Hong Kong. Today + tomorrow.

All dates and times use Hong Kong time, HKT (UTC+8). Today and tomorrow roll at local midnight. Each card requires its own explicitly dated market ladder and forecasts; previous-day values are not carried forward.

Current temperature is HKO’s latest published 1-minute mean for HK Observatory headquarters, not the daily minimum or a settlement result. The server checks HKO every 30 seconds and displays the source observation time separately from the time it successfully checked the feed. A new value appears only when HKO publishes it. An observation over 20 minutes old or a failed refresh is flagged; future-dated, wrong-day and regressive readings are not presented as current.

Running daily minimum is today’s lowest published headquarters one-minute mean, provisional and not HKO’s official Absolute Daily Min or a settlement value. Both cards show today’s date and the first observation time of that minimum, not its fetch time. The HKO headquarters rolling observations backfill from 00:00 HKT and are checked server-side every 60 seconds, supplemented by the existing current-feed check. Missing minutes are flagged as partial coverage. Ties retain the earliest observation; valid source corrections recompute the minimum and its first time. Saved observations survive failures and restarts, and reset at HKT midnight.

The server refreshes both complete Polymarket event ladders and their YES/NO order books every 30 seconds. The page checks the server every 30 seconds and also uses live WebSocket updates when available. Network or source delays are labelled rather than filled with guessed prices.

The forecast tiles preserve the HKO nine-day forecast (FND) low for the exact target date, not observations or a measured daily minimum. Previous evening means the latest recorded issue from 16:00 on the previous day up to, but not including, 00:00 on the target day. Before noon means the latest recorded issue from 00:00 up to, but not including, 12:00 on the target day. Each first capture must be at or before its window’s closing cutoff. Morning entries may update until noon, then remain preserved. HKO issue time is displayed prominently; first capture is our archive timestamp, not the publication time.

“Not recorded” means no matching forecast is available in this archive, not that HKO issued none. Future issues, wrong target dates, out-of-window issues and late captures are withheld. Agreement compares the two valid forecast lows only; it is not a market prediction.

The favourite is the bucket with the highest market-implied probability, not trading volume. Its two immediately lower and two immediately higher temperature buckets are displayed in ascending temperature order, retaining full-ladder ranks. At either end of the market range, the window shifts to show the nearest five available buckets. Equal-probability favourite ties are broken by market ID. A missing ask does not remove an otherwise rankable bucket.

Live Chance uses the shared Polymarket order-book client’s displayed-price rule: YES midpoint, or a validated token-specific last trade inside the spread when the spread exceeds 10 points; a selected last trade is withheld above a 50-point spread. A one-sided book otherwise uses its available quote. Backup Chance and ranking use the saved YES CLOB midpoint or one-sided quote only, not the full live last-trade rule. An incomplete live ladder retains the explicitly labelled backup ranking.

BUY YES (green) and BUY NO (red) are independent best asks on the 0–100 cents-per-share scale, without cent symbols. They need not sum to 100. Missing, invalid or older-than-90-second quotes display a dash; incomplete or older-than-90-second rankings are withheld. Live books come from the public WebSocket feed, with the original VPS REST snapshot as a 30-second backup. Fees, available size and execution can affect the purchase cost.

Settlement uses the Hong Kong Observatory’s absolute daily minimum at the station named in the market rules. Forecast lows are not the settlement value. Consult the linked Polymarket event’s rules for the exact settlement terms.