MU Neg Risk Weekly historical data
MU Neg Risk Weekly is a Polymarket equities series with markets recurring weekly. Marketlens has captured 99 markets since May 29, 2026, of which 88 resolved, with $2.7K 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 2026-08-05 · series slug mu-neg-risk-weekly
Resolution outcomes
Outcomes across 88 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 Micron (MU) close at $860-$880 on the final day of trading of the week of Jul 20 – Jul 24?
- Will Micron (MU) close at $840-$860 on the final day of trading of the week of Jul 20 – Jul 24?
- Will Micron (MU) close at $740-$760 on the final day of trading of the week of Jul 20 – Jul 24?
Backtest this series
from marketlens import MarketLens
client = MarketLens()
result = client.backtest(
MyStrategy(), "mu-neg-risk-weekly",
after="2026-07-29", before="2026-08-06", initial_cash=1_000,
)
result.show() # inspect the run in the dashboardAvailable datasets
Common questions
How many MU Neg Risk Weekly markets are in the archive?
99 markets from May 29, 2026 through August 5, 2026, of which 88 have resolved and 11 are active.
What data exists for each MU 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 "mu-neg-risk-weekly" through the API and Python SDK, or downloadable as Parquet.
How often do MU Neg Risk Weekly markets resolve No?
Of 88 resolved markets with a recorded outcome, 80 resolved No (90.9%) and 8 resolved Yes.
How much does a typical MU Neg Risk Weekly market trade?
Average traded volume is $64 per market, $2.7K across the series.
Can I backtest strategies on MU Neg Risk Weekly?
Yes. Pass the slug "mu-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 MU 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