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Daily build 2026-08-28

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README.md CHANGED
@@ -39,8 +39,8 @@ configs:
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  # Polymarket Order Book Dataset
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  Order-book snapshots from a prediction market, collected continuously between
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- **2026-07-10** and **2026-08-26**: `341,392,814` quote observations across
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- `190,813` markets, plus settlement outcomes and a separate high-frequency feed
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  that records actual traded prices.
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  It is published so other people can build and train on it without first spending
@@ -72,16 +72,16 @@ import duckdb
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  duckdb.sql("SELECT * FROM 'polymarket-data/quotes/**/*.parquet' LIMIT 5").show()
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  ```
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- **GitHub Releases** (a single dated tarball, ~172 MB):
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  ```bash
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- gh release download data-2026-08-27 --repo DineshKumar8399/polymarket-orderbook-dataset
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  tar --zstd -xf polymarket-orderbook-*.tar.zst
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  ```
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- Each release is a frozen snapshot, so `data-2026-08-27` is reproducible: cite the
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  tag and anyone can reconstruct the exact data you trained on. Latest build:
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- **2026-08-27**.
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  ---
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@@ -89,13 +89,13 @@ tag and anyone can reconstruct the exact data you trained on. Latest build:
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  | File | Rows | What it is |
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  |---|---|---|
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- | `quotes/dt=YYYY-MM-DD/*.parquet` | `341,392,814` | Book quotes for every tracked market, partitioned by date |
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- | `markets.parquet` | `190,813` | One row per market: question text, category, coverage |
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- | `labels.parquet` | `157,956` | Binary settlement outcomes, with a `source` column |
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- | `watch_quotes.parquet` | `2,038,730` | High-frequency feed — **the only table with traded prices** |
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  | `data_quality.parquet` | 7 | The known issues below, as queryable rows |
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- Total: about `172 MB` of ZSTD-compressed Parquet.
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  ---
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@@ -174,7 +174,7 @@ also the cost per unit of payoff.
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  | `first_ts` / `last_ts` | timestamp | Coverage window |
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  `question` is stored here rather than on every quote row — repeating it
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- `341,392,814` times is most of why the raw CSV was 32 GB.
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  ### `labels.parquet`
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@@ -252,7 +252,7 @@ has been **dropped rather than shipped as an empty column named `last`**.
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  If your question is "did this actually transact" — fill realism, execution
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  modelling, print-versus-quote — it is only answerable on `watch_quotes`, which
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- covers 5,699 markets rather than 190,813. Note `last_traded` is itself 83.7%
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  populated, not 100%.
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  ### 4. Crossed books
@@ -264,8 +264,8 @@ your method is sensitive to it.
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  ### 5. Labels are time-censored
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  Most `source = 'api'` labels come from a one-off backfill run on 2026-07-23/24.
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- So "has a label" correlates strongly with "settled before Jul 24" — 155,811
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- markets (82%) carry an authoritative label, and they are **not a random 82%**.
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  This bites hardest on walk-forward validation: naively splitting train/test on a
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  late date can leave you with an empty test set and a script that reports success
@@ -299,13 +299,13 @@ Markets by category:
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  ```
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  category slugs
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- sports 185728
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- politics 2627
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- climate 1042
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- culture 1008
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  macro 154
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  technology 93
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- finance 82
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  crypto 51
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  science 14
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  geopolitics 14
 
39
  # Polymarket Order Book Dataset
40
 
41
  Order-book snapshots from a prediction market, collected continuously between
42
+ **2026-07-10** and **2026-08-27**: `347,645,386` quote observations across
43
+ `202,590` markets, plus settlement outcomes and a separate high-frequency feed
44
  that records actual traded prices.
45
 
46
  It is published so other people can build and train on it without first spending
 
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  duckdb.sql("SELECT * FROM 'polymarket-data/quotes/**/*.parquet' LIMIT 5").show()
73
  ```
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+ **GitHub Releases** (a single dated tarball, ~176 MB):
76
 
77
  ```bash
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+ gh release download data-2026-08-28 --repo DineshKumar8399/polymarket-orderbook-dataset
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  tar --zstd -xf polymarket-orderbook-*.tar.zst
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  ```
81
 
82
+ Each release is a frozen snapshot, so `data-2026-08-28` is reproducible: cite the
83
  tag and anyone can reconstruct the exact data you trained on. Latest build:
84
+ **2026-08-28**.
85
 
86
  ---
87
 
 
89
 
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  | File | Rows | What it is |
91
  |---|---|---|
92
+ | `quotes/dt=YYYY-MM-DD/*.parquet` | `347,645,386` | Book quotes for every tracked market, partitioned by date |
93
+ | `markets.parquet` | `202,590` | One row per market: question text, category, coverage |
94
+ | `labels.parquet` | `158,380` | Binary settlement outcomes, with a `source` column |
95
+ | `watch_quotes.parquet` | `2,086,258` | High-frequency feed — **the only table with traded prices** |
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  | `data_quality.parquet` | 7 | The known issues below, as queryable rows |
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+ Total: about `176 MB` of ZSTD-compressed Parquet.
99
 
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  ---
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  | `first_ts` / `last_ts` | timestamp | Coverage window |
175
 
176
  `question` is stored here rather than on every quote row — repeating it
177
+ `347,645,386` times is most of why the raw CSV was 32 GB.
178
 
179
  ### `labels.parquet`
180
 
 
252
 
253
  If your question is "did this actually transact" — fill realism, execution
254
  modelling, print-versus-quote — it is only answerable on `watch_quotes`, which
255
+ covers 5,826 markets rather than 202,590. Note `last_traded` is itself 83.3%
256
  populated, not 100%.
257
 
258
  ### 4. Crossed books
 
264
  ### 5. Labels are time-censored
265
 
266
  Most `source = 'api'` labels come from a one-off backfill run on 2026-07-23/24.
267
+ So "has a label" correlates strongly with "settled before Jul 24" — 156,225
268
+ markets (77%) carry an authoritative label, and they are **not a random 77%**.
269
 
270
  This bites hardest on walk-forward validation: naively splitting train/test on a
271
  late date can leave you with an empty test set and a script that reports success
 
299
 
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  ```
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  category slugs
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+ sports 194578
303
+ politics 5281
304
+ culture 1243
305
+ climate 1072
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  macro 154
307
  technology 93
308
+ finance 90
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  crypto 51
310
  science 14
311
  geopolitics 14
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