsticks; measure your own family against them before you trade or publish.

Cross-market data is the widest lens in the catalog and the natural companion to repricing-data for event windows, and to the intraday pages when the family spans hours.

Each measured case in this page is stored at 250ms with the same field names as every other dataset, so the switch from one page's material to another is a query-parameter change, not a migration.

That shared format is the reason a family can be studied across settlement, repricing, replay, final-seconds, and cross-market frames with one pull and one schema.

Each family member carries its own metadata in the same schema, so the cross-market table can include contract bounds and resolution times without a second join — one pull, one view, complete context.

When a family study reports an average reset time, quote the fastest and slowest member too — the 26-second to 37-minute range is the information, the average is the summary.

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