Export file columns

Every Bulk Exports file is Apache Parquet compressed with zstd. This page lists the columns of each file in the order they appear, for every data type and venue. It is generated from the definitions the export service uses to write the files and the README.md in each order. The README in your order describes the files you received and is authoritative.

How to read these tables

Timestamps. timestamp[ms, UTC] columns have millisecond precision in UTC. A file holds the rows whose timestamp falls on a UTC date from your start date through your end date, inclusive.
Row order. Rows are ordered by timestamp, except L4 order book changes and order events, which are ordered by (block_number, seq). Apply Lighter L2 changes in (timestamp, sequence) order.
Nulls. A column marked (nullable) can be null. Every other column always has a value, though a string can be empty and a number can be zero. Nullability is checked against how each column is written, not only against the README.
Sell side. Hyperliquid perpetual trades and liquidations files and Lighter trades files write a sell as S. The REST API and WebSocket return A for the same sell, so map S to A before joining a file to API data. HIP-3, Spot, and HIP-4 files use A.
Spot symbols. Spot files hold the venue’s wire-format coin (PURR/USDC or @<index>) in coin, not the dashed pair name (HYPE-USDC) used in the Data Catalog and REST paths.
Lighter trades end at the last finalized trade, the same boundary the REST trade routes report as meta.finalized_through.
File names. The main file for each market and data type is <symbol>_<data type>_<start>_to_<end>.parquet, with : and / in the symbol written as _. Companion snapshot files are named the same way with l4_checkpoints or l2_checkpoints as the data type; L4 checkpoints come in one file per 7 days of the range.

L2 Order Book (`l2_orderbook`)

L2 Order Book: Hyperliquid perpetuals

L2 order book snapshots (~1.2 second resolution). Rows are ordered by timestamp.

Column	Type	Description
`timestamp`	timestamp[ms, UTC]	Snapshot timestamp
`coin`	string	Symbol (e.g., `BTC`, `ETH`)
`bids`	string (JSON)	JSON text; the layout is below the table
`asks`	string (JSON)	JSON text; the layout is below the table
`mid_price`	double (nullable)	Mid price between best bid and ask
`spread`	double (nullable)	Absolute spread
`spread_bps`	double (nullable)	Spread in basis points

bids and asks: JSON text: an array of price levels, best price first. Each level is an object with px (price as a decimal string), sz (total size at that price as a decimal string), and n (number of resting orders at that price).

Field	Type	Meaning
`px`	string (decimal)	Price of the level
`sz`	string (decimal)	Total resting size at the level
`n`	integer	Number of resting orders at the level

Example, with illustrative values:

[{"px": "100.5", "sz": "1.25", "n": 3}, {"px": "100.4", "sz": "0.8", "n": 1}]

L2 Order Book: Hyperliquid Spot

L2 order book snapshots for Hyperliquid spot pairs. Live coverage from 2026-05-05. Rows are ordered by timestamp.

Column	Type	Description
`timestamp`	timestamp[ms, UTC]	Snapshot timestamp
`coin`	string	Wire-format spot coin (`PURR/USDC` or `@<index>`)
`bids`	string (JSON)	JSON text; the layout is below the table
`asks`	string (JSON)	JSON text; the layout is below the table
`mid_price`	double (nullable)	Mid price between best bid and ask
`spread`	double (nullable)	Absolute spread
`spread_bps`	double (nullable)	Spread in basis points

Field	Type	Meaning
`px`	string (decimal)	Price of the level
`sz`	string (decimal)	Total resting size at the level
`n`	integer	Number of resting orders at the level

Example, with illustrative values:

[{"px": "100.5", "sz": "1.25", "n": 3}, {"px": "100.4", "sz": "0.8", "n": 1}]

L2 Order Book: HIP-3

L2 order book snapshots for HIP-3 instruments. Rows are ordered by timestamp.

Column	Type	Description
`timestamp`	timestamp[ms, UTC]	Snapshot timestamp
`coin`	string	HIP-3 symbol (e.g., `xyz:CL`, `km:US500`)
`bids`	string (JSON)	JSON text; the layout is below the table
`asks`	string (JSON)	JSON text; the layout is below the table
`mid_price`	double (nullable)	Mid price
`spread`	double (nullable)	Spread
`spread_bps`	double (nullable)	Spread in basis points

Field	Type	Meaning
`px`	string (decimal)	Price of the level
`sz`	string (decimal)	Total resting size at the level
`n`	integer	Number of resting orders at the level

Example, with illustrative values:

[{"px": "100.5", "sz": "1.25", "n": 3}, {"px": "100.4", "sz": "0.8", "n": 1}]

L2 Order Book: HIP-4

HIP-4 L2 order book snapshots for outcome markets. Prices are implied probabilities in [0, 1]. Rows are ordered by timestamp.

