| Outcome | Probability | Yes Bid | Yes Ask | 24h Change | Volume | |
|---|---|---|---|---|---|---|
| 78° to 79° | 1% | 0¢ | 1¢ | — | $23K | Trade → |
| 76° to 77° | 1% | 0¢ | 1¢ | — | $16K | Trade → |
| 82° or above | 1% | 0¢ | 1¢ | — | $14K | Trade → |
| 80° to 81° | 99% | 99¢ | 100¢ | — | $8K | Trade → |
| 73° or below | 1% | 0¢ | 1¢ | — | $3K | Trade → |
| 74° to 75° | 1% | 0¢ | 1¢ | — | $2K | Trade → |
This market asks which temperature bin will be the highest recorded in Dallas on March 4, 2026 — a short-horizon weather prediction useful for traders, weather observers, and those hedging weather-sensitive exposures. It matters because daily high temperature on a given date can affect energy demand, retail activity, and local operations.
Dallas weather in early March sits in a transition season where warm Gulf air can compete with invading cool, dry continental air; day-to-day outcomes are driven by synoptic-scale systems rather than long-term climate trends. Historical variability is substantial at this time of year: some years feature mild, sunny days while others deliver late-season cold snaps or brisk frontal passages.
Market prices aggregate traders’ current information and forecasts about which outcome is most likely to occur; prices shift as new model guidance and observations arrive. Use prices as a dynamic signal of collective expectation, but refer to the market’s official settlement rules for final outcome determination.
The market lists six discrete outcome ranges on its event page; consult the market listing to see the exact temperature bins that will determine which outcome pays.
Settlement will follow the market’s official rules: typically the highest air temperature recorded during the local calendar day at the specified official observing station is used. Check the event’s settlement details on the platform for the precise station, observation window, and measurement standard.
The closing time is shown on the market page (currently listed as TBD); final outcome is determined after the observation period ends and the official source publishes the daily summary. Refer to the market page for the definitive close and settlement schedule.
The market’s settlement rules specify contingency procedures—commonly they rely on National Weather Service final daily summaries or an alternate nearby official station if data are missing. Review the platform’s settlement policy for the precise fallback rules.
Rapid price changes usually reflect new forecast model output, observations (e.g., a front already moving through), or changing confidence among traders. Use those moves as short-term indicators of shifting expectations, but always cross-check with up-to-date meteorological products and the market’s settlement criteria.