Data for ML
Polymarket Data for Machine Learning
Polymarket's recorded books are a machine-learning-ready source: structured rows, timestamps, depth, tape, and a clean label in the resolved outcome. This page covers the honest ML workflow — features, labels, leakage, evaluation — on the 250ms grid.
Figures measured as of 2026-09-24 on the published PolyOrderbooks archive.
Fields
What the record gives a model
Labels
Label design and leakage traps
The outcome column is the supervised label, and the honest label design uses only data known before the resolve second. The classic leak is temporal: a model trained on a market's full history and scored on its final minute has seen its own answer.
The archive's flag columns are the second trap: dropped one-sided rows vanish the venue's structure, and a model that only ever sees two-sided frames learns a market that does not exist.
Evaluation
Honest evaluation
Score on resolved markets with the clock honored: train/validation splits by time, never random, and evaluate on out-of-sample windows the model never saw. Calibration matters on a venue whose prices bunch at the bound — a 0.99-predicting model and a 0.51-predicting model are different beasts.
The honest report includes the one-sided share and the grid, so a reviewer can judge whether the model was graded on the venue's real texture.
Honest
The honest framing
ML on this record is forecasting structure, not predicting the reference print: backtests confirm the venue's own structural baseline (one-sided 16.9%, bound resting 42k median) and a model that beats it on held-out resolved markets has a claim — a model that overfits the final minute has only a graph.
FAQ
Can I train ML on Polymarket data?
Yes — the recorded 250ms grid with resolved outcome labels is a structured, model-ready dataset.
What is the main leakage trap?
Temporal leakage — training on a market's full history and evaluating its final minute; splits must be time-based.
How do I judge a model honestly?
Score on time-held-out resolved markets and report the one-sided share of the test set with the result.