Qingdao Daily Weather historical data
Qingdao Daily Weather is a Polymarket weather series with markets recurring daily. Marketlens has captured 330 markets since July 6, 2026, of which 297 resolved, with $571.0K 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 qingdao-daily-weather
Resolution outcomes
Outcomes across 297 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 highest temperature in Qingdao be 28°C on August 9?
- Will the highest temperature in Qingdao be 27°C or below on August 9?
- Will the highest temperature in Qingdao be 35°C on August 9?
Backtest this series
from marketlens import MarketLens
client = MarketLens()
result = client.backtest(
MyStrategy(), "qingdao-daily-weather",
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 Qingdao Daily Weather markets are in the archive?
330 markets from July 6, 2026 through August 10, 2026, of which 297 have resolved and 33 are active.
What data exists for each Qingdao Daily Weather 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 "qingdao-daily-weather" through the API and Python SDK, or downloadable as Parquet.
How often do Qingdao Daily Weather markets resolve No?
Of 297 resolved markets with a recorded outcome, 270 resolved No (90.9%) and 27 resolved Yes.
How much does a typical Qingdao Daily Weather market trade?
Average traded volume is $2.1K per market, $571.0K across the series.
Can I backtest strategies on Qingdao Daily Weather?
Yes. Pass the slug "qingdao-daily-weather" 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: Hong Kong Daily Weather, London Daily Weather, Seoul Daily Weather, NYC Daily Weather, Shanghai Daily Weather, Paris Daily Weather, or all weather series.
Try it
Replay Qingdao Daily Weather tick by tick
The free tier includes 5M events per day with full API and full archive access, no card required.
$ pip install marketlens