Historical data
Historical data is zipped using LZ4 compression format and uploaded to S3 in the bucket hyperliquid-archive
approximately once a month. L2 book snapshots are available in market_data and asset contexts are available in asset_ctxs. No other historical data sets are provided via s3 (e.g. trades or data for spot markets). You can use the API to record additional historical data sets yourself. Note that the requester of the data must pay for transfer costs.
Market data
Format: s3://hyperliquid-archive/market_data/[date]/[hour]/[datatype]/[coin].lz4
If you have installed AWS CLI (see https://docs.aws.amazon.com/cli/latest/userguide/getting-started-install.html) and LZ4 (https://github.com/lz4/lz4 or install from your package manager), then you can read the files as follows:
Asset metadata snapshots
Format: s3://hyperliquid-archive/asset_ctxs/[date].csv.lz4
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