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Datalake Schema

PolySimulator captures tick-level prediction market data and underlying oracle pricing into high-fidelity Apache Parquet datasets stored in Cloudflare R2 (polysim-datalake). The archive format (version v3) is byte-compatible with the standard 16-column orderbook format, ensuring existing PyArrow, DuckDB, and Polars pipelines run unmodified across historical datasets.

1. Orderbook Dataset — v3/orderbook/polymarket/

Stores raw order book snapshots and tick events partitioned hourly: polymarket_orderbook_<YYYY-MM-DDTHH>.parquet.

Column Specification

Technical Details

  • Compression: Zstandard (ZSTD) compression across all columns.
  • Row Groups: 1,048,576 rows per row group.
  • Sorting: Rows sorted by market ascending for fast condition ID predicate pushdown.

2. Underlying Oracle Prices — v3/underlying/polymarket/

Captures reference asset spot prices (Binance spot, Chainlink oracles, and equity indices) used for settling binary Up/Down and scalar markets.

Column Specification


Reader Recipes

The archive is private. These recipes do not publish credentials or raw objects. You must supply a local download/mount or an endpoint configuration you already hold. Never commit BACKTEST_RO_*, INGEST_RW_*, or R2 access keys.
PolySimulator does not ship a public download URL, a sample parquet, or a credential. If you do not already have an authorized local copy or an endpoint, these recipes will not run — that is intentional.
Configure one of:

Reading with PyArrow

Reading with DuckDB