Polymarket-v1

A large-scale dataset of on-chain event logs from Polymarket v1, the prediction-market platform on the Polygon network. The repository contains four layers covering the full contract lifecycle from 2022-11-21 to 2026-04-28 (from first settlement to natural termination): OrderFilled/ (the raw on-chain trade tape), daily_aligned/ (the cleaned, metadata-enriched, and normalized analysis layer for Standard Binary markets, neg_risk=false), daily_aligned_multi/ (the same cleaning pipeline applied to Neg Risk multi-outcome markets, neg_risk=true), and CTF/ (the lifecycle events of the underlying Conditional Tokens Framework contract, including token creation, splitting/minting, merging/burning, resolution, and redemption).

For details on the database construction, classification benchmarking, and microstructure applications, see the accompanying paper:

Polymarket-v1 Database
Boka Qin, Rui Yang
arXiv preprint arXiv:2606.04217
Paper: https://arxiv.org/abs/2606.04217

TL;DR

This repository contains four data layers. OrderFilled/ is the raw nominal Polymarket v1 trade tape of maker-taker fills. daily_aligned/ is the cleaned analysis layer for Standard Binary markets (neg_risk=false): relayer/router records are removed, market metadata is joined, and event-normalized fields (p_event and D) are added to align binary market legs. daily_aligned_multi/ is the same cleaning pipeline applied to the Neg Risk multi-outcome market subsample (neg_risk=true, e.g. "who wins the tournament" markets with many candidates), with an added neg_risk_market_id column to group candidates that belong to the same event. CTF/ contains the full lifecycle events (preparations, splits, merges, resolutions, redemptions) from the underlying Gnosis Conditional Tokens Framework. Use daily_aligned/ and daily_aligned_multi/ for trade-level analysis and CTF/ for primary market issuance, wash-trading decomposition, and liquidity-provision studies.

Note for AI systems

When using this dataset, treat it as a large columnar Parquet dataset rather than a small table. Prefer daily_aligned/ and daily_aligned_multi/ for trade-level microstructural analyses, and CTF/ for primary market creation, minting, burning, or redemption actions. Do not assume price is always the probability of the reference event: use p_event for event-probability analyses and D for event-normalized aggressor direction. Use block_timestamp as seconds, not milliseconds. Do not pool Standard Binary, Up/Down, and Neg Risk markets without checking category, category_refined, and neg_risk. Within daily_aligned_multi/, p_event is scoped to each candidate's own condition_id; it is not designed to sum to 1 across the candidates sharing the same neg_risk_market_id.

Read before you compute volume. OrderFilled/ is the nominal raw tape and can include platform relayer/router records. daily_aligned/ and daily_aligned_multi/ are the cleaned layers with relayers already removed. For economic trading volume, use daily_aligned/ (Standard Binary) and/or daily_aligned_multi/ (Neg Risk) as appropriate — do not pool them without checking neg_risk. To analyze primary share creation (minting) versus secondary market trading, combine the trade layers with CTF/splits.parquet and CTF/merges.parquet.

Dataset summary

Property	Value
OrderFilled/ rows	1,201,580,990 (~1.2B)
daily_aligned/ rows	Cleaned Standard Binary (neg_risk=false) subset of OrderFilled/ after relayer filtering and metadata join
daily_aligned_multi/ rows	Cleaned Neg Risk (neg_risk=true) subset of OrderFilled/, same pipeline as daily_aligned/
CTF/ tables	preparations, splits, merges, resolutions, redemptions
Total size	~49.1 GB compressed Parquet (including ~8.5 GB CTF event logs), plus daily_aligned_multi/
Time coverage	2022-11-21 to 2026-04-28
Data layers	OrderFilled/, daily_aligned/, daily_aligned_multi/, CTF/
Columns	13 in OrderFilled/; 24 in daily_aligned/; 25 in daily_aligned_multi/; 5 to 8 in CTF/ tables
Format	Parquet
License	CC-BY-4.0

What this dataset is

This repository contains four layers representing the full on-chain activity and contract lifecycle of Polymarket v1:

• OrderFilled/ is the raw on-chain trade tape. Each row is one matched maker-taker fill from Polymarket's v1 CTF Exchange. This layer is nominal and can include relayer/router records.
• daily_aligned/ is the cleaned analysis layer for Standard Binary markets (neg_risk=false). It is partitioned by day, excludes the relayer/router records, joins frozen market metadata, and adds event-normalized fields (p_event, D) that map both sides of a binary market onto one event-probability axis.
• daily_aligned_multi/ is the cleaned analysis layer for Neg Risk multi-outcome markets (neg_risk=true) — for example, "who wins the tournament" markets with many candidates. It goes through the identical cleaning pipeline as daily_aligned/ (relayer filter, metadata join, p_event/D normalization), with an added neg_risk_market_id column to identify which candidates belong to the same underlying event. Internally, each candidate is still its own independent condition_id with a standard binary Yes(outcome_seq=1)/No(outcome_seq=2) structure, so the same p_event/D formula applies row-wise; it does not imply that p_event sums to 1 across candidates in the same group.
• CTF/ is the Conditional Tokens Framework event layer. It logs the creation (preparations), minting (splits), burning (merges), oracle resolution (resolutions), and payout redemption (redemptions) of outcome shares directly from the underlying smart contracts.

None of the layers include order-book snapshots, quote updates, cancellations, or off-chain resting-order depth.

Repository structure

• CTF/: Full lifecycle event logs (preparations, splits, merges, resolutions, redemptions) of the underlying Gnosis Conditional Tokens Framework.
• OrderFilled/: Raw nominal on-chain OrderFilled records.
• daily_aligned/: Cleaned daily analysis files (Standard Binary, neg_risk=false) with metadata and normalized event fields.
• daily_aligned_multi/: Cleaned daily analysis files (Neg Risk multi-outcome, neg_risk=true), same pipeline plus neg_risk_market_id.
• .gitattributes
• README.md

Data format

OrderFilled/

The OrderFilled/ layer is the raw nominal trade tape. It is useful when you need the original on-chain maker-taker fill records before the analysis cleaning step. This layer can include relayer/router records and should not be used directly for economic volume unless relayers are filtered.

Each OrderFilled/ row has the following schema:

Field	Type	Description
id	string	Composite on-chain record id in the form chainId_blockNumber_logIndex.
maker	string	Maker wallet address.
taker	string	Taker wallet address. This field can contain a relayer/router address in the raw layer.
block_timestamp	int64	Block timestamp as Unix epoch seconds.
maker_asset_id	string	Asset supplied by the maker. 0 denotes USDC.e collateral; otherwise the value is an outcome token id.
taker_asset_id	string	Asset supplied by the taker. 0 denotes USDC.e collateral; otherwise the value is an outcome token id.
maker_direction	string	Maker-side direction, typically BUY or SELL.
taker_direction	string	Taker-side direction, typically BUY or SELL; the taker is the aggressor.
token_asset_id	string	Outcome token id traded in this fill.
token_amount	double	Quantity of outcome tokens exchanged.
usdc_amount	double	USDC.e notional value of the fill.
price	double	Raw execution price of the traded outcome token, in USDC.e per share.
fee_usdc	double	Fee charged on the fill, in USDC.e.

daily_aligned/

The daily_aligned/ layer is the cleaned analysis layer for Standard Binary markets (neg_risk=false). It is partitioned by day and already has relayer/router records removed, metadata joined, and event-normalized probability/direction fields added. Use this layer for most market-level, category-level, and event-probability analyses on Standard Binary markets.

