Hyperliquid's order books, rebuilt from the chain's own order-event stream rather than sampled from a websocket: top of book on every change, the 25-level book on every change with resting-order counts per level, and every fill with the taker's wallet, fee and realized PnL.
Most Hyperliquid order-book datasets are snapshots, taken every few seconds or once a minute. This one has a row for every block in which the book changed, and blocks land about every 70 ms.
895 coins — every perp, spot pair and HIP-3 market the venue has listed, 641 days from 2025-01-25, 6.8 TB of parquet. Sold per day with a coin filter.
641 days, 2025-01-25 → 2026-10-27, 6.8 TB across three tables and 235 perpetuals, 346 spot, 314 hip-3 (builder dexes). New days are added daily.
hl_l1Best bid and ask with sizes and the spread, one row per block in which the top of book changed, replayed from the chain's own order events — not sampled from a websocket. No consecutive duplicates.
hl_l2The 25-level book on both sides — price, size and the number of resting orders at each level — one row per block in which any of it changed. Wide columns (bid_px_1 … ask_n_25), unused levels null. This is the table the venue's own websocket cannot give you: Hyperliquid pushes l2Book snapshots only, throttled to seconds.
hl_tradesEvery fill the chain executed: price, size, taker side, order id, the taker's wallet, fee and fee token, closed PnL and start position, and the settlement transaction hash. From 2025-03-22 straight from the node's fills tape; before that synthesized from the taker's own fill status (see caveats).
Hyperliquid's public websocket pushes l2Book as a snapshot, throttled to a few seconds, and has no delta channel. A recording of it is a series of photographs — you can see the book at 12:00:05 and 12:00:10 but not the forty blocks in between, and every fill that crossed the spread inside that window is invisible in the book. The chain, by contrast, publishes every order event it executed. Replaying those events reproduces the book after every block, which is the finest resolution the venue itself has.
It also reaches back further than any recording: the archive starts 2025-01-25, so the history exists for coins and months nobody was recording at the time. And because the fills tape carries the taker's wallet, order id, fee and realized PnL, the trades table supports flow analysis a price/size tape cannot.
The honest cost is that a reconstruction can drift from what the matching engine held, so every coin-day carries a scorecard against the venue's own published snapshots, and the caveats below say where it is weaker (synthesized fills before 2025-03-22, unseeded spot books on the first day).
Building this yourself — pulling the chain's order-event archive out of requester-pays S3 and replaying it into books — runs to around $10,000 in egress and compute. A month of a plan is a rounding error on that.
Every coin the venue has listed since 2025-01-25, with its first day on disk; each has its own page with coverage and sizes. Perps are named the venue's way (BTC, kPEPE), spot pairs by their token pair (HYPE/USDC; the venue's own id is @107), HIP-3 markets as dex:coin (xyz:CL, km:GOLD).
The Polymarket side of the catalog shares the same delivery path and the same block-time convention on its on-chain fills, so a Hyperliquid perp and the Polymarket market that references it can be lined up on a common UTC clock with an as-of join.
Hyperliquid has the same plans as the other venues: Starter (one coin of your choice with the full book, every other coin at top of book and trades), L10 (every coin, the book at 10 levels) and L25 (every coin, the full 25-level book). 7 days of history before you join and every day after; earlier months are backfill at the plan's own monthly rate, and a yearly plan includes the archive. Polymarket (with its perps) and Kalshi are subscriptions of their own, adding up alongside it; for Polymarket perps alone, add them to the Hyperliquid plan for $29/mo.
2026-08-12, any coins, up to 1.0 GB, full fidelity. Costs no claims.
$29/mo · one coin with the full book, every coin at top of book and trades · the Lab · backfill $8 a month for your coin.
$49/mo · every coin, the book at 10 levels, perps and spot · REST API · backfill $49 a month, 12 for $400 · yearly includes the last 12 months.
$99/mo · every coin, the full 25-level book, perps and spot · REST API (600 req/min), SFTP · backfill $99 a month, 12 for $800 · yearly includes the last 12 months.
From the chain itself. Hyperliquid publishes its complete order-event stream (replica_cmds: every order placement, modify, cancel and fill the chain executed) and its fills tape. We replay that stream block by block into a top-of-book table, a 25-level book table and a trades table per coin per day. Nothing is sampled from a websocket: the venue's own l2Book feed is snapshot-only and throttled to seconds, which is exactly why a websocket recording cannot give you every book change.
2025-01-25, the first day of the chain's public archive, for every coin listed then; each coin's own first day is shown on its page and returned by the API. Spot pairs and HIP-3 builder dexes are chained from their real launch days (xyz 2025-10-13, km 2026-01-12, para 2026-04-01 and so on). New days are added daily.
25 levels a side in the full book: price, size and the number of resting orders at each level, as wide columns (bid_px_1 … ask_n_25), one row per block in which anything in those 25 levels changed. L25 carries all 25 levels on every coin; L10 carries the first 10 levels a side on every coin; Starter carries all 25 on one coin of your choice and top of book plus trades on the rest.
Every coin-day ships its own scorecard: the share of Hyperliquid's own published book snapshots (roughly every 5 seconds) whose best bid, best ask, top-5 and top-20 levels our replayed book matched exactly at that instant. On BTC for 2026-09-10 the top-of-book price agreement was 99.6% across 16,051 snapshots, and the caveats section says where the numbers are weaker and why.
Per day with a coin filter — pick a range, the tables you want and the coins you want, and the bundle keeps a table-first tree so one read_parquet reads a whole table. Included with a plan bought for Hyperliquid: Starter ($29/mo, one coin's full book plus top of book and trades on every coin), L10 ($49/mo, every coin's book at 10 levels) or L25 ($99/mo, every coin's full 25-level book); its own subscription, so it adds up with a Polymarket or Kalshi plan; and any free account can pull the fixed sample day (2026-08-12, any coins, up to 1.0 GB) without spending a claim.
Parquet, one file per table per coin per day, a per-coin quality JSON, and a README that states the schemas and the coverage caveats for your exact range. Delivery is a signed download link or the REST API.
For crypto perps across venues, see perps tick data; for the price feeds and Polymarket's crypto markets, see crypto tick data.