Column	Type	Description
`timestamp`	timestamp[ms, UTC]	Snapshot timestamp
`coin`	string	HIP-4 outcome symbol (`#<10*outcome_id + side>`, e.g., `#10`)
`bids`	string (JSON)	JSON text; the layout is below the table
`asks`	string (JSON)	JSON text; the layout is below the table
`mid_price`	double (nullable)	Mid implied probability
`spread`	double (nullable)	Absolute spread (in probability units)
`spread_bps`	double (nullable)	Spread in basis points
`is_in_auction`	uint8	`1` if observed during opening auction

Field	Type	Meaning
`px`	string (decimal)	Price of the level
`sz`	string (decimal)	Total resting size at the level
`n`	integer	Number of resting orders at the level

Example, with illustrative values:

[{"px": "0.62", "sz": "150.0", "n": 3}, {"px": "0.61", "sz": "40.0", "n": 1}]

L2 Order Book: Lighter and Lighter on Robinhood Chain

L2 order book changes (event resolution): every individual price-level change. Delivered together with a second file of periodic full snapshots (l2_checkpoints). See Rebuilding order books for how to apply them. Rows are ordered by timestamp.

Column	Type	Description
`timestamp`	timestamp[ms, UTC]	Time of the book change
`symbol`	string	Symbol (e.g., `BTC`, `ETH`)
`side`	string	`bid` or `ask`
`price`	double	Price level that changed
`size`	double	New aggregate resting size at that level (`0` = level removed)
`sequence`	uint64	Per-symbol ordering index; apply changes in (timestamp, sequence) order
`change_type`	string	`set` (level now has `size`) or `remove` (`size = 0`)

L2 Order Book: Lighter and Lighter on Robinhood Chain: `l2_checkpoints` snapshots file

Periodic full L2 order book snapshots (~1 minute intervals). See Rebuilding order books for how to combine it with the change file. Rows are ordered by timestamp.

Column	Type	Description
`timestamp`	timestamp[ms, UTC]	Snapshot timestamp
`symbol`	string	Symbol (e.g., `BTC`, `ETH`)
`bids`	string (JSON)	JSON text; the layout is below the table
`asks`	string (JSON)	JSON text; the layout is below the table
`mid_price`	double (nullable)	Mid price
`spread`	double (nullable)	Spread
`spread_bps`	double (nullable)	Spread in basis points

bids and asks: JSON text: an array of [price, size] pairs, both numbers, best price first. The snapshot holds every level of the book.

Field	Type	Meaning
`[0]`	number	Price of the level
`[1]`	number	Total resting size at the level

Example, with illustrative values:

[[100.5, 1.25], [100.4, 0.8]]

Individual-Order Book (L3) (`l3_orderbook`)

Individual-Order Book (L3): Lighter

L3 order-level orderbook snapshots with individual order IDs and sizes. Rows are ordered by timestamp.

Column	Type	Description
`timestamp`	timestamp[ms, UTC]	Snapshot timestamp
`symbol`	string	Symbol
`orders`	string (JSON)	JSON text; the layout is below the table
`bid_count`	uint32	Number of bid orders
`ask_count`	uint32	Number of ask orders
`total_bid_size`	double	Total bid size
`total_ask_size`	double	Total ask size
`mid_price`	double (nullable)	Mid price
`spread`	double (nullable)	Spread
`spread_bps`	double (nullable)	Spread in basis points

orders: JSON text: an array with one object per resting order, using short keys.

Field	Type	Meaning
`i`	integer	Order index (the order ID on Lighter)
`a`	integer	Account index of the order owner
`s`	integer	Side: `1` for a bid, `2` for an ask
`p`	number	Price
`r`	number	Remaining size
`o`	number	Original size

Example, with illustrative values:

[{"i": 101, "a": 7, "s": 1, "p": 100.5, "r": 0.5, "o": 1.0}]

Order-Level Book (L4) (`l4_orderbook`)

Order-Level Book (L4): Hyperliquid perpetuals

L4 order-level orderbook diffs. Every order placed, modified, or removed from the book with user attribution. Rows are ordered by (block_number, seq).

Column	Type	Description
`timestamp`	timestamp[ms, UTC]	Event timestamp
`block_time`	timestamp[ms, UTC]	Block timestamp
`block_number`	uint64	Hyperliquid block number
`seq`	uint32	Per-block event index (0-based). `(block_number, seq)` uniquely identifies an event.
`coin`	string	Symbol
`user_address`	string	Address of the order owner
`oid`	uint64	Order ID
`side`	string	`B` = bid/buy, `A` = ask/sell
`price`	double	Order price
`diff_type`	string	`new` = placed, `update` = size changed, `remove` = removed
`new_size`	double (nullable)	New size after update. Null for removes.

Order-Level Book (L4): Hyperliquid perpetuals: `l4_checkpoints` snapshots file

Periodic L4 orderbook snapshots (~14 min intervals). Each data value holds the full order-level book as JSON text. Rows are ordered by timestamp.

Column	Type	Description
`timestamp`	timestamp[ms, UTC]	Checkpoint timestamp
`coin`	string	Symbol
`data`	string (JSON)	JSON text; the layout is below the table
`last_block_number`	uint64	Hyperliquid block height the snapshot reflects. 0 when the checkpoint has no block number; see Rebuilding order books.

data: Plain JSON text, not compressed: [bids, asks]. Each side is an array of [user_address, order] pairs. Within a price level, orders are listed in queue order; sort by price yourself if you need the levels in order. Parse it with any JSON parser.