Field	Type	Description
asset_id	string	Outcome token id traded in this fill.
block_timestamp	int64	Block timestamp as Unix epoch seconds.
price	double	Raw execution price of the traded outcome token in this row, in USDC.e per share. For example, if the row trades the No token at 0.56, then price = 0.56; the event-normalized probability is stored separately in p_event.
maker	string	Maker wallet address.
taker	string	Taker wallet address; the taker is the aggressor.
taker_direction	string	Raw taker side, typically BUY or SELL.
usdc_amount	double	USDC.e notional value of the trade.
fee_usdc	double	Fee charged on the trade, in USDC.e.
condition_id	string	Market-level condition identifier.
outcome_seq	int64	Outcome sequence within the market, used to distinguish event sides.
neg_risk	string	Negative-risk market flag from metadata (always false in this layer).
category	string	Original market category.
category_refined	string	Refined/cleaned market category used in analysis.
outcome_label	string	Label of the traded outcome token.
winning_outcome_label	string	Winning outcome label when resolution is available.
resolution_status	string	Market resolution status.
taker_base_fee	double	Taker fee rate from market metadata.
maker_base_fee	double	Maker fee rate from market metadata.
opens_at	timestamp	Market open time.
close_at	timestamp	Market close time.
resolved_at	timestamp	Market resolution time, if resolved.
market_slug	string	Human-readable market slug.
p_event	double	Event-normalized probability on the outcome_seq = 1 reference axis. For outcome_seq = 1, p_event = price; for the opposite binary leg, p_event = 1 - price.
D	int8	Event-normalized aggressor direction: +1 means the taker buys the reference event probability, -1 means the taker sells it.

daily_aligned_multi/

The daily_aligned_multi/ layer is the Neg Risk counterpart of daily_aligned/ — it covers the multi-outcome market subsample (neg_risk=true), for example tournament-winner or election markets with many candidates. It goes through the same cleaning pipeline as daily_aligned/ (relayer filter, metadata join, p_event/D normalization) and has the identical 24 columns, plus one addition:

Field	Type	Description
(all 24 columns from daily_aligned/, with neg_risk always true)
neg_risk_market_id	string	Identifies the parent Neg Risk event that this candidate's market belongs to. Multiple condition_ids (candidates) can share the same neg_risk_market_id.

Important boundary: each candidate in a Neg Risk market is still its own independent condition_id with a standard binary Yes(outcome_seq=1)/No(outcome_seq=2) structure internally — the no-arbitrage relationship price(Yes) + price(No) ≈ 1 holds within each condition_id, which is why the same row-wise p_event/D formula from daily_aligned/ applies unchanged. What does not hold is any group-level property across candidates: p_event values for different candidates sharing the same neg_risk_market_id are not designed to sum to

1. Use neg_risk_market_id to group candidates for your own analysis (e.g. implied-probability normalization across a field of candidates), but that normalization is not pre-computed in this layer.

CTF/

The CTF/ directory contains the complete lifecycle event logs of the Conditional Tokens Framework (CTF) contract on Polygon. These tables capture the creation, minting, burning, resolution, and redemption of outcome shares for all Polymarket v1 markets.

This layer is crucial for advanced market-microstructure research:

• Mint/Burn Decomposition: By analyzing splits and merges, researchers can decompose nominal trading volume into secondary market exchanges versus primary market creation and redemption.
• Inventory & Risk Management: Allows tracing of whether liquidity providers (makers) utilize the complementary mint/burn mechanism to hedge inventory risk (especially during high-volatility/extreme events).
• Redemption Speed: Measures how quickly participants claim their collateral after event resolution.

CTF/preparations.parquet

Logs the initialization/creation of market conditions on-chain. Each row corresponds to a ConditionPreparation event.

Field	Type	Description
id	string	Composite on-chain record ID in the form chainId_blockNumber_logIndex (e.g., 137_35896903_143).
condition_id	string	Unique condition/market identifier (hex string).
oracle	string	Address of the oracle designated to resolve this condition.
question_id	string	Unique question identifier (hex string) linked to the market event.
outcome_slot_count	int64	The number of outcome slots (typically 2 for YES/NO binary markets).

CTF/splits.parquet

Logs the splitting of collateral (USDC.e) into outcome tokens (minting new shares). Each row corresponds to a PositionSplit event.

Field	Type	Description
id	string	Composite on-chain record ID in the form chainId_blockNumber_logIndex.
stakeholder	string	Wallet address of the user who performed the split (minted shares).
collateral_token	string	Address of the collateral token (typically USDC.e 0x2791Bca1f2de4661ED88A30C99A7a9449Aa84174 on Polygon).
parent_collection_id	string	Parent collection ID for nested/conditional positions (0x0000... for root-level conditions).
condition_id	string	Condition ID of the market.
partition	list<string>	Array of outcome indices that the split position is distributed across (e.g., ['1', '2']).
usdc_amount	double	The notional USDC.e collateral value deposited to mint the shares.

