Candles

1-second OHLCV candlestick data for all markets.

1-second OHLCV candlestick data for every perpetual and spot market on Hyperliquid and all HIP-3 dexes. Updated daily. Larger intervals (1m, 5m, 1h, etc.) can be aggregated from the 1s data.

S3 Paths

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

global/candles/1s/date=YYYY-MM-DD/candles.parquet
by_dex/{dex}/candles/1s/date=YYYY-MM-DD/candles.parquet

Files are only created for dates with data. Each file contains all markets for that dex on that day.

Schema

Column	Type	Description
coin	string	Raw market identifier (e.g., BTC, xyz:MSFT, @107)
dex	string	DEX name
asset_class	string	perp or spot
base_symbol	string	Base asset (e.g., BTC, MSFT)
quote_symbol	string	Quote/collateral asset (e.g., USDC, USDT0)
timestamp	timestamp(ms, UTC)	Candle open time
open	decimal(20,10)	Open price
high	decimal(20,10)	High price
low	decimal(20,10)	Low price
close	decimal(20,10)	Close price
volume	decimal(20,10)	Volume in base asset
volume_quote	decimal(20,10)	Volume in quote asset
trade_count	uint32	Number of trades

Aggregating to Larger Intervals

Since we provide 1s candles, you can aggregate to any interval:

-- 1-minute candles from 1s data
SELECT
    coin,
    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(volume_quote) as volume_quote,
    sum(trade_count) as trade_count
FROM read_parquet('s3://hydromancer-reservoir/by_dex/hyperliquid/candles/1s/date=2026-03-22/candles.parquet')
WHERE coin = 'BTC'
GROUP BY coin, minute
ORDER BY minute;

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

Quick Start

DuckDB

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

-- BTC 1s candles for a day
SELECT timestamp, open, high, low, close, volume, trade_count
FROM read_parquet('s3://hydromancer-reservoir/by_dex/hyperliquid/candles/1s/date=2026-03-22/candles.parquet')
WHERE coin = 'BTC'
ORDER BY timestamp;

-- Most traded markets by quote volume
SELECT base_symbol, dex, sum(volume_quote) as total_volume
FROM read_parquet('s3://hydromancer-reservoir/global/candles/1s/date=2026-03-22/candles.parquet')
GROUP BY base_symbol, dex
ORDER BY total_volume DESC
LIMIT 20;

-- Multi-day query
SELECT *
FROM read_parquet('s3://hydromancer-reservoir/by_dex/xyz/candles/1s/date=*/candles.parquet')
WHERE coin = 'xyz:MSFT'
  AND timestamp >= '2026-03-20' AND timestamp < '2026-03-23';