Field	Type	Meaning
`oid`	integer	Order ID; matches `oid` in the change and order event files
`side`	string	`B` for a bid, `A` for an ask
`limitPx`	string (decimal)	Limit price
`sz`	string (decimal)	Remaining size
`timestamp`	integer	Time the order joined its price level, in Unix milliseconds; can be absent
`coin`	string	Symbol; can be absent, so take the symbol from the file name or the `coin` column instead

Other order fields from the venue can appear in order. Example, with illustrative values:

[[["0xaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaa", {"oid": 2, "limitPx": "100.5", "sz": "1.0", "timestamp": 5, "side": "B"}]], [["0xbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbb", {"oid": 3, "limitPx": "101.0", "sz": "2.0", "timestamp": 6, "side": "A"}]]]

To read it in Python:

import json
from decimal import Decimal

bids, asks = json.loads(row["data"])
for user_address, order in bids:
    price, size = Decimal(order["limitPx"]), Decimal(order["sz"])

Order-Level Book (L4): Hyperliquid Spot

Spot L4 order-level orderbook diffs with user attribution. Every order placed, modified, or removed from the spot book. Live coverage from 2026-03-10. Rows are ordered by (block_number, seq).

Column	Type	Description
`timestamp`	timestamp[ms, UTC]	Event timestamp
`block_time`	timestamp[ms, UTC]	Block timestamp
`block_number`	uint64	Hyperliquid block number
`seq`	uint32	Per-block event index (0-based). `(block_number, seq)` uniquely identifies an event.
`coin`	string	Wire-format spot coin (`PURR/USDC` or `@<index>`)
`user_address`	string	Address of the order owner
`oid`	uint64	Order ID
`side`	string	`B` = bid/buy, `A` = ask/sell
`price`	double	Order price (quote per base)
`diff_type`	string	`new` = placed, `update` = size changed, `remove` = removed
`new_size`	double (nullable)	New size after update. Null for removes.

Order-Level Book (L4): Hyperliquid Spot: `l4_checkpoints` snapshots file

Periodic spot L4 orderbook snapshots. Each data field contains the full order-level book as JSON. Live coverage from 2026-03-11. Rows are ordered by timestamp.

Column	Type	Description
`timestamp`	timestamp[ms, UTC]	Checkpoint timestamp
`coin`	string	Wire-format spot coin (`PURR/USDC` or `@<index>`)
`data`	string (JSON)	JSON text; the layout is below the table
`last_block_number`	uint64	Hyperliquid block height the snapshot reflects. 0 when the checkpoint has no block number; see Rebuilding order books.

Field	Type	Meaning
`oid`	integer	Order ID; matches `oid` in the change and order event files
`side`	string	`B` for a bid, `A` for an ask
`limitPx`	string (decimal)	Limit price
`sz`	string (decimal)	Remaining size
`timestamp`	integer	Time the order joined its price level, in Unix milliseconds; can be absent
`coin`	string	Symbol; can be absent, so take the symbol from the file name or the `coin` column instead

Other order fields from the venue can appear in order. Example, with illustrative values:

[[["0xaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaa", {"oid": 2, "limitPx": "100.5", "sz": "1.0", "timestamp": 5, "side": "B"}]], [["0xbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbb", {"oid": 3, "limitPx": "101.0", "sz": "2.0", "timestamp": 6, "side": "A"}]]]

To read it in Python:

import json
from decimal import Decimal

bids, asks = json.loads(row["data"])
for user_address, order in bids:
    price, size = Decimal(order["limitPx"]), Decimal(order["sz"])

Order-Level Book (L4): HIP-3

HIP-3 L4 order-level orderbook diffs with user attribution. Rows are ordered by (block_number, seq).

Column	Type	Description
`timestamp`	timestamp[ms, UTC]	Event timestamp
`block_time`	timestamp[ms, UTC]	Block timestamp
`block_number`	uint64	Block number
`seq`	uint32	Per-block event index (0-based). `(block_number, seq)` uniquely identifies an event.
`coin`	string	HIP-3 symbol
`user_address`	string	Order owner address
`oid`	uint64	Order ID
`side`	string	`B` = bid, `A` = ask
`price`	double	Order price
`diff_type`	string	`new`, `update`, `remove`
`new_size`	double (nullable)	New size. Null for removes.

Order-Level Book (L4): HIP-3: `l4_checkpoints` snapshots file

Periodic L4 orderbook snapshots (~14 min intervals). Each data value holds the full order-level book as JSON text. Rows are ordered by timestamp.

Column	Type	Description
`timestamp`	timestamp[ms, UTC]	Checkpoint timestamp
`coin`	string	Symbol
`data`	string (JSON)	JSON text; the layout is below the table
`last_block_number`	uint64	Hyperliquid block height the snapshot reflects. 0 when the checkpoint has no block number; see Rebuilding order books.

