Polymarket ETH Data

ETH appears in Up/Down contracts on 5-minute, 15-minute, and 4-hour windows — the core of the crypto share — plus price thresholds such as "ETH above $4,000 by Friday" and event-linked markets. Together these instrument families cover the large majority of ETH book activity in the archive. Every order book is captured at 250ms with bid, ask, mid, top-of-book depth, and traded volume per row.

Because ETH is a price-threshold fixture, its archive is unusually deep in strike-adjacent and ratio markets compared to less liquid altcoins. Level markets make up roughly 17% of the crypto portion of the archive.

The ETH archive's most cited measurement matched Polymarket against Binance during an ETH selloff. Between 14:41:45 and 14:42:50 UTC, ETH fell from $2,452.84 to $2,393.34 on Binance — about $59 in 65 seconds — while a 12:00–16:00 window contract repriced from 0.815 to 0.065 on Polymarket, from mid to low in the same second as the exchange low.

That is the pattern the 250ms record exists to make visible: Polymarket was not lagging the move, it was printing the low at the same clock second.

In a second measured event, an ETH contract's resting bid depth fell 96% in a minute while its ask depth rose almost sixfold — buyers did not lower their prices so much as leave. The inversion ran ahead of the repricing, which is exactly the signal you cannot see in a price series.

Across five crypto markets on the same afternoon, ETH, BNB, DOGE, and SOL all hit lower bounds within a 26-second window. The order book was the leading indicator; the mid followed.

• timestamp (RFC3339, UTC) and sequence number
• asset: ETH, and the contract ID
• bid price, ask price, and mid
• top-of-book bid and ask depth in contracts
• cumulative traded volume for the contract
• market type flag: Up/Down, threshold, or event-linked

The ETH series is included in the full archive, the order book history download, and the API. For live ETH prices, Polymarket's own free API is usually the right answer. The archive exists for depth and history, and a free sample of any single ETH market or threshold slice is available without an account.

• Pull the recorded 2026-09-09 event window (14:41:45 to 14:42:50 UTC) at 250ms and reproduce the whole case: Binance futures 2,452.84 → 2,393.34, Polymarket mid 0.815 → 0.065, and the shared anchor at 14:42:50.
• Join the venue floor to the futures print at the exact second and confirm the same-second reset; that alignment is the cross-venue pattern this page is named for.
• Measure the depth swing across the window on both sides; the August 23 reference (bid −96%, ask +491%) is the canonical depth redistribution for an ETH repricing.
• Build the per-window spread series and mark the seconds where the mid and the executable floor diverged; those are the seconds where an honest execution model pays most.

ETH is the coin where the venue's repricing mechanism is best documented: a futures reference moves and, in the same second, the Polymarket floor re-anchors to it, with the mid following from 0.815 to 0.065 inside the same window — market microstructure with a visible clock.

The depth side of the event is equally measured: the August 23 collapse redistributed ETH bid depth (down 96%) into ask depth (up 491%) in the same 26-second family reset, which is the mechanism behind one-sided books during the violent part of a reprice.

ETH is the canonical case for same-second cross-venue repricing, and the archive stores it end to end: reference, reprice second, mid path, depth redistribution.

The measured numbers — the $59 futures move, the 0.815-to-0.065 mid sweep, the 96/491 depth swing — are the yardsticks every ETH study in the catalog cites.

Approach ETH data as the paired study: the venue rowset plus the futures reference on the same second; the pairing is what makes the story reproducible.

• Crypto data
• Order book data
• Price history
• Same-second Binance
• 26-second repricing