Data Store  /  Weather Market Order Books

Weather Market Order Books

WeatherOrder books1-second tick
New category

We’re actively logging every daily weather market worldwide. Prices are discounted while we build out this new data category, with fresh cities and markets added every week.

Weather Market Order Books

Full-depth, 1-second Polymarket order books for the daily high/low-temperature markets across US and European cities. One folder per city-day — the complete book from listing (~24h before open) through to resolution. Replay the book at any instant to backtest temperature-distribution and forecast-edge strategies.

Build your dataset

Browse by continent, country and city, and pick exactly the cities you want. Your selection’s market count and price update as you go.

336 markets · 49 cities · 30 countriesMore markets added weekly
Select cities to build your dataset

How these markets move

Each daily market has many temperature-band outcomes — every band is a live, priced option and only one resolves. Pick a shape to see how the full-depth book behaves across the session (illustrative).

Early, the book is spread across many temperature bands — real uncertainty about the day’s high. As the morning reads come in, liquidity converges on a single band and the rest bleed toward zero. Every band is still a live, priced option the whole way down.
Example marketNYC daily high temp · illustrative
≤71° 72–74° 75–77° 78–80° 81–83° 84–86° 87–89° 90°+ Order-book depthPrice in ¢ (0–100)
0255075100SHARE PRICE ¢ORDER-BOOK DEPTHOpen25%50%75%Close78–80° 99

What’s inside

Every row is one outcome token per second. Columns in each file:

FieldTypeDescription
ts_msintSnapshot time (epoch ms)
condition_idstrPolymarket market id
token_idstrCLOB asset id (YES or NO)
outcomestr"YES" or "NO"
market_slugstrPer-market slug
questionstrMarket question
end_date_isostrResolution deadline
tick_sizefloatMin price increment
best_bidfloatTop-of-book bid
best_bid_sizefloatSize at best bid
best_askfloatTop-of-book ask
best_ask_sizefloatSize at best ask
midfloat(bid+ask)/2, share price
spreadfloatbest_ask − best_bid
bid_levelsarray<{p,s}>Full bid book (desc)
ask_levelsarray<{p,s}>Full ask book (asc)
bid_n_levelsintBid level count
ask_n_levelsintAsk level count
bid_total_sizefloatSum of bid sizes
ask_total_sizefloatSum of ask sizes
last_trade_pricefloat?Most recent trade price
last_trade_ts_msintLast trade timestamp
trades_count_windowintTrades since last snapshot
trades_volume_windowfloatShares since last snapshot
book_ts_msintServer book timestamp
book_hashstrBook version hash
Weather Market Order Books · Data Store | PR&R