Field	Type	Meaning
`oid`	integer	Order ID; matches `oid` in the change and order event files
`side`	string	`B` for a bid, `A` for an ask
`limitPx`	string (decimal)	Limit price
`sz`	string (decimal)	Remaining size
`timestamp`	integer	Time the order joined its price level, in Unix milliseconds; can be absent
`coin`	string	Symbol; can be absent, so take the symbol from the file name or the `coin` column instead

Other order fields from the venue can appear in order. Example, with illustrative values:

[[["0xaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaa", {"oid": 2, "limitPx": "100.5", "sz": "1.0", "timestamp": 5, "side": "B"}]], [["0xbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbb", {"oid": 3, "limitPx": "101.0", "sz": "2.0", "timestamp": 6, "side": "A"}]]]

To read it in Python:

import json
from decimal import Decimal

bids, asks = json.loads(row["data"])
for user_address, order in bids:
    price, size = Decimal(order["limitPx"]), Decimal(order["sz"])

Order-Level Book (L4): HIP-4

HIP-4 L4 order-level orderbook diffs with user attribution. price is an implied probability in [0, 1]. Rows are ordered by (block_number, seq).

Column	Type	Description
`timestamp`	timestamp[ms, UTC]	Event timestamp
`block_time`	timestamp[ms, UTC]	Block timestamp
`block_number`	uint64	Block number
`seq`	uint32	Per-block event index (0-based). `(block_number, seq)` uniquely identifies an event.
`coin`	string	HIP-4 outcome symbol
`user_address`	string	Order owner address
`oid`	uint64	Order ID
`side`	string	`B` = bid, `A` = ask
`price`	double	Order price (implied probability in [0, 1])
`diff_type`	string	`new`, `update`, `remove`
`new_size`	double (nullable)	New size. Null for removes.

Order-Level Book (L4): HIP-4: `l4_checkpoints` snapshots file

Periodic HIP-4 L4 orderbook snapshots (~60s intervals). Each data field contains the full order-level book as JSON. Rows are ordered by timestamp.

Column	Type	Description
`timestamp`	timestamp[ms, UTC]	Checkpoint timestamp
`coin`	string	HIP-4 outcome symbol
`data`	string (JSON)	JSON text; the layout is below the table
`bid_count`	uint32	Number of bid orders in snapshot
`ask_count`	uint32	Number of ask orders in snapshot
`last_block_number`	uint64	Hyperliquid block height the snapshot reflects. 0 when the checkpoint has no block number; see Rebuilding order books.

Field	Type	Meaning
`oid`	integer	Order ID; matches `oid` in the change and order event files
`side`	string	`B` for a bid, `A` for an ask
`limitPx`	string (decimal)	Limit price
`sz`	string (decimal)	Remaining size
`timestamp`	integer	Time the order joined its price level, in Unix milliseconds; can be absent
`coin`	string	Symbol; can be absent, so take the symbol from the file name or the `coin` column instead

Other order fields from the venue can appear in order. Example, with illustrative values:

[[["0xaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaa", {"oid": 2, "limitPx": "0.62", "sz": "100.0", "timestamp": 5, "side": "B"}]], [["0xbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbb", {"oid": 3, "limitPx": "0.63", "sz": "50.0", "timestamp": 6, "side": "A"}]]]

To read it in Python:

import json
from decimal import Decimal

bids, asks = json.loads(row["data"])
for user_address, order in bids:
    price, size = Decimal(order["limitPx"]), Decimal(order["sz"])

Order Events / TP/SL (`l4_orders`)

Order Events / TP/SL: Hyperliquid perpetuals

Complete order lifecycle events: place, fill, cancel, trigger, liquidation. Includes TP/SL, stop orders, and user attribution. Rows are ordered by (block_number, seq).

Column	Type	Description
`timestamp`	timestamp[ms, UTC]	Event timestamp
`block_time`	timestamp[ms, UTC]	Block timestamp
`block_number`	uint64	Hyperliquid block number
`seq`	uint32	Per-block event index (0-based). `(block_number, seq)` uniquely identifies an event.
`coin`	string	Symbol
`user_address`	string	Address that placed the order
`oid`	uint64	Order ID: links all lifecycle events
`status`	string	`open`, `filled`, `canceled`, `triggered`, etc.
`side`	string	`B` = buy, `A` = sell
`limit_price`	double	Limit price
`size`	double	Remaining size
`orig_size`	double	Original size at placement
`order_type`	string	`Limit`
`is_trigger`	uint8	`1` = stop/trigger order
`trigger_price`	double	Trigger price (0 if not trigger)
`trigger_condition`	string	e.g., `Price above 70000`
`is_position_tpsl`	uint8	`1` = TP/SL attached to position
`reduce_only`	uint8	`1` = reduce-only
`tif`	string	`Gtc`, `Ioc`, `Alo`
`cloid`	string	Client order ID
`builder`	string	Builder address
`children`	string (JSON)	Linked child order IDs
`tx_hash`	string	Transaction hash

Order Events / TP/SL: Hyperliquid Spot

Spot order lifecycle events, including rejected orders. status is one of open, filled, canceled, selfTradeCanceled, badAloPxRejected, insufficientSpotBalanceRejected, iocCancelRejected, or minTradeNtlRejected. Live coverage from 2026-03-10. Rows are ordered by (block_number, seq).

