Aster Liquidation Dataset

Aster Historical Liquidation Data

Aster forced-liquidation events as published on the venue's public feed, with side, price, and quantity, normalized for cross-venue research.

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Sample

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The first rows of one real hour: BTCUSDT on Aster Futures, 2026-09-02 at 08:00 UTC. One row per forced liquidation order.

aster_futures/2026-09-02/08/BTCUSDT_liquidations.parquetDownload full file

received_time	event_time	symbol	side	order_type	time_in_force	quantity	price	average_price	order_status	last_filled_quantity	filled_quantity	trade_time
1788337794621041608	1788337794493	BTCUSDT	SELL	LIMIT	IOC	0.034	77031.8	77227.7	FILLED	0.033	0.034	1788337794450
1788337826711906529	1788337826584	BTCUSDT	SELL	LIMIT	IOC	0.024	76999.1	77201.8	FILLED	0.014	0.024	1788337826550
1788337841754969500	1788337841625	BTCUSDT	SELL	LIMIT	IOC	0.243	76927.6	77139.7	FILLED	0.002	0.243	1788337841600
1788337957558674061	1788337957430	BTCUSDT	SELL	LIMIT	IOC	0.509	76861.7	77109.2	FILLED	0.509	0.509	1788337957400
1788339157764727843	1788339157638	BTCUSDT	SELL	LIMIT	IOC	0.003	76555.1	76735.7	FILLED	0.003	0.003	1788339157600

Showing 5 of 5 rows in this hourTimestamps are raw integers; units are in the schema below

Wire format

From exchange message to Parquet row

Every row starts as a message on the exchange's WebSocket or REST API. Point at a line or a column to see where each value comes from and how we convert it. Our test suite replays these messages through the production pipeline, so the rows shown are the rows you download.

Aster Futures

Exchange sends

WebSocket message · !forceOrder@arrreceived 2026-10-05 19:24:36.372586 UTC

{
  "stream": "!forceOrder@arr",
  "data": {
    "e": "forceOrder",
    "E": 1791228276231,
    "o": {
      "s": "PAIDUSDT",
      "S": "SELL",
      "o": "LIMIT",
      "f": "IOC",
      "q": "14270",
      "p": "0.0037107",
      "ap": "0.0040600",
      "X": "FILLED",
      "l": "14270",
      "z": "14270",
      "T": 1791228276200
    }
  }
}

You download

Parquet row · liquidations

Point at a line in the message or a column in the row to trace where each value comes from. Click a column to pin it.

Our tests replay this message through the production pipeline

All Aster Futures mapping rules →

Conventions for every exchange are in the wire formats overview. Column types and units for liquidation data are in the schema below.

Use cases

What you can build with liquidation data

Liquidation cascades: Detect clusters of forced orders and study how they propagate through price and across venues.
Long vs. short pressure: Separate liquidated longs from liquidated shorts by side to measure which positioning is being flushed out.
Risk and event studies: Align liquidation bursts with trades, funding, and open interest to explain sharp moves after the fact.

Coverage

Liquidation coverage

Every venue is stored under its own exchange ID, so spot and derivatives never mix. Bars show each venue's history from its first hourly file to today, or to its last file for a venue that is no longer collected. Symbol counts are live from the symbols API.

Liquidation coverage by venue, exchange ID, market, history start, and live symbol count
Venue	Exchange ID	Market	History	Liquidation symbols
Aster Futures	aster_futures	Futures	2025-09-2913 mo	640

Other exchanges

Liquidations data on other exchanges

The same schema on every venue, so switching exchange is a one-argument change.

Binance Historical Liquidation Datasince 2025-06-28

Bybit Historical Liquidation Datasince 2025-06-28

OKX Historical Liquidation Datasince 2025-06-28

Bitget Historical Liquidation Datasince 2026-02-01

Kraken Historical Liquidation Datasince 2025-06-28

BitMEX Historical Liquidation Datasince 2025-09-29

Or compare every venue on the cross-exchange liquidation overview.

Schema · 13 columns

Normalized liquidation schema

Every liquidation row is a forced order as published on the exchange's public feed, with side, price, quantity, and timing fields. Order type and fill-state fields are placeholders on venues that do not publish them.

