Polymarket ETH Up/Down 4h historical order book & trade data
4.76M order-book and trade events for ETH 4-hour Up/Down markets since 2025-06-01 — about 9,299 events a day across 6 windows.
Coverage
ETH 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
4,761,000
≈ 4.76M as of 2026-10-25
Avg events / day
9,299
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
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 ETH Up/Down 4h?
The ETH 4-hour market spans a full regional session, which makes it a natural test of whether ETH leads or lags BTC when Europe hands over to the US. 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.
Ether usually moves with Bitcoin but with a larger amplitude, so the Up/Down outcome is a bet on beta as much as direction. Over a 4-hour horizon, ETH also reacts to things BTC ignores: ETH/BTC rotations, staking and ETF-flow headlines, and DeFi liquidations that dump collateral into the market. When BTC is quiet, those ETH-specific catalysts are what flip an Up/Down 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 ETH 4h Up/Down
- The ETH/BTC ratio, which rotates capital between the two majors on risk-on and risk-off days
- Staking and ETF-flow headlines that change how much supply is liquid
- Window structure: regional session handovers — Asia into Europe into the US — which is where intraday direction usually changes
Schema
ETH Up/Down 4h 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 |
|---|---|---|---|---|---|---|---|
| 2026-10-22T14:58:36.548Z | 2026-10-22T14:58:36.601Z | eth-updown-4h-1792670400 | up | last_trade_price | buy | 0.55 | 294 |
| 2026-10-22T14:58:37.101Z | 2026-10-22T14:58:37.135Z | eth-updown-4h-1792670400 | down | price_change | ask | 0.46 | 7941 |
| 2026-10-22T14:58:37.339Z | 2026-10-22T14:58:37.393Z | eth-updown-4h-1792670400 | up | last_trade_price | sell | 0.54 | 168 |
Illustrative rows for eth-updown-4h. Market is the window slug (eth-updown-4h-<start unix>); prices are probabilities between 0 and 1.
Code
Pull ETH Up/Down 4h in Python, cURL or MCP
Market id: eth-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"}
# ETH Up/Down 4h: every trade in one 4-hour window
trades = requests.get(
f"{API}/trades",
headers=H,
params={
"source": "polymarket",
"market": "eth-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": "eth-updown-4h",
"outcome": "up",
"at": "2026-10-22T14:00:00Z",
"depth": 10,
},
timeout=30,
).json()
print(book.get("spread"), len(trades))FAQ
ETH Up/Down 4h: common questions
What do the ETH 4h windows cover?
Six fixed four-hour windows per day, each of which spans a regional trading session. eth-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 ETH 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 ETH 4h Up/Down price most?
Two things dominate. First, the ETH/BTC ratio, which rotates capital between the two majors on risk-on and risk-off days. Second, staking and ETF-flow headlines that change how much supply is liquid. 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 second only to BTC, with spreads a tick or two wider and more variance in resting size.
How does ETH 4h Up/Down compare with the ETHUSDT order book on Binance?
Binance is where price discovery happens; Polymarket prices a probability on top of it. Joining eth-updown-4h with Binance ETHUSDT spot and perp ticks on timestamp lets you measure how many milliseconds the Up price lags a spot move. See the Binance ETH spot and perp pages for the matching feeds.
How big is the eth-updown-4h dataset?
About 4.76M events recorded since 2025-06-01, or roughly 9,299 events a day across about 3,072 windows. Every event carries both exchange and receive timestamps.
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On-chain perpetual
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Kalshi contracts on the same asset
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