Column	Type	Description
`timestamp`	timestamp[ms, UTC]	Event timestamp
`block_time`	timestamp[ms, UTC]	Block timestamp
`block_number`	uint64	Hyperliquid block number
`seq`	uint32	Per-block event index (0-based). `(block_number, seq)` uniquely identifies an event.
`coin`	string	Wire-format spot coin (`PURR/USDC` or `@<index>`)
`user_address`	string	Address that placed the order
`tx_hash`	string	Transaction hash
`oid`	uint64	Order ID. Links all lifecycle events.
`status`	string	Order status; the values are listed above the table
`side`	string	`B` = buy, `A` = sell
`limit_price`	double	Limit price (quote per base)
`size`	double	Remaining size
`orig_size`	double	Original size at placement
`order_type`	string	`Limit` or `Market`
`is_trigger`	uint8	`1` = stop/trigger order
`trigger_price`	double	Trigger price (0 if not trigger)
`trigger_condition`	string	Trigger description
`is_position_tpsl`	uint8	`1` = TP/SL attached to position. Always 0 in practice for spot.
`reduce_only`	uint8	`1` = reduce-only. Always 0 in practice for spot; field preserved for parity with perps.
`tif`	string	`Alo`, `FrontendMarket`, `Gtc`, `Ioc`
`cloid`	string	Client order ID
`builder`	string	Builder/router address (empty for direct submissions)

Order Events / TP/SL: HIP-3

HIP-3 order lifecycle events with user attribution. Rows are ordered by (block_number, seq).

Column	Type	Description
`timestamp`	timestamp[ms, UTC]	Event timestamp
`block_time`	timestamp[ms, UTC]	Block timestamp
`block_number`	uint64	Block number
`seq`	uint32	Per-block event index (0-based). `(block_number, seq)` uniquely identifies an event.
`coin`	string	HIP-3 symbol
`user_address`	string	Order owner
`oid`	uint64	Order ID
`status`	string	`open`, `filled`, `canceled`, etc.
`side`	string	`B` = buy, `A` = sell
`limit_price`	double	Limit price
`size`	double	Remaining size
`orig_size`	double	Original size
`order_type`	string	Order type
`is_trigger`	uint8	`1` = trigger order
`trigger_price`	double	Trigger price
`trigger_condition`	string	Trigger description
`is_position_tpsl`	uint8	`1` = TP/SL
`reduce_only`	uint8	`1` = reduce-only
`tif`	string	Time-in-force
`cloid`	string	Client order ID
`builder`	string	Builder address
`children`	string (JSON)	Child orders
`tx_hash`	string	Transaction hash

Order Events / TP/SL: HIP-4

HIP-4 order lifecycle events with user attribution. status values include open, filled, canceled, and insufficientSpotBalanceRejected. Rows are ordered by (block_number, seq).

Column	Type	Description
`timestamp`	timestamp[ms, UTC]	Event timestamp
`block_time`	timestamp[ms, UTC]	Block timestamp
`block_number`	uint64	Block number
`seq`	uint32	Per-block event index (0-based). `(block_number, seq)` uniquely identifies an event.
`coin`	string	HIP-4 outcome symbol
`user_address`	string	Order owner
`oid`	uint64	Order ID
`status`	string	Order status; values are listed above the table
`side`	string	`B` = buy, `A` = sell
`limit_price`	double	Limit price (implied probability in [0, 1])
`size`	double	Remaining size
`orig_size`	double	Original size
`order_type`	string	Order type
`is_trigger`	uint8	`1` = trigger order
`trigger_price`	double	Trigger price
`trigger_condition`	string	Trigger description
`is_position_tpsl`	uint8	`1` = TP/SL
`reduce_only`	uint8	`1` = reduce-only
`tif`	string	Time-in-force
`cloid`	string	Client order ID
`builder`	string	Builder address
`children`	string (JSON)	Child orders
`tx_hash`	string	Transaction hash

Trades (`trades`)

Trades: Hyperliquid perpetuals

Individual trade fills with maker/taker attribution. Each trade produces two fills (one per side). crossed=true indicates the taker side. Rows are ordered by timestamp.

Column	Type	Description
`timestamp`	timestamp[ms, UTC]	Fill timestamp
`coin`	string	Symbol
`side`	string	`B` = buy, `S` = sell
`price`	double	Fill price
`size`	double	Fill size
`trade_id`	int64	Trade ID (same for both sides of a trade)
`order_id`	int64	Order ID for this fill (`oid`)
`user_address`	string	Ethereum address of this fill’s owner
`crossed`	bool	`true` = taker (crossed the spread), `false` = maker
`direction`	string	`Open Long`, `Close Short`, etc. Empty for fills recorded from the live feed.
`fee`	double	Fee paid (negative = rebate)
`closed_pnl`	double	Realized PnL on this fill
`start_position`	double	Position size before this fill
`tx_hash`	string	Transaction hash
`builder_address`	string	Builder address that routed this order
`builder_fee`	double	Builder fee charged on this fill
`deployer_fee`	double	HIP-3 deployer fee share (0 for Hyperliquid perps)
`priority_gas`	double	Priority fee burned in HYPE for write priority
`cloid`	string	Client order ID
`twap_id`	int64	TWAP execution ID (0 if not a TWAP order)

Trades: Hyperliquid Spot

Spot trade fills with maker/taker attribution and full fee breakdown. Each trade produces two fills (one per side). direction is Buy or Sell (spot semantics, not perp-style Open Long / Close Short). fee_token is open-set: USDC, PURR, HYPE, KHYPE, USOL, and other deployer tokens. History starts on 2025-03-22. Rows are ordered by timestamp.

