polymarket_polygon.ohlcv_hourly

The polymarket_polygon.ohlcv_hourly table provides hourly OHLCV (Open-High-Low-Close-Volume) candles per Polymarket outcome token — two rows per market or combo, one per side — with VWAP and volume metrics. It covers regular markets and Combos (multi-leg parlays) across the full Polygon trading history. No-trade hours are forward-filled (prices carried forward, volumes zeroed). Settlement is exact: a decided combo’s final bar (at its decision hour) and a resolved market’s bars past market_end_time are pinned to the settlement value — 1/0 per side, 0.5 for 50/50 markets, the payout fraction for partial combos — so every candle preserves low <= {open, close} <= high.

Table Schema

Column	Type	Description
`block_month`	`DATE`	UTC month partition derived from `hour`
`hour`	`TIMESTAMP`	UTC hour bucket for the candle
`market_id`	`VARCHAR`	ID of the market or combo as a `0x...` string, shared by its two sides: `condition_id` for markets, `combo_condition_id` for combos
`market_name`	`VARCHAR`	Market question text; for combos the generated `combo_name`, NULL unless every leg is labeled
`outcome`	`VARCHAR`	YES or NO token outcome (a combo Yes pays out only if every leg wins)
`category`	`VARCHAR`	Market category tags from market details; NULL for combos
`open`	`DOUBLE`	First trade price in the hour (0–1 scale). Forward-filled for no-trade hours; pinned to the settlement value once decided
`high`	`DOUBLE`	Highest trade price in the hour. Forward-filled for no-trade hours; pinned to the settlement value once decided
`low`	`DOUBLE`	Lowest trade price in the hour. Forward-filled for no-trade hours; pinned to the settlement value once decided
`close`	`DOUBLE`	Last trade price in the hour (0–1 scale). Forward-filled for no-trade hours; pinned to the settlement value once decided
`vwap`	`DOUBLE`	Volume-weighted average price. NULL for forward-filled (no-trade) hours
`volume_contracts`	`DOUBLE`	Total shares traded in the hour. Zero for forward-filled hours
`volume_usd`	`DOUBLE`	Total USD notional volume in the hour. Zero for forward-filled hours
`trade_count`	`BIGINT`	Number of trades in the hour. Zero for forward-filled hours
`market_end_time`	`TIMESTAMP`	Market end time from market details; for combos the decision time (first lost leg, or last leg resolved), which bounds the fill
`market_outcome`	`VARCHAR`	How it resolved: `yes`, `no`, `50/50` (markets), `partial` (combos with a 50/50 leg); `unresolved`/NULL while open
`event_market_name`	`VARCHAR`	Overarching event name for negRisk markets; NULL for combos
`is_forward_filled`	`BOOLEAN`	TRUE if this row was generated by forward-fill (no trades in this hour)
`token_id`	`UINT256`	ID of this outcome token: the CTF token ID for markets, the v3 position ID for combos. Joins `market_details`, `combo_details` and positions on `token_id`, and `market_trades` / `combo_trades` on `asset_id`
`_updated_at`	`TIMESTAMP`	When this row was last inserted or updated by the dbt pipeline

Table sample

Example query

-- Hourly candles for one market's YES side, last 7 days
SELECT
  hour, open, high, low, close, vwap, volume_usd
FROM polymarket_polygon.ohlcv_hourly
WHERE market_name = 'Will X happen by Y date?'
  AND outcome = 'Yes'
  AND hour >= NOW() - INTERVAL '7' DAY
ORDER BY hour

​Table Schema

​Table sample

​Example query

Table Schema

Table sample

Example query