XRP up/down markets — order-book data
Pick a horizon to see the full order-book depth and price history we capture for XRP (XRP) up/down prediction markets, with the venues that run each window.
Choose XRP data by research horizon
Each page above is scoped to one contract cadence, so a buyer can inspect the venues that actually list that window instead of assuming every exchange has the same market. The 5-minute and 4-hour pages compare Polymarket and Limitless; the 15-minute, hourly, and daily pages also include Kalshi where that window is available. Coverage is presented per venue and remains bounded by the dates and observations documented on the selected page.
What the XRP archive is designed to answer
Historical order-book data supports questions that a candle or last trade cannot: what spread was displayed, how much size rested at each level, which side moved first, and whether a modeled entry was available at the requested size. DepthFeed preserves bid/ask ladders and observation timestamps, with an aligned underlying reference when one is available. A missing reference stays null; it is not forward-filled and presented as an observed price.
Use the horizon pages to compare a strategy at the same cadence as the contract. Treat simulated fills as research assumptions: a recorded ladder does not establish queue position, hidden liquidity, or trades between observations.
Evaluate access before subscribing
Start with the historical-data overview for archive semantics, then review the API documentation for request and response contracts. REST access serves stored observations for replay and export; WebSocket access serves normalized current-book updates. Check the exact XRP horizon page before choosing a plan when a particular venue, start date, or order-book depth is a purchase requirement.