Column	Type	Description
`timestamp`	timestamp[ms, UTC]	Fill timestamp
`block_time`	timestamp[ms, UTC]	Block timestamp
`block_number`	uint64	Hyperliquid block number
`coin`	string	Wire-format spot coin (`PURR/USDC` or `@<index>`)
`side`	string	`B` = buy, `A` = sell
`price`	double	Fill price (quote per base)
`size`	double	Fill size (base units)
`trade_id`	int64	Trade ID (same for both sides of a trade)
`order_id`	int64	Order ID for this fill (`oid`)
`user_address`	string (nullable)	Address of this fill’s owner
`crossed`	bool (nullable)	`true` = taker (crossed the spread), `false` = maker
`direction`	string (nullable)	`Buy` or `Sell` (spot semantics)
`fee`	double	Fee paid (negative = rebate)
`fee_token`	string	Token the fee was paid in. Open set: `USDC`, `PURR`, `HYPE`, `KHYPE`, `USOL`, and other deployer tokens.
`closed_pnl`	double	Realized PnL on this fill
`start_position`	double	Position size before this fill
`tx_hash`	string (nullable)	Transaction hash. Null or zero when the fill has none.
`builder_address`	string	Builder/router address that submitted this order (empty for direct submissions)
`builder_fee`	double	Fee paid to the builder
`cloid`	string	Client order ID
`twap_id`	int64	TWAP execution ID (0 if not a TWAP child fill).
`source`	string	How the fill was recorded: `node` (captured live) or `s3` (loaded from the history Hyperliquid publishes)

Trades: HIP-3

HIP-3 trade fills with direction, maker/taker attribution, fee breakdown, realized PnL, and tx hash. Each trade produces two fills (one per side). Rows are ordered by timestamp.

Column	Type	Description
`timestamp`	timestamp[ms, UTC]	Fill timestamp
`coin`	string	HIP-3 symbol
`side`	string	`B` = buy, `A` = sell
`price`	double	Fill price
`size`	double	Fill size
`trade_id`	int64	Trade ID
`order_id`	int64	Order ID for this fill (`oid`)
`user_address`	string (nullable)	Account address
`crossed`	bool (nullable)	`true` = taker (crossed the spread), `false` = maker
`direction`	string (nullable)	`Open Long`, `Close Short`, etc.
`fee`	double	Fee paid (negative = rebate). Denominated in the deployer’s quote token.
`closed_pnl`	double	Realized PnL on this fill (nonzero only when closing a position)
`start_position`	double	Position size before this fill
`tx_hash`	string (nullable)	L1 transaction hash for this fill
`builder_address`	string	Builder address that routed this order
`builder_fee`	double	Builder fee charged on this fill
`deployer_fee`	double	HIP-3 deployer fee share
`priority_gas`	double	Priority fee burned in HYPE for write priority
`cloid`	string	Client order ID
`twap_id`	int64	TWAP execution ID (0 if not a TWAP order)

Trades: HIP-4

HIP-4 trade fills for outcome markets. price is an implied probability in [0, 1]. is_settlement_fill=1 marks synthetic settlement-payout fills. Rows are ordered by timestamp.

Column	Type	Description
`timestamp`	timestamp[ms, UTC]	Fill timestamp
`coin`	string	HIP-4 outcome symbol
`side`	string	`B` = buy, `A` = sell
`price`	double	Fill price (implied probability in [0, 1])
`size`	double	Fill size (contracts)
`trade_id`	int64	Trade ID
`order_id`	int64	Order ID for this fill (`oid`)
`user_address`	string (nullable)	Account address
`crossed`	bool (nullable)	`true` = taker
`direction`	string (nullable)	`Open Long`, `Close Short`, etc.
`builder_address`	string	Builder address that routed this order
`builder_fee`	double	Builder fee charged on this fill
`deployer_fee`	double	Deployer fee share
`priority_gas`	double	Priority fee burned in HYPE for write priority
`cloid`	string	Client order ID
`twap_id`	int64	TWAP execution ID (0 if not a TWAP order)
`is_settlement_fill`	uint8	`1` = synthetic settlement-payout fill, `0` = normal trade

Trades: Lighter and Lighter on Robinhood Chain

Trade fills with maker/taker attribution. Rows are ordered by timestamp.

Column	Type	Description
`timestamp`	timestamp[ms, UTC]	Fill timestamp
`symbol`	string	Symbol
`side`	string	`B` = buy, `S` = sell
`price`	double	Fill price
`size`	double	Fill size
`trade_id`	int64	Trade ID
`user_address`	string (nullable)	Account address
`crossed`	bool	`true` = taker

Funding Rates (`funding`)

Funding Rates: Hyperliquid perpetuals

Funding rate snapshots. Rates are per-hour; multiply by 24 for daily or 8760 for annualized. Rows are ordered by timestamp.

Column	Type	Description
`timestamp`	timestamp[ms, UTC]	Snapshot timestamp
`coin`	string	Symbol
`funding_rate`	double	Hourly funding rate
`premium`	double (nullable)	Premium component

Funding Rates: HIP-3

HIP-3 funding rate snapshots. Rows are ordered by timestamp.

