Bitcoin Neg Risk Weekly historical data
Bitcoin Neg Risk Weekly is a Polymarket crypto series with markets recurring weekly. Marketlens has captured 1,606 markets since March 1, 2026, of which 1,529 resolved, with $13.9M 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 bitcoin-neg-risk-weekly
Resolution outcomes
Outcomes across 1,529 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 the price of Bitcoin be between $54,000 and $56,000 on August 9?
- Will the price of Bitcoin be between $62,000 and $64,000 on August 9?
- Will the price of Bitcoin be between $64,000 and $66,000 on August 9?
Backtest this series
from marketlens import MarketLens
client = MarketLens()
result = client.backtest(
MyStrategy(), "bitcoin-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 Bitcoin Neg Risk Weekly markets are in the archive?
1,606 markets from March 1, 2026 through August 10, 2026, of which 1,529 have resolved and 77 are active.
What data exists for each Bitcoin 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 "bitcoin-neg-risk-weekly" through the API and Python SDK, or downloadable as Parquet.
How often do Bitcoin Neg Risk Weekly markets resolve No?
Of 1,529 resolved markets with a recorded outcome, 1,387 resolved No (90.7%) and 142 resolved Yes.
How much does a typical Bitcoin Neg Risk Weekly market trade?
Average traded volume is $9.5K per market, $13.9M across the series.
Can I backtest strategies on Bitcoin Neg Risk Weekly?
Yes. Pass the slug "bitcoin-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: Bitcoin Hit Price Monthly, BTC Multi Strikes Weekly, Ethereum Hit Price Monthly, Bitcoin Hit Price Weekly, Ethereum Multi Strikes Weekly, BTC Up or Down 5m, or all crypto series.
Try it
Replay Bitcoin 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