Historical market data work starts when one live snapshot is not enough and the product needs a bounded past window with route, symbol, timestamp, and quality metadata. Historical market data is a workflow, not just a timestamp parameter. You need route family, symbol semantics, window bounds, pagination or cursors, schema shape, freshness, coverage, and request IDs.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.
Historical Data Families
| Data family | Typical use | Start |
|---|---|---|
| Order books | Depth-aware research, liquidity analysis, local book seeds | Order Book Routes |
| Trades and liquidations | Flow, realized activity, stress windows | Trades And Liquidations |
| Funding, OI, candles | Perp context, trend windows, model features | Funding, Open Interest, And Candles |
| Orders and L4 lifecycle | Reconstruction, order changes, TP/SL and flow | Orders And L4 Lifecycle Routes |
| Replay | Event order, incident review, deterministic playback | WebSocket Backtesting |
| Exports | File-style research or warehouse loading | Data Catalog |
Historical Request Packet
Every historical pull should carry the same request packet from the first curl command through the final file or chart.| Field | Example |
|---|---|
| Venue family | Hyperliquid core, Hyperliquid Spot, HIP-3, HIP-4, or Lighter |
| Symbol | BTC, HYPE-USDC, km:US500, HIP-4 outcome ID, or Lighter market symbol |
| Data family | order book, trades, candles, funding, OI, liquidations, L3, L4, orders, or replay |
| Time window | explicit start and end, usually Unix milliseconds for REST history routes |
| Pagination | cursor chain, page limit, and final meta.next_cursor state |
| Quality state | coverage, freshness, incidents, gaps, and any decision to stop or mark output |
Workflow
Choose the historical primitive
Use REST history for bounded pulls, WebSocket replay for event order, and Data Catalog exports for file-style delivery.
Gate the window
Check coverage, freshness, incidents, latency, and gaps before the result feeds a model, chart, report, or trading workflow.