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Lighter Historical Market Data

Download Lighter historical perpetual and spot order books, tick trades, open interest, and funding data in normalized hourly Parquet files.

Perpetuals & spot
View Lighter datasetsRead access docs

Why Lighter on CryptoHFTData?

Research Lighter's perpetual and spot markets, both published under the lighter exchange ID, without first building a historical WebSocket archive. Files retain the venue context needed to reason about market IDs, nonces, funding, and special trade events.

  • L2 book updates, tick trades, and market statistics share an hourly layout
  • Open-interest and funding datasets provide perpetual-market context
  • Normalized files preserve the Lighter market identity for cross-venue joins

Coverage

Lighter 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 BookPerpetuals & spotlighter2025-12-30lighter/2026-09-02/12/BTC_orderbook.parquetHourly Parquet/Zstd
Tick TradesPerpetuals & spotlighter2025-12-30lighter/2026-09-02/12/BTC_trades.parquetHourly Parquet/Zstd
Ticker StatisticsPerpetuals & spotlighter2025-12-30lighter/2026-09-02/12/BTC_ticker.parquetHourly Parquet/Zstd
Open InterestPerpetuals & spotlighter2025-12-30lighter/2026-09-02/12/BTC_open_interest.parquetHourly Parquet/Zstd
Funding & Mark PricePerpetuals & spotlighter2025-12-30lighter/2026-09-02/12/BTC_mark_price.parquetHourly Parquet/Zstd

Before analysis

Lighter conventions that matter

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

01

Lighter's API addresses books by numeric market index; the archive exposes display symbols but researchers should retain the market mapping used for the requested period. Funding and open interest apply to perpetuals only.

02

From the 2026-09 data-integrity release, sum_open_interest is in base units with USD value, funding_rate is a fraction, and next_funding_time is the next funding; earlier history holds USD, percent, and the last funding time.

03

Some periods published only part of the market universe. The venue can also publish deleverage trades with special price semantics; do not treat every trade row as an ordinary match.

Missing hours, partially affected periods, and planned corrections for every venue are listed on Known Gaps & Corrections.

Research questions this archive supports

  • Replay nonce-ordered L2 updates and test gap handling
  • Compare market statistics with public trade intensity
  • Align Lighter funding and open interest with another perpetual venue

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 Lighter data

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

Download data

Choose an exchange ID, date, hour, symbol, and dataset in the download workspace.

Read the SDK docs

Review schemas and Python methods before integrating the files into a pipeline.

Check ingestion status

Confirm current collector health separately from historical file availability.

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