AymarData
PolymarketHistory from 2025-06-01btc-updown-1h

Polymarket BTC Up/Down 1h historical order book & trade data

15.2M order-book and trade events for BTC hourly Up/Down markets since 2025-06-01 — about 29,682 events a day across 24 windows.

Coverage

BTC Up/Down 1h 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

15,197,112

≈ 15.2M as of 2026-10-25

Avg events / day

29,682

book snapshot · book delta · trade · resolution

Update frequency

Book deltas and trades streamed as they occur; 24 new windows every UTC day

Daily activity · last 30 days

BTC Up/Down 1h events/day: 30-day series, average 29,682 events/day, low 25,085, high 33,810.
low 25,085avg 29,682high 33,810

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 1h?

BTC hourly windows open on the clock, so each one bundles a specific slice of the trading day — an 8:30 ET data print, the New York open, the 4pm close — into a single binary. Hourly windows open on the hour and resolve an hour later, so there are 24 markets a day. They overlap with scheduled releases and session opens that 5m and 15m windows only sample in part.

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 hourly 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.

An hour is long enough to hold a macro print, a cash-equity open or an options expiry inside a single market. That makes hourly windows the cleanest place to measure how a known catalyst is priced before it happens and how fast the book reprices after — you can line up the order book with timestamps of scheduled events.

What moves BTC 1h Up/Down

  • Liquidation cascades on leveraged venues, which turn a 1% move into a 3% wick
  • US spot-ETF creations and redemptions, which show up as persistent one-way flow around the New York cash open
  • Window structure: scheduled catalysts inside the hour — 8:30 ET economic releases, the US cash open and the 4pm equity close

Schema

BTC Up/Down 1h 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
2026-10-22T14:48:24.375Z2026-10-22T14:48:24.421Zbtc-updown-1h-1792677600uplast_trade_pricebuy0.52268
2026-10-22T14:48:24.824Z2026-10-22T14:48:24.876Zbtc-updown-1h-1792677600downprice_changeask0.4912879
2026-10-22T14:48:24.947Z2026-10-22T14:48:24.980Zbtc-updown-1h-1792677600uplast_trade_pricesell0.51113

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

Code

Pull BTC Up/Down 1h in Python, cURL or MCP

Market id: btc-updown-1h. 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 1h: every trade in one hourly window
trades = requests.get(
    f"{API}/trades",
    headers=H,
    params={
        "source": "polymarket",
        "market": "btc-updown-1h",
        "outcome": "up",
        "start": "2026-10-22T14:00:00Z",
        "end": "2026-10-22T15:00:00Z",
        "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-1h",
        "outcome": "up",
        "at": "2026-10-22T14:30:00Z",
        "depth": 10,
    },
    timeout=30,
).json()
print(book.get("spread"), len(trades))

FAQ

BTC Up/Down 1h: common questions

How do BTC 1h markets behave around the 8:30 ET data releases?

The window that contains the print — 12:00–13:00 UTC in summer time, an hour later in winter — shows the biggest book changes. Pull btc-updown-1h deltas with start and end set to ±2 minutes around 12:30 UTC (13:30 UTC once US clocks go back) to see quotes pulled before the release and re-posted afterwards.

How many BTC 1h windows are in the dataset?

24 per day, so about 12,288 since 2025-06-01. Each hourly window is its own market and resolves independently of the 5m, 15m and 4h markets that overlap with it.

What moves the BTC 1h Up/Down price most?

Two things dominate. First, liquidation cascades on leveraged venues, which turn a 1% move into a 3% wick. Second, US spot-ETF creations and redemptions, which show up as persistent one-way flow around the New York cash open. On top of that sits the structural driver of every hourly window: scheduled catalysts inside the hour — 8:30 ET economic releases, the US cash open and the 4pm equity close. 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 1h 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-1h 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-1h dataset?

About 15.2M events recorded since 2025-06-01, or roughly 29,682 events a day across about 12,288 windows. Every event carries both exchange and receive timestamps.

Backtest BTC Up/Down 1h with real tick data

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