Data fidelity
Polymarket Data Fidelity
Data fidelity is the answer to "did the record capture the market or smooth it?" Fidelity means prices, books, and metrics on the same 250ms grid, one-sided and crossed states stored instead of filtered, and outcomes attached to the frames that produced them.
Figures measured as of 2026-09-24 on the published PolyOrderbooks archive.
Coverage
What fidelity means in practice
High-fidelity data keeps the three layers aligned — reference, book, and tape on one timestamp grid — and does not silently repair the venue's irregularities. The archive treats one-sided and crossed snapshots as observations, flags them, and leaves them in the series.
The fidelity test is reconstruction: can a study replay the book at a past second and get the same levels, sizes, and outcome the venue printed? Measured where it counts — replay reproduces 36.6% of on-chain settlement outcomes from recorded books alone.
Measured
Fidelity in measured numbers
Fidelity shows up as the venue's true texture: one-sided snapshots at 16.9% of 5-minute granularity, crossed states at 3.24%, executable prices on the 0.99/0.995 grid 98.6% of the time, and 76.2% of final-minute books with an empty side.
Low-fidelity data would flatten exactly these numbers into a smooth mid series; the archive's integrity about them is the product.
How to use
Why fidelity matters for research
Every downstream claim in a research paper inherits the fidelity of its data: a backtest on filtered data reports costs that were never real, and a study that keeps one-sided flags can measure that bias directly.
The archive's guarantees — 250ms cadence, full ladder, per-row flags, aligned outcomes — are exactly the properties a reviewer tests, and they are documented per-dataset.
Access
A fidelity checklist
Honest
The honest framing
Fidelity is a discipline, not a marketing term: the archive publishes its defect flags, its capture cadence, and its reconstruction rate so reviewers can check — the same standard this site demands of every data source it compares with.
FAQ
What is data fidelity here?
Three things: same-grid alignment of book, price, and tape at 250ms; one-sided and crossed states preserved; and resolved outcomes attached to the frames.
How is fidelity measured?
By reconstruction — replaying recorded books and comparing with the venue's own outcomes (36.6% reproduced from books alone in the replay family).
What breaks fidelity?
Filtering defect rows, resampling away one-sidedness, and decoupling books from prices — all things the archive refuses to do silently.