Hyperliquid
Hyperliquid historical market data details - currency pairs, data coverage and data collection specifics
Hyperliquid historical data is available since 2024-10-29.
Symbols
Symbols use Hyperliquid coin names as sent in the real-time stream:
Validator-operated perpetuals use the coin name, for example
BTC.HIP-3 builder-deployed perpetuals use
<dex>:<coin>, for examplexyz:XYZ100. Available since 2025-12-02.Spot pairs use Hyperliquid spot index names
@<index>, for example@107, exceptPURR/USDC. Use Hyperliquid'sspotMetainfo endpoint to map an index to its base and quote tokens.
Downloadable CSV files
Historical CSV datasets for the first day of each month are available to download without API key. See downloadable CSV files documentation.
API Access and data format
Historical data format is the same as provided by real-time Hyperliquid WebSocket API with addition of local timestamps. If you'd like to work with normalized data format instead (same format for each exchange) see downloadable CSV files or official client libs that can perform data normalization client-side.
See Python client docs.
See Node.js client docs.
See HTTP API docs.
Tardis-machine is a locally runnable server that exposes API allowing efficiently requesting historical market data for whole time periods in contrast to HTTP API that provides data only in minute by minute slices.
See tardis-machine docs.
Captured real-time channels
trades Trade executions stream. Trades recorded from 2024-12-01 onward include
userswith the buyer and seller addresses.l2Book Regular 20-level order book snapshots stream, currently observed around every 5.4s.
fastBook — available since 2026-06-17 Fast 5-level raw order book snapshots stream, currently observed around every 500ms. This is Hyperliquid
l2Bookwithfast: true, exposed as raw channelfastBook.Node.js client
tardis-dev18.1.0or newer usesfastBookfor real-time normalization and for historical data recorded from2026-06-17onward. The normalizedbook_snapshot_5andbook_snapshot_25CSV datasets use the same cutoff; from that date, both are derived from the 5-levelfastBooksnapshots. Earlier historical data continues to usel2Book.bbo — available since 2025-06-26 Best bid and offer updates stream. Sent only if the BBO changes on a block.
activeAssetCtx Perpetual asset context updates stream with funding, open interest and mark price
activeSpotAssetCtx Spot asset context updates stream. Uses the same activeAssetCtx subscription type — returns WsActiveSpotAssetCtx for spot coins.
Market data collection details
Market data collection infrastructure for Hyperliquid is located in GCP asia-northeast1 (Tokyo, Japan).
Real-time market data is captured via multiple WebSocket connections to wss://api.hyperliquid.xyz/ws.
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