Historical Data Families
Historical Request Checklist
Every historical pull should carry the same request checklist from the first curl command through the final file or chart.
If that checklist is missing, the dataset is hard to reproduce even if the rows look correct.
Workflow
1
Classify the market
Choose Hyperliquid core, Hyperliquid Spot, HIP-3, HIP-4, or Lighter.
2
Choose the historical primitive
Use REST history for bounded pulls, WebSocket replay for event order, and Data Catalog exports for file-style delivery.
3
Gate the window
Check coverage, freshness, incidents, latency, and gaps before the result feeds a model, chart, report, or trading workflow.
4
Preserve source metadata
Store route, parameters, time window, cursor chain,
meta.request_id, and data-quality result with the output.