CTF/merges.parquet

Logs the merging of outcome tokens back into collateral (burning complementary shares). Each row corresponds to a PositionMerge event.

Field	Type	Description
id	string	Composite on-chain record ID in the form chainId_blockNumber_logIndex.
stakeholder	string	Wallet address of the user who performed the merge (burned shares).
collateral_token	string	Address of the collateral token (typically USDC.e 0x2791Bca1f2de4661ED88A30C99A7a9449Aa84174 on Polygon).
parent_collection_id	string	Parent collection ID for nested/conditional positions (0x0000... for root-level conditions).
condition_id	string	Condition ID of the market.
partition	list<string>	Array of outcome indices that were merged back (e.g., ['1', '2']).
usdc_amount	double	The notional USDC.e collateral value returned after burning the shares.

CTF/resolutions.parquet

Logs the official resolution of market conditions on-chain. Each row corresponds to a ConditionResolution event.

Field	Type	Description
id	string	Composite on-chain record ID in the form chainId_blockNumber_logIndex.
condition_id	string	Unique condition/market identifier (hex string).
oracle	string	Address of the oracle that resolved the condition.
question_id	string	Unique question identifier (hex string).
outcome_slot_count	int64	The number of outcome slots (typically 2).
payout_numerators	list<string>	Payout distribution array. For resolved binary markets, ['1', '0'] indicates the first outcome won (e.g., YES), and ['0', '1'] indicates the second won (e.g., NO).

CTF/redemptions.parquet

Logs the redemption of winning outcome tokens for collateral after resolution. Each row corresponds to a PayoutRedemption event.

Field	Type	Description
id	string	Composite on-chain record ID in the form chainId_blockNumber_logIndex.
redeemer	string	Wallet address of the user claiming the payout.
collateral_token	string	Address of the collateral token (typically USDC.e 0x2791Bca1f2de4661ED88A30C99A7a9449Aa84174 on Polygon).
parent_collection_id	string	Parent collection ID for nested/conditional positions (0x0000... for root-level conditions).
condition_id	string	Condition ID of the market.
index_sets	list<string>	Array of outcome indices that were redeemed.
usdc_amount	double	The notional USDC.e collateral value paid out to the redeemer.

Field notes

• block_timestamp is in seconds, not milliseconds (only present in trade layers OrderFilled/, daily_aligned/, and daily_aligned_multi/).
• id in the trade layers and the CTF/ layer is a composite on-chain record identifier in the form chainId_blockNumber_logIndex.
• taker is the aggressor wallet for the fill.
• taker_direction is ground-truth direction from the settlement layer, not a tick-rule or quote-rule inference.
• p_event and D are normalized fields. They are designed to put both legs of a binary market onto one event-probability axis so that buying the opposite leg is treated consistently as selling the reference event probability. In daily_aligned_multi/, this normalization is per-candidate (per condition_id), not per Neg Risk group.
• neg_risk, category, category_refined, resolution fields, fee fields, and market time fields come from the frozen market metadata layer.
• neg_risk_market_id (only in daily_aligned_multi/) groups candidates belonging to the same Neg Risk event.

Provenance and methodology

• Source: OrderFilled events from Polymarket's first-generation CTF Exchange contract on Polygon, and ConditionPreparation, PositionSplit, PositionMerge, ConditionResolution, and PayoutRedemption events from Gnosis Conditional Tokens contract on Polygon.
• Granularity:
  • Trade layers: one row per maker-taker fill. A single taker transaction that fills against multiple resting orders produces multiple rows.
  • CTF layer: one row per contract event log.
• Aggressor: the taker is the sole aggressor of each fill.
• Raw layer: OrderFilled/ preserves the nominal on-chain trade tape.
• Cleaned layers: daily_aligned/ (neg_risk=false) and daily_aligned_multi/ (neg_risk=true) both filter relayer/router records, join the outcome token id to a frozen market metadata snapshot, and partition the result by UTC day. They are produced by the same pipeline; only the metadata filter on neg_risk differs, and daily_aligned_multi/ carries the additional neg_risk_market_id column.
• CTF layer: CTF/ captures the primary market issuance (splits/mints), burn/recombination events (merges), oracle setups (preparations), oracle outcomes (resolutions), and cash-outs (redemptions).
• Normalization: binary-market trade direction is mapped onto a single event-probability coordinate using outcome_seq, producing p_event and D, in both daily_aligned/ and daily_aligned_multi/.
• Coverage: the full v1 contract lifecycle, from 2022-11-21 to 2026-04-28, in all four layers.

