| Outcome | Probability | Yes Bid | Yes Ask | 24h Change | Volume | |
|---|---|---|---|---|---|---|
| Target Price: $71,614.57 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
This market conditions resolution on Bitcoin's price relative to a $71,614.57 threshold at a specified 15‑minute interval; minute‑level targets matter because they highlight short‑term liquidity, algorithmic behavior, and immediate reactions to news.
Bitcoin is a highly liquid but volatile asset whose short‑term price can move on order‑book dynamics, macro announcements, large trader flows, and derivatives activity. Markets that resolve on minute‑level price points are especially sensitive to exchange choice, data‑feed methodology, and transient spikes or thin liquidity.
Prediction market odds for this event summarize current market participants' collective view about whether the settlement conditions will be met at the specified 15‑minute timestamp; odds change as new information and order flow arrive.
It indicates the market will resolve based on Bitcoin's price relative to $71,614.57 during a defined 15‑minute interval; the event's settlement rules specify the exact timestamp, the price source, and whether an instant quote or an average is used to decide the outcome.
This particular listing shows 'Closes: TBD', so the platform will announce the trading cutoff and the settlement time; once published, trading and resolution will follow the timetable and cutoffs described in the event details.
Resolution uses the specific data feed named in the event's official rules (for example, a consolidated index or a particular exchange feed); check the event's rulebook on the platform to confirm the exact source.
Yes—if the settlement method uses a raw tick at the settlement timestamp a brief spike or a single large trade can alter the recorded price. Alternatively, if the event uses an averaged or consolidated price, such sensitivity may be reduced; the event's settlement methodology explains which applies.
Historically, minute‑resolution targets are often decided by microstructure events: rapid liquidity shifts, aggressive algorithmic trades, or unexpected headlines. They are generally more influenced by exchange-specific conditions than longer‑duration markets.