AymarData
PolymarketHistory from 2025-06-01btc-updown-4h

Polymarket BTC Up/Down 4h historical order book & trade data

8.00M order-book and trade events for BTC 4-hour Up/Down markets since 2025-06-01 — about 15,622 events a day across 6 windows.

Coverage

BTC Up/Down 4h 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

7,998,480

≈ 8.00M as of 2026-10-25

Avg events / day

15,622

book snapshot · book delta · trade · resolution

Update frequency

Book deltas and trades streamed as they occur; 6 new windows every UTC day

Daily activity · last 30 days

BTC Up/Down 4h events/day: 30-day series, average 15,622 events/day, low 12,855, high 17,836.
low 12,855avg 15,622high 17,836

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 4h?

Four-hour BTC windows are long enough for a real trend to develop yet short enough that carry doesn't dominate, which makes them the cleanest place to compare momentum against mean-reversion priors. Four-hour windows run on fixed boundaries, giving six markets a day. Each window spans a regional trading session — Asia, Europe, the US morning — so the Up/Down binary is effectively a bet on who wins that session.

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 4-hour 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.

With only six windows a day the sample size grows slowly, but each window carries real information: the Up price moves in steps as new data arrives, and liquidity providers show up with size. These windows are good for testing trend-following signals and for studying how the book anchors to intraday session behaviour.

What moves BTC 4h Up/Down

  • US spot-ETF creations and redemptions, which show up as persistent one-way flow around the New York cash open
  • Macro prints (CPI, payrolls, FOMC) that reprice the dollar and real yields within seconds
  • Window structure: regional session handovers — Asia into Europe into the US — which is where intraday direction usually changes

Schema

BTC Up/Down 4h 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
2026-10-22T14:40:59.777Z2026-10-22T14:40:59.816Zbtc-updown-4h-1792670400uplast_trade_pricebuy0.6359
2026-10-22T14:41:00.397Z2026-10-22T14:41:00.432Zbtc-updown-4h-1792670400downprice_changeask0.418090
2026-10-22T14:41:00.606Z2026-10-22T14:41:00.658Zbtc-updown-4h-1792670400uplast_trade_pricesell0.59277

Illustrative rows for btc-updown-4h. Market is the window slug (btc-updown-4h-<start unix>); prices are probabilities between 0 and 1.

Code

Pull BTC Up/Down 4h in Python, cURL or MCP

Market id: btc-updown-4h. 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 4h: every trade in one 4-hour window
trades = requests.get(
    f"{API}/trades",
    headers=H,
    params={
        "source": "polymarket",
        "market": "btc-updown-4h",
        "outcome": "up",
        "start": "2026-10-22T12:00:00Z",
        "end": "2026-10-22T16:00:00Z",
        "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-4h",
        "outcome": "up",
        "at": "2026-10-22T14:00:00Z",
        "depth": 10,
    },
    timeout=30,
).json()
print(book.get("spread"), len(trades))

FAQ

BTC Up/Down 4h: common questions

What do the BTC 4h windows cover?

Six fixed four-hour windows per day, each of which spans a regional trading session. btc-updown-4h markets resolve independently of the shorter windows, so you can compare a 4h book with the four 1h books inside it.

Is there enough BTC 4h history for a backtest?

Yes — six windows a day since 2025-06-01 is about 3,072 resolved markets. That is thinner than 5m or 15m, but each window carries many more book updates, so it works well for per-window features.

What moves the BTC 4h Up/Down price most?

Two things dominate. First, US spot-ETF creations and redemptions, which show up as persistent one-way flow around the New York cash open. Second, macro prints (CPI, payrolls, FOMC) that reprice the dollar and real yields within seconds. On top of that sits the structural driver of every 4-hour window: regional session handovers — Asia into Europe into the US — which is where intraday direction usually changes. 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 4h 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-4h 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-4h dataset?

About 8.00M events recorded since 2025-06-01, or roughly 15,622 events a day across about 3,072 windows. Every event carries both exchange and receive timestamps.

Backtest BTC Up/Down 4h with real tick data

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