Polymarket 5-Minute Data

Five-minute markets are one of the tree window sizes the crypto contract family runs — alongside 15 minutes and 4 hours — and they are the most numerous and the most studied in the archive. Each window is stored as ~240ms frames across its 5 minutes, on the same timestamp grid as prices and metrics.

The 5-minute window is the venue's own cadence unit: fast enough to be a live trading instrument, long enough to accumulate a real book, and short enough to make settlement statistical across thousands of contracts.

A 5-minute window closes on a reference print, and the final minute is where everything happens: 76.2% of final-minute snapshots show an empty side, meaning the market is frequently asking you to take one-way liquidity into the print.

Minute-granularity data pastes over that structure; 250ms capture preserves it. Every 5-minute backtest on the archive walks the actual ladder through the last 60 seconds — the section of the window that decides the trade.

The 5-minute window is the venue's most liquid short-horizon but it is also the most structurally one-sided; the honest study of it separates the resting book from the trade tape and reports both, which the archive's crossed and one-sided flags make trivial.

Treat the window as a settlement laboratory rather than an infinite liquidity source — the recorded frames are exactly what makes that distinction measurable.

• 5-minute markets
• 1-hour data
• Final seconds data