Polymarket Order Book Imbalance Data

The archive computes imbalance as top-of-book asymmetry — bid size over total depth at the first levels — and stores it per row on the same 250ms grid as prices and metrics, so any study can reproduce it from the raw ladder rather than trust a derived number.

Imbalance is the venue's most informative single quantity: its extremes are the 16.9% one-sided snapshots and 3.24% crossed states that define Polymarket's liquidity regime.

In the 5-minute corpus, imbalance is not noise: 90% of final-second books are single-sided, the winner side rests a median 42,254 shares, and executable prices sit at the 0.99 bound rather than at an interior price.

The measured lesson is a data-product one: imbalance series let a strategy detect when the book has made its decision and when it still has two sides — the difference between joining and chasing at settlement.

Pull the imbalance column for a slug; it moves in steps as depth drops off, and its relationship to the executable price is the tradable signal — extreme imbalance with price at the bound means the market is paying to take one-way liquidity.

For studies, keep the crossed and one-sided flags: they and the imbalance column tell the same story in two notations.

Imbalance is descriptive, not predictive: the archive measures it faithfully and the honest use is as a regime detector and a fill-cost input, not as a standalone forecast feature.

• Depth explained
• Bid-ask data
• One-sided books