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.

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:

aws s3 cp s3://hyperliquid-archive/market_data/20230916/9/l2Book/SOL.lz4 /tmp/SOL.lz4 --no-sign-request
unlz4 --rm /tmp/SOL.lz4
head /tmp/SOL

Asset metadata snapshots

Format: s3://hyperliquid-archive/asset_ctxs/[date].csv.lz4