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Hyperliquid Historical Market Data

Download Hyperliquid historical L2 order books, tick trades, open interest, and funding data for spot and perpetual markets.

SpotPerpetuals

Why Hyperliquid on CryptoHFTData?

Research Hyperliquid's on-chain spot and perpetual order books with normalized files while preserving venue-specific asset names and timestamps. Spot and perpetual feeds remain separate in the catalog.

  • Spot and perpetual market data are available under distinct identifiers
  • Full L2 book images support depth and liquidity research
  • Perpetual asset context supplies open-interest and funding observations

Coverage

Hyperliquid historical datasets

Each row is a separate landing page with its own exchange IDs, schema, sample path, caveats, and documented history start. A listed market applies only to that dataset row.

DatasetStored marketsArchive IDHistory startExample object path
Order BookSpot · Perpetualshyperliquid_futures · hyperliquid_spot2025-09-29hyperliquid_futures/2025-10-01/20/BTC_orderbook.parquetHourly Parquet/Zstd
Tick TradesSpot · Perpetualshyperliquid_futures · hyperliquid_spot2025-09-29hyperliquid_futures/2025-10-01/20/BTC_trades.parquetHourly Parquet/Zstd
Open InterestPerpetualshyperliquid_futures2025-09-29hyperliquid_futures/2025-10-01/20/BTC_open_interest.parquetHourly Parquet/Zstd
Funding & Mark PricePerpetualshyperliquid_futures2025-09-29hyperliquid_futures/2025-10-01/20/BTC_mark_price.parquetHourly Parquet/Zstd

Before analysis

Hyperliquid conventions that matter

Normalization makes columns consistent; it does not erase contract design, symbol mapping, or limits in the exchange's public feed.

01

Hyperliquid API symbols can differ from display names: for example, a UI pair may map to UBTC or an indexed spot identifier.

02

The public L2 feed provides full book images rather than an exchange sequence/checksum chain. Do not apply Binance-style delta assumptions.

03

Open interest and funding apply to perpetuals; the spot feed has different asset-context fields.

Research questions this archive supports

  • Compare spot and perpetual book shape for the same underlying asset
  • Measure liquidity changes at block-level book update cadence
  • Join perpetual funding and open interest with public trades

A safer first analysis

  1. 1. Open the relevant dataset page and confirm the market ID.
  2. 2. Download one known hour and inspect types, timestamps, and units.
  3. 3. Validate gaps and book sequence rules before scaling the date range.
  4. 4. Keep venue-specific contract metadata with every cross-venue join.

Next steps

Start working with Hyperliquid data

Use the dataset pages for exact semantics, then download a small interval and validate it against your research assumptions.

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