Quick start

1. Create an API key

Open the PMData dashboard and create an API key.

2. Download one market file

import pandas as pd

slug = "btc-updown-5m-1783842600"
data_type = "poly_l2"
url = f"https://api.pmdata.dev/download/{data_type}/{slug}.parquet"

df = pd.read_parquet(
    url,
    storage_options={
        "api_key": "<YOUR_API_KEY>",
        "User-Agent": "Mozilla/5.0",
    },
)
print(df.head())

Set data_type to poly_l2 for order book snapshots and price changes, or onchain_fills for on-chain fills.