Polymarket 5-minute markets
Polymarket 5-minute crypto markets — 250ms order book history
BTC and ETH Up/Down contracts that settle every five minutes need sub-minute depth. We capture full L2 ladders every 250ms through settlement — when one-sided books and slippage actually happen.
Microstructure notes verified 2026-08-26.
Context
Why 5-minute markets need 250ms data
A 1-minute archive gives at most five points in the final minute before settlement. That hides the liquidity collapse our research measured in the last ten seconds of resolved BTC 5m contracts.
| Capture interval | 250ms (full L2 ladders) |
|---|---|
| Settlement window | 5 minutes per contract |
| Final-minute behavior | 94% of snapshots one-sided in last 10s (sample) |
| Free sample | Resolved BTC 5m market — CSV + JSON |
Final-minute microstructure
Read our research: order book liquidity before settlement. For API access at 250ms, see Polymarket crypto data.
Free sample dataset
Download a resolved BTC 5-minute market with 1-second L2 bids, asks, spread, and depth — free CSV and JSON sample. No account required.
FAQ
Do you capture every tick or 250ms snapshots?
250ms full L2 snapshots — four times a second we store complete bid and ask ladders, not websocket event deltas.
Can I backtest final-minute settlement behavior?
Yes — 250ms books through settlement let you measure one-sided liquidity and slippage in the final minute.
Where is the free sample?
The resolved BTC 5-minute sample is at /datasets/polymarket-btc-5min-orderbook-sample — no account required.