BNB Markets and Data on Polymarket

BNB trades Up/Down windows on the venue's three crypto horizons — 5-minute, 15-minute, and 4-hour — alongside price-threshold contracts in the style of "BNB above $700 by Friday" and event-linked markets such as listing and migration questions.

The BNB slider is notably volatile around Binance ecosystem events (listings, burns, launches), which makes its recorded books unusually informative: a burn or a launch reprice event lands inside one or two 250ms frames, and the archive preserves the whole sequence.

Across the archive's 118,251 resolved markets and 143.5 million L2 snapshots, BNB books follow the venue's structural patterns: executable prices bunch on the 0.99/0.995 grid 98.6% of the time, one-sided snapshots hit 16.9% at 5-minute granularity, and 3.24% of snapshots are crossed.

The honest reading per coin is the same as per architecture: bitcoin-day thinness on one side is not a defect, it is the venue's normal, and the only way to backtest through it is on the recorded ladder rather than an interpolated mid.

A scheduled burn spotlights BNB: the 5-minute Up/Down book prices drift ahead of the announcement, the print reprises the ladder within frames of Binance's on-chain timestamp, and the settlement minute settles the contract. Every movement is a 250ms row pair in the archive.

Filter by the coin's series and pull the slug; bid, ask, mid, top-of-book depth, volume, and the resolved outcome all share the UTC-second grid — the minimum structure for a citable BNB study.

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