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Hyperliquid

Hyperliquid historical market data details - currency pairs, data coverage and data collection specifics

Hyperliquid historical data is available since 2024-10-29.

See Hyperliquid historical data coverage: available symbols, channels, date ranges and incidents

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 example xyz:XYZ100. Available since 2025-12-02.

  • Spot pairs use Hyperliquid spot index names @<index>, for example @107, except PURR/USDC. Use Hyperliquid's spotMeta info 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.

data type
symbol
date

incremental_book_L2

BTC

2024-12-01

trades

BTC

2024-12-01

derivative_ticker

BTC

2024-12-01

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.

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

See Hyperliquid WebSocket API docs providing documentation for each captured channel's format

Click any channel below to see HTTP API response with historical data recorded for it.

  • trades Trade executions stream. Trades recorded from 2024-12-01 onward include users with 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 l2Book with fast: true, exposed as raw channel fastBook.

    Node.js client tardis-dev 18.1.0 or newer uses fastBook for real-time normalization and for historical data recorded from 2026-06-17 onward. The normalized book_snapshot_5 and book_snapshot_25 CSV datasets use the same cutoff; from that date, both are derived from the 5-level fastBook snapshots. Earlier historical data continues to use l2Book.

  • 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.

Hyperliquid servers are located in AWS ap-northeast-1 region (Tokyo, Japan).

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