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Macro Sentiment Indicators
Pyth oracle prices and Polymarket prediction market odds
Category
States
Point-in-time snapshots
Granularity
~1 second (Pyth), per-trade (Polymarket)
Format
Apache Parquet
Snappy compression, Hive-partitioned
Nodes
1 (EU-Central)
Frankfurt — low-latency to HyperLiquid & Ethereum
About This Dataset
Sub-second oracle price feeds from Pyth Network and per-trade prediction market odds from Polymarket. Cross-referenced macro sentiment for crypto and world events.
Partitions
source:
pyth, polymarketSchema
| Column | Type | Description |
|---|---|---|
time_chain | timestamp | Source timestamp (UTC) |
time_local | timestamp | Ingestion timestamp (UTC) |
source | string | Data source (pyth or polymarket) |
symbol | string | Instrument/market identifier |
price | float64 | Price or probability |
confidence | float64 | Confidence interval (Pyth) or volume (Polymarket) |
Use Cases
- Build Pyth oracle price candles at any resolution
- Track prediction market sentiment shifts
- Detect oracle price deviations from exchange prices
- Correlate macro event probabilities with crypto prices
R2 Path
s3://algotick-data-lake/states/macro_sentiment/source={source}/year=YYYY/month=MM/day=DD/node={node}/data.parquet
Replace
YYYY, MM, DD with the target date.
Data is collected from node=eu-central.
Query with DuckDB
import duckdb df = duckdb.sql(""" SELECT * FROM read_parquet( 's3://algotick-data-lake/states/macro_sentiment/source={source}/year=2026/month=04/day=20/node=eu-central/data.parquet' ) LIMIT 100 """).df() print(f"Rows: {len(df)}, Columns: {list(df.columns)}")
Download via API
import requests resp = requests.get( "https://algotick.dev/v2/history/raw?dataset=macro_sentiment&source={source}&date=2026-04-20", stream=True, ) with open("macro-sentiment.parquet", "wb") as f: for chunk in resp.iter_content(8192): f.write(chunk) # Then query locally import duckdb df = duckdb.sql("SELECT * FROM 'macro-sentiment.parquet' LIMIT 100").df() print(df)
Related
Related signals: Regime Composite Signal
Related datasets: Perpetual Funding Rates HLP Perpetual Trades
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