CRYPTO · BTC · ETH · SOL · XRP · DOGE · BNB · HYPE WEATHER · NYC HIGH & LOW APACHE ARROW ORDER BOOKS · OUTCOMES · TIMING · QUALITY
ARCHIVE PREVIEW INDEPENDENT ARCHIVE · ACCESS SUBJECT TO RIGHTS & REVIEW

HISTORICAL PREDICTION-MARKET DATA · CRYPTO + WEATHER

See the market
before the outcome.

Structured Polymarket observations that preserve the state of the book, the timing of the capture, the final outcome, and the evidence needed to judge data quality—organized for analysis and simulation.

APACHE ARROW ROUND-LEVEL FILES QUALITY FLAGS ONGOING CAPTURE
53,432STANDARDIZED ROUND FILES
22,093DETAILED BTC ROUNDS
7CRYPTO ASSETS
DAILYCAPTURE CONTINUES

AUDITED SNAPSHOT · 10 AUG 2026 · COVERAGE VARIES BY COLLECTION, DATE, FIELD & CAPTURE QUALITY

/// 01 — COVERAGE

A growing archive,
described honestly.

Coverage is not uniform. Crypto and weather have different market structures, capture histories, fields, and quality constraints. Any future release will document those differences instead of flattening them into a misleading single completeness number.

FINALIZED FIVE-MINUTE ROUND FILESCoverage by asset
24 MAY → 10 AUG 2026
BTC FILE AVAILABILITY79 days of capture
97.52%22,093 / 22,654 slots

* Final bar is a partial two-day window. File availability does not imply uniform tick density inside every file.

WEATHER · EARLY CAPTUREDaily temperature markets

New York City highest- and lowest-temperature contracts, market states, forecast context, observations, and resolution evidence.

≤ 79°F0.08 80–81°F0.19 82–83°F0.31 84–85°F0.25 ≥ 86°F0.17

ILLUSTRATIVE DISTRIBUTION · NOT AN ARCHIVED RECORD

COLLECTION_02NEW

Weather markets

A new collection beginning with New York City daily highest- and lowest-temperature markets, pairing market observations with reference-weather evidence and settlement context.

Initial location
New York City
Market families
Daily high & low
Collection start
10 August 2026
Status
Early capture
WHY THE QUALIFIERS MATTER

A timestamp in the inventory does not guarantee a complete event tape, full-depth book, or independently observed value for every second. Coverage will be published by collection, date, field, source type, and observation quality before access is offered.

/// 02 — DATA COLLECTIONS

Different markets.
One evidence standard.

OutcomeDepth data collections
COLLECTION DATA CONTEXT PLANNED DOCUMENTATION STATUS
CRYPTO_5M Order books, probability movement, underlying-market context, outcomes Schema, provenance, observation age, resampling and missingness MATURE CAPTURE
WEATHER_NYC Temperature ranges, market repricing, forecast and station evidence Market lifecycle, source timestamps, reference observations, settlement notes EARLY CAPTURE
FUTURE_COLLECTIONS Additional event categories only when capture and rights are supportable Published separately rather than silently merged into existing schemas PLANNED
ARROW FILE ANATOMY

One round.
Nested evidence.

A detailed crypto round is represented as a top-level record containing identity, timing, outcome context, and nested observation families. The format keeps captured snapshots distinguishable from normalized fixed-time rows.

outcomedepth_btc_5m_preview.arrow ├─TOP LEVELidentity · timing · outcome · metadata ├─LIVE TICKScaptured snapshots · books · probabilities ├─DECISIONScapture and quality observations ├─SECONDS300 normalized second elements └─WS EVENTSoptional nested event arrays
1TOP-LEVEL ROW31TOP-LEVEL FIELDSNESTEDLISTS + STRUCTS
FORMAT-FAITHFUL SYNTHETIC EXCERPTDECODED OBJECT
[
  {
    "market_timestamp": 1786376700,
    "market_symbol": "btc-updown-5m-1786376700",
    "market_start_utc": "2026-08-10T15:45:00Z",
    "market_end_utc": "2026-08-10T15:50:00Z",
    "price_to_beat": 118642.31,
    "outcome": "Up",
    "live_tick_snapshots": [
      {"epoch":1786376701,"second":1,
       "time_remaining":299,
       "up_probability":0.465,
       "down_probability":0.535,
       "up_bid":0.455,"up_ask":0.475,
       "down_bid":0.525,"down_ask":0.545},
      … additional captured snapshots
    ],
    "live_decision_snapshots": […],
    "seconds": [
      {"second":0,"up_probability":0.465,…},
      … 299 more normalized elements
    ],
    "ws_events_present": true
  }
]

