AymarData
PolymarketHistory from 2025-06-01xrp-updown-5m

Polymarket XRP Up/Down 5m historical order book & trade data

3.60M order-book and trade events for XRP 5-minute Up/Down markets since 2025-06-01 — about 7,030 events a day across 288 windows.

Coverage

XRP 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

3,599,316

≈ 3.60M as of 2026-10-25

Avg events / day

7,030

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

XRP Up/Down 5m events/day: 30-day series, average 7,030 events/day, low 4,754, high 16,147.
low 4,754avg 7,030high 16,147

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 XRP Up/Down 5m?

XRP 5-minute windows are quiet until they are not: the Up/Down price hovers around 0.50 and then jumps to 0.80 or 0.20 on a single burst of buying, with very little depth behind it. 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.

XRP is the most headline-driven of the four. Regulatory and legal news around Ripple, ETF and custody announcements, and bursts of retail buying produce sharp moves in a market that is thin compared with BTC. Over a 5-minute horizon the Up/Down price tends to sit near 0.50 until news arrives, then gaps — which is why the spread series is as informative as the trades for this market.

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 XRP 5m Up/Down

  • Legal and regulatory headlines involving Ripple and US agencies
  • ETF and custody news, which produce sharp, thin-book moves
  • 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

XRP Up/Down 5m 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
2026-10-22T14:33:45.377Z2026-10-22T14:33:45.411Zxrp-updown-5m-1792679400uplast_trade_pricebuy0.632
2026-10-22T14:33:46.031Z2026-10-22T14:33:46.080Zxrp-updown-5m-1792679400downprice_changeask0.412691
2026-10-22T14:33:46.342Z2026-10-22T14:33:46.389Zxrp-updown-5m-1792679400uplast_trade_pricesell0.5929

Illustrative rows for xrp-updown-5m. Market is the window slug (xrp-updown-5m-<start unix>); prices are probabilities between 0 and 1.

Code

Pull XRP Up/Down 5m in Python, cURL or MCP

Market id: xrp-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"}

# XRP Up/Down 5m: every trade in one 5-minute window
trades = requests.get(
    f"{API}/trades",
    headers=H,
    params={
        "source": "polymarket",
        "market": "xrp-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": "xrp-updown-5m",
        "outcome": "up",
        "at": "2026-10-22T14:34:30Z",
        "depth": 10,
    },
    timeout=30,
).json()
print(book.get("spread"), len(trades))

FAQ

XRP Up/Down 5m: common questions

How do I analyse the final seconds of a XRP 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 xrp-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 XRP 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 XRP 5m Up/Down price most?

Two things dominate. First, legal and regulatory headlines involving Ripple and US agencies. Second, ETF and custody news, which produce sharp, thin-book moves. 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 thinnest of the four, with wider spreads and long stretches where one side of the book is sparse.

How does XRP 5m Up/Down compare with the XRPUSDT order book on Binance?

Binance is where price discovery happens; Polymarket prices a probability on top of it. Joining xrp-updown-5m with Binance XRPUSDT spot and perp ticks on timestamp lets you measure how many milliseconds the Up price lags a spot move. See the Binance XRP spot and perp pages for the matching feeds.

How big is the xrp-updown-5m dataset?

About 3.60M events recorded since 2025-06-01, or roughly 7,030 events a day across about 147,456 windows. Every event carries both exchange and receive timestamps.

Backtest XRP 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.