Polymarket runs a market every five minutes on whether a coin closes higher or lower - 24/7, for seven coins - but there's no such publicly available historical data, at least one I could find. I wanted to backtest a bot against these markets, so I spent a few weeks just recording ther order book: every market, once per second, for BTC/ETH/SOL/XRP/DOGE/HYPE/BNB.

It's ~89k markets / ~26.8M per-second top-of-book samples, Mar–May 2026, and I'm releasing it into the public domain under CC0.

The data will is not good enough to backtest again what real live trading would look like, but it's something to start with if you have nothing. Coverage is 99.8%+ with no duplicates; the only real holes are ~4 short outages on my end (~1.5h total over 7.5 weeks) from my VM dying several times.

Links: - https://huggingface.co/datasets/kachoio/polymarket-5-minute-... - https://www.kaggle.com/datasets/kachoio/polymarket-5-minute-...

Hopefully some of you may find it useful. It wasn't greatly useful for me, as I gave up after losing several hundred bucks. Either way, I think it's generally hard to be profitable with the fees that are in place now and the vicious competition buit it was good fun to give it a try anyway.