Synthetic structure preview. Restricted, private, execution, wallet, strategy, and credential fields are excluded.

IDENTITY

market · asset · token IDs · interval

TIMING

event time · capture time · source age

TOP OF BOOK

best bid · best ask · midpoint · spread

VISIBLE DEPTH

price levels · sizes · side · book age

QUALITY

missingness · stale flags · fallbacks · schema

OUTCOME

status · winning side · settlement context

/// 03 — METHOD

Reliable data starts with
what was observed.

OutcomeDepth separates captured values, resampled values, derived features, and final outcomes. The goal is not to make every row look complete—it is to make the evidence behind each row clear.

01

Observation timing

Preserve event time, capture time, source age, and the difference between live observations and fixed-grid representations.

02

Market structure

Retain visible bids, asks, spread, depth, and market state where the source and redistribution status permit.

03

Provenance

Identify source families and transformations instead of presenting every calculated field as raw market data.

04

Outcome evidence

Track provisional and final resolution context, including revisions where they can be verified.

05

Quality flags

Surface missing books, stale observations, fallback values, schema changes, and heterogeneous capture density.

06

Neutral tooling

Keep private strategies and execution history separate from the customer-facing data schema.

01OBSERVED EVENTS

Timestamped snapshots and event messages actually received.

RAW EVIDENCE
02NORMALIZED STATE

Consistent field names, market sides, and time alignment.

ANALYSIS READY
03FIXED-TIME GRID

Resampled or forward-filled rows, explicitly identified.

NOT NEW OBSERVATIONS
04OUTCOME CONTEXT

Resolution status and settlement evidence attached later.

REVISION AWARE
/// 04 — ANALYSIS WORKFLOWS

Use the stack
you already know.

Work with Arrow data in Python, Rust, SQL, or any other environment that supports columnar files. Filter markets, replay rounds, compare outcomes, test execution assumptions, and inspect data quality without relying on a proprietary viewer.

PYTHONLoad · filter · join

Build notebooks, charts, diagnostics, and simulations.

RUSTStream · replay · test

Create fast custom analysis and simulation tooling.

SQLQuery · aggregate · export

Explore local files with columnar query engines.

ANY STACKInspect · model · visualize

Use any Arrow-compatible workflow that fits the question.

SIMULATEReplay five-minute paths and test execution assumptions
COMPAREMeasure spread, depth, probability movement, and outcomes
AUDITSeparate observed, normalized, resampled, and resolved layers
BUILDCreate data tools around customer-supplied or properly licensed inputs
/// 05 — LIMITATIONS

What this project
does not claim.

Historical market observations can support analysis, but they are not a guarantee of live execution, market completeness, future performance, or the accuracy of an underlying event outcome.

NO_01

No claim of uniform tick-by-tick coverage across every market and date.

NO_02

No private wallet, execution, balance, strategy, preset, or credential data in any planned release.

NO_03

No affiliation with or endorsement by Polymarket, any exchange, oracle, weather provider, or data vendor.

NO_04

No investment, financial, betting, legal, or personalized trading advice.

NO_05

No promise of dataset delivery until upstream rights and buyer eligibility are confirmed.

/// 06 — CONTACT

Looking for
specific data?

Tell us which collection, period, fields, and intended use matter to you. Join the Discord or contact the OutcomeDepth Team through Telegram or email.

NON-BINDING ENQUIRIES ONLY · NO PAYMENT OR DATA DELIVERY AT THIS STAGE