Trade[XYZ]

Trade[XYZ] indices, equities, and commodities historical data.

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

Launch date: October 2025 Data available from: 2025-10-13 (complete history since launch) Collateral token: USDC Example markets: xyz:MSFT, xyz:AAPL, xyz:NVDA, xyz:SP500

Datasets

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

Dataset	Path
All fills	by_dex/xyz/fills/perp/all/date=YYYY-MM-DD/fills.parquet
Liquidations	by_dex/xyz/fills/perp/liquidations/date=YYYY-MM-DD/fills.parquet
ADL	by_dex/xyz/fills/perp/adl/date=YYYY-MM-DD/fills.parquet
Builder fills	by_dex/xyz/fills/perp/builder_fills/date=YYYY-MM-DD/fills.parquet
TWAP fills	by_dex/xyz/fills/perp/twap_fills/date=YYYY-MM-DD/fills.parquet
Candles	by_dex/xyz/candles/1s/date=YYYY-MM-DD/candles.parquet
Perp positioning snapshots	by_dex/xyz/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';

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

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

-- 1-minute MSFT candles
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
FROM read_parquet('s3://hydromancer-reservoir/by_dex/xyz/candles/1s/date=2026-03-22/candles.parquet')
WHERE coin = 'xyz:MSFT'
GROUP BY minute ORDER BY minute;

For schema details see: Fills · Candles · Snapshots