Column	Type	Description
`timestamp`	timestamp[ms, UTC]	Snapshot timestamp
`coin`	string	HIP-3 symbol
`funding_rate`	double	Funding rate
`premium`	double (nullable)	Premium component

Funding Rates: Lighter and Lighter on Robinhood Chain

Funding rate snapshots. Rows are ordered by timestamp.

Column	Type	Description
`timestamp`	timestamp[ms, UTC]	Snapshot timestamp
`symbol`	string	Symbol
`funding_rate`	double	Funding rate

Open Interest (`oi`)

Open Interest: Hyperliquid perpetuals

Open interest snapshots with mark price and volume. Rows are ordered by timestamp.

Column	Type	Description
`timestamp`	timestamp[ms, UTC]	Snapshot timestamp
`coin`	string	Symbol
`open_interest`	double	Total open interest
`mark_price`	double (nullable)	Mark price
`oracle_price`	double (nullable)	Oracle price
`day_ntl_volume`	double (nullable)	24h notional volume
`mid_price`	double (nullable)	Mid price

Open Interest: HIP-3

HIP-3 open interest snapshots. Rows are ordered by timestamp.

Column	Type	Description
`timestamp`	timestamp[ms, UTC]	Snapshot timestamp
`coin`	string	HIP-3 symbol
`open_interest`	double	Total open interest
`mark_price`	double (nullable)	Mark price
`oracle_price`	double (nullable)	Oracle price
`mid_price`	double (nullable)	Mid price

Open Interest: HIP-4

HIP-4 open interest snapshots. mark_price is an implied probability in [0, 1], NOT a USD price. No oracle_price column (HIP-4 outcomes have no oracle feed). Rows are ordered by timestamp.

Column	Type	Description
`timestamp`	timestamp[ms, UTC]	Snapshot timestamp
`coin`	string	HIP-4 outcome symbol
`open_interest`	double	Total open interest (contracts)
`mark_price`	double (nullable)	Implied probability in [0, 1] (NOT a USD price)
`mid_price`	double (nullable)	Mid implied probability

Open Interest: Lighter and Lighter on Robinhood Chain

Open interest snapshots. Rows are ordered by timestamp.

Column	Type	Description
`timestamp`	timestamp[ms, UTC]	Snapshot timestamp
`symbol`	string	Symbol
`open_interest`	double	Total open interest
`mark_price`	double (nullable)	Mark price
`index_price`	double (nullable)	Index/oracle price

Liquidations (`liquidations`)

Liquidations: Hyperliquid perpetuals

Individual liquidation events with user attribution. Rows are ordered by timestamp.

Column	Type	Description
`timestamp`	timestamp[ms, UTC]	Liquidation timestamp
`coin`	string	Symbol
`liquidated_user`	string	Address of the liquidated account
`liquidator_user`	string	Address of the liquidator
`side`	string	`B` = buy, `S` = sell
`price`	double	Liquidation price
`size`	double	Liquidated size
`mark_price`	double	Mark price at liquidation
`closed_pnl`	double	Realized PnL
`direction`	string	`Open Long`, `Close Short`, etc.
`trade_id`	int64	Trade ID
`tx_hash`	string	Transaction hash

Liquidations: HIP-3

HIP-3 liquidation events. Rows are ordered by timestamp.

Column	Type	Description
`timestamp`	timestamp[ms, UTC]	Liquidation timestamp
`coin`	string	HIP-3 symbol
`side`	string	`B` = buy, `A` = sell
`price`	double	Liquidation price
`size`	double	Size
`trade_id`	int64	Trade ID
`user_address`	string	Address of the fill
`direction`	string	`Open Long`, `Close Short`, etc.
`liquidated_user`	string	Liquidated account address
`mark_price`	double	Mark price at liquidation

Rebuilding order books

An L4 order book export and a Lighter L2 order book export each come as a file of changes and a file of snapshots. Both cover the same UTC dates as your order: nothing from before your start date is included. So the first moment you can rebuild is the first usable snapshot in the files, not 00:00 UTC on your start date. To rebuild from a given time, include enough earlier history in your order to contain a usable snapshot before that time.

L4 order books

This applies to Hyperliquid perpetuals, Spot, HIP-3, and HIP-4. Checkpoint files come in one file per 7 days of your range; a window with no checkpoints has no file.

Pick a checkpoint. Use one whose last_block_number is greater than 0 and whose data does not contain the text _backfilled. Skip any other checkpoint: a 0 means the checkpoint has no block number to start from, and _backfilled marks a checkpoint that was rebuilt later rather than recorded.
Load its book from data.
Apply changes in (block_number, seq) order, starting with the first change whose block_number is greater than the checkpoint’s last_block_number. Changes in that block or earlier are already in the checkpoint. new places an order of size new_size, update sets its remaining size to new_size, and remove deletes it.

Align by block number, never by timestamp. A checkpoint’s timestamp is when it was written, which is after the block it reflects, so changes with an earlier timestamp can still come after it. Each change carries the order’s full new size, so applying a change the checkpoint already reflects does no harm, but skipping one leaves the book wrong. Checkpoint block numbers are exact from 2026-06-07 02:21 UTC. Earlier ones were filled in afterwards. Those that could be repaired are at or below the true block, which is safe; the rest may be above it, which skips changes. The files do not say which is which, so when you start from a checkpoint recorded before 2026-06-07 02:21 UTC, check the rebuilt book against the next checkpoint before relying on it. Some new orders join their price level ahead of orders already waiting there. The change file does not record that position, so after a rebuild the order of orders within a level can differ from the venue’s queue. Prices and sizes are exact.

