AAPL Neg Risk Weekly historical data
AAPL Neg Risk Weekly is a Polymarket equities series with markets recurring weekly. Marketlens has captured 234 markets since March 1, 2026, of which 234 resolved, with $112.9K in traded volume. Every market's order book is stored in full: periodic L2 snapshots plus every individual price change with a millisecond timestamp, alongside trades, candles, and the final resolution outcome.
Data as of 2026-08-10 · series slug aapl-neg-risk-weekly
Resolution outcomes
Outcomes across 234 resolved markets with a recorded winning outcome. Settlement in the archive is by winning outcome, not by final traded price.
Recent markets in this series
- Will Apple (AAPL) close at $285-$290 on the final day of trading of the week of Aug 3 – Aug 7?
- Will Apple (AAPL) close at >$330 on the final day of trading of the week of Aug 3 – Aug 7?
- Will Apple (AAPL) close at $305-$310 on the final day of trading of the week of Aug 3 – Aug 7?
Backtest this series
from marketlens import MarketLens
client = MarketLens()
result = client.backtest(
MyStrategy(), "aapl-neg-risk-weekly",
after="2026-08-03", before="2026-08-11", initial_cash=1_000,
)
result.show() # inspect the run in the dashboardAvailable datasets
Common questions
How many AAPL Neg Risk Weekly markets are in the archive?
234 markets from March 1, 2026 through August 10, 2026, of which 234 have resolved.
What data exists for each AAPL Neg Risk Weekly market?
Full L2 order book history (snapshots plus every price change at millisecond resolution), individual trades, OHLC candles, and the resolution outcome. All of it is queryable by the series slug "aapl-neg-risk-weekly" through the API and Python SDK, or downloadable as Parquet.
How often do AAPL Neg Risk Weekly markets resolve No?
Of 234 resolved markets with a recorded outcome, 212 resolved No (90.6%) and 22 resolved Yes.
How much does a typical AAPL Neg Risk Weekly market trade?
Average traded volume is $738 per market, $112.9K across the series.
Can I backtest strategies on AAPL Neg Risk Weekly?
Yes. Pass the slug "aapl-neg-risk-weekly" to client.backtest() in the Python SDK. Execution mode replays every market's order book tick by tick and fills simulated orders against real historical depth with queue priority, latency, and fee modelling; Alpha mode replays one bar per market for slower signals over long windows.
Related series: S&P 500 monthly hit, SPY Daily Up or Down, SPY Hit Price Weekly, Meta Hit Price Monthly, Palantir Hit Price Monthly, OPEN Neg Risk Weekly, or all equities series.
Try it
Replay AAPL Neg Risk Weekly tick by tick
The free tier includes 5M events per day with full API and full archive access, no card required.
$ pip install marketlens