L2

L2 data is collected from the Polymarket websocket feed for up/down markets. Available since 2026-02-01.

Data type: poly_l2

Format: Daily ZIP of Parquet files, or single-market Parquet by slug.

import requests

api_key = "<YOUR_API_KEY>"
series = "btc-5m"
data_type = "poly_l2"
data_date = "2026-06-22"

file_name = f"{series}_{data_type}_{data_date}.zip"
url = f"https://api.pmdata.dev/polymarket/{series}/{data_type}/{file_name}"

response = requests.get(
    url,
    headers={"api_key": api_key},
    timeout=300,
)

Schema

Field	Type	Description
market_slug	string	Polymarket market slug.
timestamp	timestamp	Exchange event timestamp in UTC.
local_timestamp	timestamp	PMData receive timestamp in UTC.
event_type	string	Row type: book, price_change, or last_trade_price.
ask_prices	list<float> | null	Ask price levels for book rows.
ask_sizes	list<float> | null	Ask size at each price level for book rows.
bid_prices	list<float> | null	Bid price levels for book rows.
bid_sizes	list<float> | null	Bid size at each price level for book rows.
best_ask	float | null	Best ask after a price change.
best_bid	float | null	Best bid after a price change.
pc_price	float | null	Changed price level.
pc_size	float | null	Updated size at the changed price level.
pc_side	string | null	Book side for the changed level, BUY or SELL.
trade_price	float | null	Most recent trade price.
trade_size	float | null	Most recent trade size.
trade_side	string | null	Aggressor side, BUY or SELL.