AymarData
PolymarketHistory from 2025-06-01btc-updown-15m

Polymarket BTC Up/Down 15m historical order book & trade data

24.8M order-book and trade events for BTC 15-minute Up/Down markets since 2025-06-01 — about 48,428 events a day across 96 windows.

Coverage

BTC Up/Down 15m data coverage

What is recorded, how often it updates and how much there is.

History start

2025-06-01

512 days of history

Events recorded

24,795,288

≈ 24.8M as of 2026-10-25

Avg events / day

48,428

book snapshot · book delta · trade · resolution

Update frequency

Book deltas and trades streamed as they occur; 96 new windows every UTC day

Daily activity · last 30 days

BTC Up/Down 15m events/day: 30-day series, average 48,428 events/day, low 41,513, high 54,822.
low 41,513avg 48,428high 54,822

Indicative daily event volume, last 30 days to 2026-10-25. Shape modeled from collector stats; mean matches the average events/day above.

About this market

What is BTC Up/Down 15m?

The BTC 15-minute market is Polymarket's flagship crypto product — deep enough that the spread sits at a single tick for most of each window, and the default test bed for Up/Down fair-value models. Each 15-minute window opens on a quarter-hour boundary as a new Up/Down market, so there are 96 distinct markets per day, and each one resolves against the spot price at the window's start.

Bitcoin is the underlying that every other Up/Down market is judged against. Spot BTC reacts to US macro prints, spot-ETF flows and liquidation cascades on perpetual venues, and the Polymarket book reprices within a fraction of a second when any of them hits. Over a 15-minute horizon the Up price is dominated by distance-to-strike: a $30 move that matters in the final minute is noise early in the window.

Fifteen minutes is long enough for a model to act on a signal and short enough that a day gives you ninety-six independent samples. It is the interval most research notebooks start with: enough windows for statistical power in a week of data, and enough time inside each window to study how the Up price drifts when spot trends.

What moves BTC 15m Up/Down

  • Macro prints (CPI, payrolls, FOMC) that reprice the dollar and real yields within seconds
  • Liquidation cascades on leveraged venues, which turn a 1% move into a 3% wick
  • Window structure: quarter-hour boundaries, where fresh liquidity is posted and the opening Up price re-anchors near 0.50

Schema

BTC Up/Down 15m fields and sample rows

The same columns are returned by the API and in Parquet and CSV files.

FieldTypeDescription
ts_exchangestringExchange timestamp (ISO-8601, ms)
ts_recvstringAymarData receive timestamp
marketstringWindow slug: <family>-<window start unix>
outcomestring"up" or "down" token
event_typestringlast_trade_price | price_change | book
sidestring"buy" | "sell" for trades, "bid" | "ask" for book events
pricenumberProbability price, 0–1
sizenumberShares traded or resting size at the level

Sample rows

ts_exchangets_recvmarketoutcomeevent_typesidepricesize
2026-10-22T14:38:41.632Z2026-10-22T14:38:41.683Zbtc-updown-15m-1792679400uplast_trade_pricebuy0.58363
2026-10-22T14:38:42.365Z2026-10-22T14:38:42.397Zbtc-updown-15m-1792679400downprice_changeask0.437155
2026-10-22T14:38:42.550Z2026-10-22T14:38:42.601Zbtc-updown-15m-1792679400uplast_trade_pricesell0.5731

Illustrative rows for btc-updown-15m. Market is the window slug (btc-updown-15m-<start unix>); prices are probabilities between 0 and 1.

Code

Pull BTC Up/Down 15m in Python, cURL or MCP

Market id: btc-updown-15m. Export AYMARDATA_API_KEY from your dashboard, then run the Python requests example.

import os
import requests

API = "https://api.aymardata.com/v1"
KEY = os.environ["AYMARDATA_API_KEY"]  # export AYMARDATA_API_KEY=ad_live_…
H = {"Authorization": f"Bearer {KEY}", "User-Agent": "aymardata-docs/1.0"}

# BTC Up/Down 15m: every trade in one 15-minute window
trades = requests.get(
    f"{API}/trades",
    headers=H,
    params={
        "source": "polymarket",
        "market": "btc-updown-15m",
        "outcome": "up",
        "start": "2026-10-22T14:30:00Z",
        "end": "2026-10-22T14:45:00Z",
        "limit": 500,
    },
    timeout=30,
).json()["data"]
print(len(trades), trades[0]["price"], trades[-1]["price"])

book = requests.get(
    f"{API}/book",
    headers=H,
    params={
        "source": "polymarket",
        "market": "btc-updown-15m",
        "outcome": "up",
        "at": "2026-10-22T14:40:00Z",
        "depth": 10,
    },
    timeout=30,
).json()
print(book.get("spread"), len(trades))

FAQ

BTC Up/Down 15m: common questions

What is the market id for BTC 15m windows?

The family is btc-updown-15m; each window adds the window-start Unix time, a multiple of 900 seconds, for example btc-updown-15m-1792681200. Query the family with search_markets or /v1/markets to list windows, then pass a window slug to /v1/book or /v1/trades.

How many BTC 15m windows resolve each day?

96. That gives roughly 49,152 resolved windows since 2025-06-01 — enough to run proper out-of-sample tests on Up/Down pricing models.

What moves the BTC 15m Up/Down price most?

Two things dominate. First, macro prints (CPI, payrolls, FOMC) that reprice the dollar and real yields within seconds. Second, liquidation cascades on leveraged venues, which turn a 1% move into a 3% wick. On top of that sits the structural driver of every 15-minute window: quarter-hour boundaries, where fresh liquidity is posted and the opening Up price re-anchors near 0.50. Liquidity here is the deepest of any coin in the family, with the tightest spreads and the most resting size at each level.

How does BTC 15m Up/Down compare with the BTCUSDT order book on Binance?

Binance is where price discovery happens; Polymarket prices a probability on top of it. Joining btc-updown-15m with Binance BTCUSDT spot and perp ticks on timestamp lets you measure how many milliseconds the Up price lags a spot move. See the Binance BTC spot and perp pages for the matching feeds.

How big is the btc-updown-15m dataset?

About 24.8M events recorded since 2025-06-01, or roughly 48,428 events a day across about 49,152 windows. Every event carries both exchange and receive timestamps.

Backtest BTC Up/Down 15m with real tick data

Get an API key, pull your first window and join it with the other sources in the catalog.