Hyperliquid

Hyperliquid crypto perps and spot historical data.

Crypto perpetual and spot market data from the Hyperliquid L1. USDC-margined.

Data available from: 2025-07-28 (complete data from this date onward) Collateral token: USDC Markets: 350+ perp markets, 280+ spot pairs

Datasets

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

Dataset	Path	Description
All perp fills	by_dex/hyperliquid/fills/perp/all/date=YYYY-MM-DD/	Every perp trade execution
Liquidations	by_dex/hyperliquid/fills/perp/liquidations/date=YYYY-MM-DD/	Liquidation fills only
ADL	by_dex/hyperliquid/fills/perp/adl/date=YYYY-MM-DD/	Auto-deleveraging events
Builder fills	by_dex/hyperliquid/fills/perp/builder_fills/date=YYYY-MM-DD/	Builder-routed trades
TWAP fills	by_dex/hyperliquid/fills/perp/twap_fills/date=YYYY-MM-DD/	TWAP order executions
Spot fills	global/fills/spot/all/date=YYYY-MM-DD/	All spot trades (Hyperliquid only)
Candles	by_dex/hyperliquid/candles/1s/date=YYYY-MM-DD/	1-second OHLCV candlesticks
Perp positioning snapshots	by_dex/hyperliquid/snapshots/perp/date=YYYY-MM-DD/	Daily position snapshots
Spot holdings snapshots	global/snapshots/spot/date=YYYY-MM-DD/	Daily spot balance snapshots
Account values	global/snapshots/account_values/date=YYYY-MM-DD/	Daily account value snapshots

Sub-dataset files (liquidations, adl, etc.) are only created for dates that have data. If a file is missing for a date, there were no events of that type.

Quick Start

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

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

-- BTC 1-minute candles (aggregated from 1s)
SELECT time_bucket(INTERVAL '1 minute', timestamp) as minute,
       first(open) as open, max(high) as high,
       min(low) as low, last(close) as close,
       sum(volume) as volume, sum(trade_count) as trades
FROM read_parquet('s3://hydromancer-reservoir/by_dex/hyperliquid/candles/1s/date=2026-03-22/candles.parquet')
WHERE coin = 'BTC'
GROUP BY minute ORDER BY minute;

-- Largest BTC positions
SELECT user, size, notional, entry_price, leverage, leverage_type
FROM read_parquet('s3://hydromancer-reservoir/by_dex/hyperliquid/snapshots/perp/date=2026-03-22/*.parquet')
WHERE market = 'BTC'
ORDER BY abs(size) DESC LIMIT 10;

For schema details see: Fills · Candles · Snapshots