Polymarket ETH Up/Down 5m historical order book & trade data
12.9M order-book and trade events for ETH 5-minute Up/Down markets since 2025-06-01 — about 25,107 events a day across 288 windows.
Coverage
ETH 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
12,854,700
≈ 12.9M as of 2026-10-25
Avg events / day
25,107
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 ETH Up/Down 5m?
ETH 5-minute books are visibly thinner than BTC's — wider spreads, fewer resting levels — which makes them a useful study of how liquidity providers price a higher-volatility underlying. 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.
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 5-minute 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.
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 ETH 5m 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: 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
ETH 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 |
|---|---|---|---|---|---|---|---|
| 2026-10-22T14:33:23.586Z | 2026-10-22T14:33:23.623Z | eth-updown-5m-1792679400 | up | last_trade_price | buy | 0.52 | 89 |
| 2026-10-22T14:33:24.228Z | 2026-10-22T14:33:24.280Z | eth-updown-5m-1792679400 | down | price_change | ask | 0.49 | 6425 |
| 2026-10-22T14:33:24.503Z | 2026-10-22T14:33:24.540Z | eth-updown-5m-1792679400 | up | last_trade_price | sell | 0.51 | 83 |
Illustrative rows for eth-updown-5m. Market is the window slug (eth-updown-5m-<start unix>); prices are probabilities between 0 and 1.
Code
Pull ETH Up/Down 5m in Python, cURL or MCP
Market id: eth-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"}
# ETH Up/Down 5m: every trade in one 5-minute window
trades = requests.get(
f"{API}/trades",
headers=H,
params={
"source": "polymarket",
"market": "eth-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": "eth-updown-5m",
"outcome": "up",
"at": "2026-10-22T14:34:30Z",
"depth": 10,
},
timeout=30,
).json()
print(book.get("spread"), len(trades))FAQ
ETH Up/Down 5m: common questions
How do I analyse the final seconds of a ETH 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 eth-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 ETH 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 ETH 5m 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 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 second only to BTC, with spreads a tick or two wider and more variance in resting size.
How does ETH 5m 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-5m 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-5m dataset?
About 12.9M events recorded since 2025-06-01, or roughly 25,107 events a day across about 147,456 windows. Every event carries both exchange and receive timestamps.
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