Columns in every liquidation Parquet file
Column	Type	Description
received_time	INT64	Unix timestamp (nanoseconds) when our system received the liquidation event
event_time	INT64	Unix timestamp when the exchange generated the event (the time unit changes with the exchange)
symbol	STRING	Trading pair symbol (for example, 'BTCUSDT')
side	STRING	Side of the liquidation order ("BUY" = the exchange liquidated a short position, "SELL" = the exchange liquidated a long position)
order_type	STRING	Type of liquidation order (for example, "MARKET", "LIMIT"), if the venue publishes it. On venues that do not publish it (for example, Bybit and OKX), it is a fixed placeholder
time_in_force	STRING	Time-in-force policy of the order (for example, "IOC", "FOK", "GTC"), if the venue publishes it. If not, it is a fixed placeholder
quantity	STRING	Total order quantity that the exchange liquidates (stored as string for precision). OKX sizes are in contracts (refer to the venue notes)
price	STRING	Liquidation order price (stored as string for precision). Bybit and OKX publish the bankruptcy price
average_price	STRING	Average execution price, if the venue publishes it, for example Binance and Aster (stored as string for precision). Bybit and OKX repeat the bankruptcy price here. It is not an execution price
order_status	STRING	Status of the liquidation order (for example, "FILLED", "PARTIALLY_FILLED"), if the venue publishes it. On Bybit and OKX, it is a fixed "FILLED" placeholder and not an execution status
last_filled_quantity	STRING	Quantity filled in the most recent execution (stored as string for precision)
filled_quantity	STRING	Total quantity filled until now (stored as string for precision)
trade_time	INT64	Unix timestamp when the liquidation trade occurred

Quickstart

From pip install to DataFrame in a minute

The example loads BTCUSDT from Aster Futures for 2026-09-02. Change the symbol, exchange, or dates to pull any other slice of the archive.

Install the Python SDK
pip install cryptohftdata
Create a free API key
Sign up with email or Google, then generate a key from your dashboard. No credit card.
Create account
Call get_liquidations()
Paste the snippet, replace YOUR_API_KEY, and you get a pandas DataFrame with the columns listed above.

Read liquidations docs Read tutorial Explore in the browser

aster_liquidation_data.py

1import cryptohftdata as chd
2
3client = chd.CryptoHFTDataClient(api_key="YOUR_API_KEY")
4
5df = client.get_liquidations(
6    symbol="BTCUSDT",
7    exchange=chd.exchanges.ASTER_FUTURES,
8    start_date="2026-09-02",
9    end_date="2026-09-02",
10)
11
12print(df.head())
13print(f"Liquidations: {len(df):,}")

REST · no API key needed for single files

curl --fail --location \
  "https://api.cryptohftdata.com/download?file=aster_futures/2026-09-02/08/BTCUSDT_liquidations.parquet" \
  -o BTCUSDT_liquidations_08.parquet

Caveats

Know this before you backtest

Exchange feeds differ in subtle ways. These are the details that matter for accurate backtests, replay pipelines, and features. Missing hours and pending corrections for every venue are listed on Known Gaps & Corrections.

Liquidations cover derivatives venues only; spot markets do not produce liquidation events.
Exchanges control what they broadcast. Binance and Aster push at most one liquidation snapshot per symbol per second (the latest within each 1,000 ms window), so their rows are a sample and totals are a lower bound.
Bybit and OKX publish the bankruptcy price, not an average execution price; their order status fields are placeholders, not execution status.
OKX can deliver liquidations hours late (up to about 4 hours observed). Files are keyed by arrival hour, so a liquidation can sit in a later hour's file than its event_time.
Hourly liquidation files exist only for hours in which the venue published at least one liquidation event for that symbol.
This page starts on 2025-09-29 based on the earliest stored hourly files for its covered exchange IDs and grows as new hourly files are published.

FAQ

Frequently asked questions

Is Aster liquidation data free to download?

Yes. A free CryptoHFTData account with no credit card gives API access to Aster liquidation data and every other dataset. Individual hourly files can also be downloaded without an API key on the rate-limited free tier.

How far back does Aster liquidation data go?

The earliest hourly files start on 2025-09-29, and new files are added every hour. Start dates differ by venue; the coverage table on this page lists each one.

What format are the files in?

Each file holds one symbol for one UTC hour, stored as Zstd-compressed Parquet under {exchange_id}/{YYYY-MM-DD}/{HH}/{SYMBOL}_liquidations.parquet. Parquet reads directly into pandas, Polars, DuckDB, and Arrow.

How do I load Aster liquidation data in Python?

Install the SDK with pip install cryptohftdata, create a client with your API key, and call client.get_liquidations() with a symbol, exchange, and date range. It returns a pandas DataFrame.

Does the data capture every liquidation?

No. It captures what each exchange publishes on its public liquidation feed. Binance and Aster push at most one liquidation per symbol per second (the latest in each window), so their rows are a sample and totals are a lower bound on actual liquidation volume.

Start using liquidation data today.

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