Polymarket Tick Data

The archive pairs its 250ms books with a trade tape whose rows carry the UTC second, price, size, and side, plus per-row tick behavior — so a study has both the resting supply and the print that consumed it, in one clock.

Tick size on the venue runs to half-cent and cent steps, and the measured consequence is grid-bunching: executable prices sit on the 0.99/0.995 grid 98.6% of the time, which makes tick data as much a grid study as a velocity study.

The tape shows the venue's structure on the enforcement side: trades arrive in bursts around reference prints, cluster near the 0.99 bound in 5-minute markets, and thin to a trickle through one-sided windows. The measured corpus settles 298 BTC contracts with a median winner rest of 42,254 shares.

A tick-level study answers different questions than a book study: print gap, pace of consumption, and whether a reprice printed through or rested on the ladder.

Join the tape to the book on the timestamp grid: a print at 0.99 against a one-sided book is a fill-cost event; two prints in one second without a book change is a reprint artifact; a trade at a new grid step re-anchors the factorial price.

For backtests, the tape separates what the market did from where liquidity waited — the two halves of a correct fill model.

Tick data is an event record, not a market theory — it tells you what printed and when, and the honest analysis combines it with the book it consumed, which is why the archive never ships the tape without the frames.

• Trades data
• Tick size explained
• Repricing data