> ## Documentation Index
> Fetch the complete documentation index at: https://docs.0xarchive.io/llms.txt
> Use this file to discover all available pages before exploring further.

# Market Data Exports Vs API

> Choose between 0xArchive Parquet exports, REST, WebSocket, and SDK delivery for Hyperliquid and Lighter market data. One contract, every surface.

One market-data contract, delivered however the downstream system needs it: Parquet exports, REST, WebSocket, SDKs, CLI, MCP Server, Skill, and OpenAPI. 0xArchive is the historical and live market-data API for Hyperliquid and Lighter, and every surface points at the same records: every order, trade, and fill, one API.

Files, REST, and WebSocket are not separate products and not separate datasets. They are delivery choices on top of the same coverage. Pick the surface that matches the artifact your team will keep: a JSON response, a stream state, a Parquet file, a warehouse table, or generated client code.

## Pick A Delivery Surface

| Need                          | Delivery surface                                | Keep with the output                                            |
| ----------------------------- | ----------------------------------------------- | --------------------------------------------------------------- |
| App runtime request           | REST or SDK                                     | Route, query params, cursor, `meta.request_id`, freshness state |
| Terminal or script job        | CLI or REST                                     | Command, route, UTC window, output path, request IDs            |
| Live stream                   | WebSocket                                       | Channel, symbol, reconnect state, local book policy             |
| Replay or exact event order   | WebSocket replay                                | Replay window, sequence handling, gap policy                    |
| Warehouse load                | Data Catalog export                             | Schema keys, quote, job ID, file format, rights context         |
| Large offline research window | Data Catalog export                             | Venue family, symbol-feed row, UTC range, schema keys           |
| Generated client              | OpenAPI                                         | Spec version, operation ID, auth path                           |
| Agent workflow                | OpenAPI plus docs, then CLI, SDK, MCP, or Skill | Prompt context, route family, bounded command, error recovery   |

## One Contract, Every Surface

The breadth is the point. The same Hyperliquid and Lighter coverage reaches you as a runtime response, a live or replayed stream, a governed file, or typed application code, so the delivery shape never forces a second data source.

* **Parquet exports** for file-first historical delivery: fixed date ranges, reviewable schemas, credit estimates, checkout records, and delivery metadata for warehouse loads and offline research.
* **REST** for bounded requests: one snapshot, one trade page, one funding series, one freshness check, or a scoped historical pull inside an application.
* **WebSocket** for live streams and exact-window replay on one socket, with reconnects, gap handling, and local book maintenance.
* **SDKs** in Python, TypeScript, and Rust when application code should own typed helpers, pagination, retries, and response parsing.
* **CLI** for shell, cron, CI, notebooks, and agent terminals.
* **MCP Server, Skill, and OpenAPI** for agents and code generation that need route-safe calls instead of hand-rolled HTTP.

Every surface carries the same audit trail: venue family, market or symbol, data family, schema or route, UTC window, freshness or coverage check, and request or order identifier. Move a job from REST to export, or from WebSocket replay to stored files, and the context survives the move.

## What The Same Contract Covers

The data object is a Hyperliquid or Lighter market record: order books, trades, funding, open interest, liquidations, L4 order-level depth and lifecycle for Hyperliquid families, Lighter L3 depth, live and replayed streams, or exportable history. The venue taxonomy stays consistent across every delivery path: Hyperliquid core, Hyperliquid Spot, HIP-3, HIP-4, and Lighter stay separate in requests, files, and warehouse tables.

Hyperliquid native order books (20 levels per side) and trades go back to April 2023; funding and open interest to May 2023; liquidations since December 2025; full-depth L2 and L4 order-level depth since March 2026. Lighter trades, funding, and open interest since August 2025, L2 tick since January 2026, L3 since March 2026. One key returns all of it.

## Interface Decision Checklist

Write down the artifact before choosing the surface: response body, stream state, Parquet file, warehouse table, generated client, or agent-run command. Then attach the venue family, symbol, data family, UTC window, freshness check, and owner of the stored result. That checklist makes the exports-versus-API choice obvious.

## How To Choose

Use exports when the kept artifact is a dataset: a Parquet file, warehouse table, research input, audit package, or offline backtest source. Exports are easy to govern when the team needs a fixed date range, a reviewable schema, a credit estimate, a checkout record, and delivery metadata, and they cut repeated API calls when the same window is reused by several people or systems.

Use REST when the kept artifact is a response: one snapshot, one trade page, one funding series, one freshness check, or a bounded historical pull inside an application. REST is easy to retry, cache, and attach to product code when each request is scoped.

Use WebSocket when event order matters. Replay, live streams, gap handling, reconnects, and local book maintenance are streaming jobs. Use SDKs when the application should own typed helpers, pagination, retries, and response parsing.

If you are unsure, start with the smallest surface that confirms the job. A one-symbol REST request confirms schema. A one-day export confirms file delivery. A short replay confirms sequence handling.

## When To Use 0xArchive

The range is the leverage. One key covers Hyperliquid and Lighter as runtime requests, live and replayed streams, governed Parquet, and typed SDK code, so a backtest, a dashboard, a warehouse load, and an agent run all draw from the same records. Every response and file carries a request or job ID and a freshness state you can check before a window feeds a decision. 0xArchive is not the right fit when the job needs venues other than Hyperliquid and Lighter; the delivery choice above only matters once those venues are the target. Every order, trade, and fill. One API.

## Next Step

Use [Data catalog](/data-catalog) and [Export schemas](/export-schemas) when the kept artifact is a file. Use [REST API](/rest-api), [WebSocket replay](/websocket/replay), or [SDKs](/sdks) when the kept artifact is runtime behavior. For warehouse or backtesting work, add [Export historical data](/guides/export-historical-data) and [Data rights](/data-rights) before delivery.
