Polymarket BTC Up/Down 5m historical order book & trade data
21.6M order-book and trade events for BTC 5-minute Up/Down markets since 2025-06-01 — about 42,179 events a day across 288 windows.
Coverage
BTC Up/Down 5m 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
21,595,896
≈ 21.6M as of 2026-10-25
Avg events / day
42,179
book snapshot · book delta · trade · resolution
Update frequency
Book deltas and trades streamed as they occur; bursts in the last 60s of each 5-minute window
Daily activity · last 30 days
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 5m?
Bitcoin's 5-minute Up/Down is the nearest thing Polymarket has to a high-frequency venue: 288 fresh binaries a day with nearly all the volume landing in the last ninety seconds. Each 5-minute window is its own binary market: a fresh slug and fresh Up and Down tokens open every 300 seconds, 288 times a day, and the market resolves Up if the reference price at the window's end is at or above the price at its 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 5-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.
Because a window lives for only five minutes, the interesting data is compressed: the opening quotes, the sprint of trades in the final minute, and the settlement. Backtests built on 5m windows are mostly tests of speed — how quickly your model reprices when spot ticks through the strike — so timestamps on both the exchange and the receive side matter more here than on any other interval.
What moves BTC 5m 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: the last 60 seconds before close, when the order book collapses toward 0 or 1 as spot sits on one side of the strike
Schema
BTC Up/Down 5m fields and sample rows
The same columns are returned by the API and in Parquet and CSV files.
| Field | Type | Description |
|---|---|---|
| ts_exchange | string | Exchange timestamp (ISO-8601, ms) |
| ts_recv | string | AymarData receive timestamp |
| market | string | Window slug: <family>-<window start unix> |
| outcome | string | "up" or "down" token |
| event_type | string | last_trade_price | price_change | book |
| side | string | "buy" | "sell" for trades, "bid" | "ask" for book events |
| price | number | Probability price, 0–1 |
| size | number | Shares traded or resting size at the level |
Sample rows
| ts_exchange | ts_recv | market | outcome | event_type | side | price | size |
|---|---|---|---|---|---|---|---|
| 2026-10-22T14:33:45.830Z | 2026-10-22T14:33:45.884Z | btc-updown-5m-1792679400 | up | last_trade_price | buy | 0.42 | 218 |
| 2026-10-22T14:33:46.168Z | 2026-10-22T14:33:46.216Z | btc-updown-5m-1792679400 | down | price_change | ask | 0.59 | 3955 |
| 2026-10-22T14:33:46.251Z | 2026-10-22T14:33:46.303Z | btc-updown-5m-1792679400 | up | last_trade_price | sell | 0.41 | 250 |
Illustrative rows for btc-updown-5m. Market is the window slug (btc-updown-5m-<start unix>); prices are probabilities between 0 and 1.
Code
Pull BTC Up/Down 5m in Python, cURL or MCP
Market id: btc-updown-5m. 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 5m: every trade in one 5-minute window
trades = requests.get(
f"{API}/trades",
headers=H,
params={
"source": "polymarket",
"market": "btc-updown-5m",
"outcome": "up",
"start": "2026-10-22T14:30:00Z",
"end": "2026-10-22T14:35:00Z",
"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-5m",
"outcome": "up",
"at": "2026-10-22T14:34:30Z",
"depth": 10,
},
timeout=30,
).json()
print(book.get("spread"), len(trades))FAQ
BTC Up/Down 5m: common questions
How do I analyse the final seconds of a BTC 5m market?
Pull trades and book deltas for one window (300 seconds, e.g. 14:30:00Z–14:35:00Z) using a market slug of the form btc-updown-5m-<window start unix>. Most of the volume lands in the last 60 seconds as spot resolves above or below the strike, so filter on ts_exchange within that tail and compare the Up price with spot from Binance at the same millisecond.
How many BTC 5m windows are there per day?
288 — one every five minutes, 24 hours a day. Over the recorded history that is about 147,456 windows, each with its own slug and its own Up/Down token pair.
What moves the BTC 5m 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 5-minute window: the last 60 seconds before close, when the order book collapses toward 0 or 1 as spot sits on one side of the strike. 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 5m 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-5m 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-5m dataset?
About 21.6M events recorded since 2025-06-01, or roughly 42,179 events a day across about 147,456 windows. Every event carries both exchange and receive timestamps.
Related
Related markets and next steps
BTC Up/Down 15m
Same coin, 15-minute windows
BTC Up/Down 1h
Same coin, hourly windows
BTC Up/Down 4h
Same coin, 4-hour windows
BTC Up/Down 24h
Same coin, daily windows
ETH Up/Down 5m
Same 5-minute window, Ether
SOL Up/Down 5m
Same 5-minute window, Solana
XRP Up/Down 5m
Same 5-minute window, XRP
Binance USDⓈ-M perps: BTCUSDT perp
Binance perpetual: funding and mark price
Binance spot: BTCUSDT spot
Binance spot order book
Hyperliquid: BTC perp
On-chain perpetual
Kalshi: KXBTCD BTC Daily
Kalshi contracts on the same asset
← All polymarket data
Parent hub for Polymarket
Pricing →
Builder, Pro and Enterprise plans
Backtest BTC Up/Down 5m with real tick data
Get an API key, pull your first window and join it with the other sources in the catalog.