Lighter L2 order books

This applies to Lighter and Lighter on Robinhood Chain. The l2_checkpoints file holds a full-book snapshot about once a minute for each market.

Load a snapshot from bids and asks.
Apply the changes whose timestamp is after the snapshot’s timestamp, in (timestamp, sequence) order. Each change sets a price level’s total size; a size of 0 removes the level.

A snapshot is taken right after the changes of the update it is stamped with, so changes with the same timestamp are already in it. If a second update arrived in the same millisecond, its changes share the snapshot’s timestamp but are not in it, and the files cannot tell them apart; the affected levels are corrected by their next change.

​How to read these tables

​L2 Order Book (l2_orderbook)

​L2 Order Book: Hyperliquid perpetuals

​L2 Order Book: Hyperliquid Spot

​L2 Order Book: HIP-3

​L2 Order Book: HIP-4

​L2 Order Book: Lighter and Lighter on Robinhood Chain

​L2 Order Book: Lighter and Lighter on Robinhood Chain: l2_checkpoints snapshots file

​Individual-Order Book (L3) (l3_orderbook)

​Individual-Order Book (L3): Lighter

​Order-Level Book (L4) (l4_orderbook)

​Order-Level Book (L4): Hyperliquid perpetuals

​Order-Level Book (L4): Hyperliquid perpetuals: l4_checkpoints snapshots file

​Order-Level Book (L4): Hyperliquid Spot

​Order-Level Book (L4): Hyperliquid Spot: l4_checkpoints snapshots file

​Order-Level Book (L4): HIP-3

​Order-Level Book (L4): HIP-3: l4_checkpoints snapshots file

​Order-Level Book (L4): HIP-4

​Order-Level Book (L4): HIP-4: l4_checkpoints snapshots file

​Order Events / TP/SL (l4_orders)

​Order Events / TP/SL: Hyperliquid perpetuals

​Order Events / TP/SL: Hyperliquid Spot

​Order Events / TP/SL: HIP-3

​Order Events / TP/SL: HIP-4

​Trades (trades)

​Trades: Hyperliquid perpetuals

​Trades: Hyperliquid Spot

​Trades: HIP-3

​Trades: HIP-4

​Trades: Lighter and Lighter on Robinhood Chain

​Funding Rates (funding)

​Funding Rates: Hyperliquid perpetuals

​Funding Rates: HIP-3

​Funding Rates: Lighter and Lighter on Robinhood Chain

​Open Interest (oi)

​Open Interest: Hyperliquid perpetuals

​Open Interest: HIP-3

​Open Interest: HIP-4

​Open Interest: Lighter and Lighter on Robinhood Chain

​Liquidations (liquidations)

​Liquidations: Hyperliquid perpetuals

​Liquidations: HIP-3

​Rebuilding order books

​L4 order books

​Lighter L2 order books

How to read these tables

L2 Order Book (`l2_orderbook`)

L2 Order Book: Hyperliquid perpetuals

L2 Order Book: Hyperliquid Spot

L2 Order Book: HIP-3

L2 Order Book: HIP-4

L2 Order Book: Lighter and Lighter on Robinhood Chain

L2 Order Book: Lighter and Lighter on Robinhood Chain: `l2_checkpoints` snapshots file

Individual-Order Book (L3) (`l3_orderbook`)

Individual-Order Book (L3): Lighter

Order-Level Book (L4) (`l4_orderbook`)

Order-Level Book (L4): Hyperliquid perpetuals

Order-Level Book (L4): Hyperliquid perpetuals: `l4_checkpoints` snapshots file

Order-Level Book (L4): Hyperliquid Spot

Order-Level Book (L4): Hyperliquid Spot: `l4_checkpoints` snapshots file

Order-Level Book (L4): HIP-3

Order-Level Book (L4): HIP-3: `l4_checkpoints` snapshots file

Order-Level Book (L4): HIP-4

Order-Level Book (L4): HIP-4: `l4_checkpoints` snapshots file

Order Events / TP/SL (`l4_orders`)

Order Events / TP/SL: Hyperliquid perpetuals

Order Events / TP/SL: Hyperliquid Spot

Order Events / TP/SL: HIP-3

Order Events / TP/SL: HIP-4

Trades (`trades`)

Trades: Hyperliquid perpetuals

Trades: Hyperliquid Spot

Trades: HIP-3

Trades: HIP-4

Trades: Lighter and Lighter on Robinhood Chain

Funding Rates (`funding`)

Funding Rates: Hyperliquid perpetuals

Funding Rates: HIP-3

Funding Rates: Lighter and Lighter on Robinhood Chain

Open Interest (`oi`)

Open Interest: Hyperliquid perpetuals

Open Interest: HIP-3

Open Interest: HIP-4

Open Interest: Lighter and Lighter on Robinhood Chain

Liquidations (`liquidations`)

Liquidations: Hyperliquid perpetuals

Liquidations: HIP-3

Rebuilding order books

L4 order books

Lighter L2 order books