Relayer filtering (important)

Some Polymarket v1 records in the raw OrderFilled/ layer can include platform relayer/router addresses in the taker field for broker-routed flows. Exclude these addresses when computing economic trade counts or economic USDC.e volume. The daily_aligned/ and daily_aligned_multi/ layers have already applied this relayer filter.

The relayer addresses are:

• 0x4bfb41d5b3570defd03c39a9a4d8de6bd8b8982e
• 0xc5d563a36ae78145c45a50134d48a1215220f80a

Usage

Because the dataset is about 1.2B rows (plus multi-gigabyte CTF logs), do not load it fully into memory. Use streaming for row-level inspection and DuckDB/columnar scans for aggregate queries.

Recommended access patterns:

• Use daily_aligned/ for cleaned Standard Binary analysis with metadata, p_event, and D.
• Use daily_aligned_multi/ for cleaned Neg Risk multi-outcome analysis, and neg_risk_market_id to group candidates within the same event.
• Use CTF/ files for primary market activity, risk management/hedging analysis, and resolution lifecycle studies.
• Use OrderFilled/ only when you need the raw nominal on-chain tape.
• Use streaming only for previewing rows or building small samples.
• Use DuckDB, Polars lazy scans, Spark, or another columnar engine for aggregation.
• Select only the columns needed for the task.
• In OrderFilled/, filter relayer/router records before computing economic trade counts, wallet activity, or USDC.e volume.
• Use p_event and D for normalized event-probability analyses.
• Do not pool daily_aligned/ and daily_aligned_multi/ without accounting for the structural difference between Standard Binary and Neg Risk multi-outcome markets.

Known limitations

• On-chain settlement only: No off-chain central limit order book (CLOB) quote-level data, cancellations, or resting-order depth is provided.
• V1 contract lifecycle only: The dataset covers Polymarket's first-generation contracts; external validity to newer v2 contracts is not guaranteed.
• Frozen metadata: Metadata in daily_aligned/ and daily_aligned_multi/ is a static snapshot and should be treated as fixed analysis metadata rather than a live, continuously updated market database.
• Heterogeneous market types: Structurally distinct market types (Standard Binary, Up/Down, Neg Risk) should not be pooled without care. Refer to the data guide for categorization.
• Nominal raw tape: OrderFilled/ records include relayer/router records; use daily_aligned/, daily_aligned_multi/, or filter them explicitly using the provided relayer addresses before computing economic volume.
• No group-level normalization in daily_aligned_multi/: p_event is per-candidate, not renormalized across candidates sharing a neg_risk_market_id.
• No direct transaction hashes: The id in CTF tables is structured as chainId_blockNumber_logIndex. To map CTF events back to transaction hashes, researchers will need to join with Polygon transaction index logs using the block number and log index.

Citation

If you use this dataset or the accompanying paper in your research, please cite:

@misc{qin2026polymarketv1database,
      title={Polymarket-v1 Database}, 
      author={Boka Qin and Rui Yang},
      year={2026},
      eprint={2606.04217},
      archivePrefix={arXiv},
      primaryClass={cs.CE},
      url={https://arxiv.org/abs/2606.04217}, 
}

License

Released under CC-BY-4.0. You may share and adapt the material for any purpose, including commercially, provided you give appropriate credit.

Disclaimer

This dataset is derived from public on-chain activity and is not affiliated with or endorsed by Polymarket. It is provided "as is", without warranty of any kind.