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Felix

Felix indices, equities, and commodities historical data.

Indices, equities, and commodities perpetual markets. USDH-margined.

Launch date: November 2025 Data available from: 2025-11-13 (complete history since launch) Collateral token: USDH Dex identifier: flx Example markets: flx:NVDA, flx:TSLA, flx:AMZN

Datasets

Bucket: s3://hydromancer-reservoir (requester pays)

Dataset
Path

All fills

by_dex/flx/fills/perp/all/date=YYYY-MM-DD/fills.parquet

Liquidations

by_dex/flx/fills/perp/liquidations/date=YYYY-MM-DD/fills.parquet

ADL

by_dex/flx/fills/perp/adl/date=YYYY-MM-DD/fills.parquet

Builder fills

by_dex/flx/fills/perp/builder_fills/date=YYYY-MM-DD/fills.parquet

TWAP fills

by_dex/flx/fills/perp/twap_fills/date=YYYY-MM-DD/fills.parquet

Candles

by_dex/flx/candles/1s/date=YYYY-MM-DD/candles.parquet

Perp positioning snapshots

by_dex/flx/snapshots/perp/date=YYYY-MM-DD/*.parquet

Sub-dataset files are only created for dates with data. If a file is missing, there were no events of that type on that date.

Quick Start

INSTALL httpfs;
LOAD httpfs;
SET s3_region = 'ap-northeast-1';

-- All Felix fills for a day
SELECT timestamp, coin, base_symbol, side, price, size, direction
FROM read_parquet('s3://hydromancer-reservoir/by_dex/flx/fills/perp/all/date=2026-03-22/fills.parquet')
ORDER BY timestamp;

-- Volume by market
SELECT base_symbol, sum(price * size) as volume_usd, count(*) as trades
FROM read_parquet('s3://hydromancer-reservoir/by_dex/flx/fills/perp/all/date=2026-03-22/fills.parquet')
GROUP BY base_symbol ORDER BY volume_usd DESC;

For schema details see: Fills · Candles · Snapshots

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