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

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

3.98M order-book and trade events for SOL hourly Up/Down markets since 2025-06-01 — about 7,774 events a day across 24 windows.

Coverage

SOL 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

3,980,196

≈ 3.98M as of 2026-10-25

Avg events / day

7,774

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

SOL Up/Down 1h events/day: 30-day series, average 7,774 events/day, low 4,701, high 16,825.
low 4,701avg 7,774high 16,825

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 SOL Up/Down 1h?

Hourly SOL windows are where launchpad and memecoin activity on Solana show up in Polymarket's book; a sudden rise in on-chain volume often precedes a one-sided Up/Down price. 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.

Solana is the volatile one of the family. SOL's price follows on-chain activity — memecoin launches, launchpad volume, validator-client news — and it frequently moves in bursts rather than smoothly. Over a hourly horizon that means more windows that look decided early and then reverse, and a book whose resting liquidity retreats quickly when volatility rises.

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 SOL 1h Up/Down

  • ETF filings and treasury-company buying that arrive as scheduled headlines
  • Memecoin and launchpad turnover, which drives fee revenue and speculative demand together
  • Window structure: scheduled catalysts inside the hour — 8:30 ET economic releases, the US cash open and the 4pm equity close

Schema

SOL 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
2026-10-22T14:47:01.026Z2026-10-22T14:47:01.060Zsol-updown-1h-1792677600uplast_trade_pricebuy0.53124
2026-10-22T14:47:01.258Z2026-10-22T14:47:01.301Zsol-updown-1h-1792677600downprice_changeask0.481599
2026-10-22T14:47:01.410Z2026-10-22T14:47:01.456Zsol-updown-1h-1792677600uplast_trade_pricesell0.5293

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

Code

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

Market id: sol-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"}

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

FAQ

SOL Up/Down 1h: common questions

How do SOL 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 sol-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 SOL 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 SOL 1h Up/Down price most?

Two things dominate. First, ETF filings and treasury-company buying that arrive as scheduled headlines. Second, memecoin and launchpad turnover, which drives fee revenue and speculative demand together. 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 thinner than BTC and ETH, with visible gaps between price levels in quiet periods.

How does SOL 1h Up/Down compare with the SOLUSDT order book on Binance?

Binance is where price discovery happens; Polymarket prices a probability on top of it. Joining sol-updown-1h with Binance SOLUSDT spot and perp ticks on timestamp lets you measure how many milliseconds the Up price lags a spot move. See the Binance SOL spot and perp pages for the matching feeds.

How big is the sol-updown-1h dataset?

About 3.98M events recorded since 2025-06-01, or roughly 7,774 events a day across about 12,288 windows. Every event carries both exchange and receive timestamps.

Backtest SOL 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.