Trade Data - Historical Trading Information

Overview

Hyperliquid provides comprehensive historical trade data through Amazon S3 archives. This data includes all trading activity on the platform, from early node trades to current block-based fills, enabling deep market analysis and backtesting.

Historical data is stored in S3 at s3://hl-mainnet-node-data/ with different formats corresponding to different time periods in Hyperliquid's evolution.

Data Evolution Timeline

Hyperliquid's trade data format has evolved through three distinct phases:

1. Node Trades (March 22, 2025 - May 25, 2025)

Early phase trade records with basic execution information and side details.

2. Node Fills (May 25, 2025 - July 27, 2025)

Enhanced fill records with PnL tracking and fee information.

3. Node Fills by Block (July 27, 2025 - Current)

Current format organizing fills by block with complete transaction context.

Data Format Descriptions

Node Trades Format

The node_trades format captures basic trade execution data:

{
  "coin": "PURR",
  "side": "B",
  "time": "2025-03-22T23:00:00.000984711",
  "px": "0.12928",
  "sz": "1547.0",
  "hash": "0x0000000000000000000000000000000000000000000000000000000000000000",
  "trade_dir_override": "Na",
  "side_info": [
    {
      "user": "0xa68c548f3acd23a7fe3e867cc47f302559794419",
      "start_pos": "2462968.0",
      "oid": 81305166697,
      "twap_id": 568722,
      "cloid": null
    },
    {
      "user": "0xecb63caa47c7c4e77f60f1ce858cf28dc2b82b00",
      "start_pos": "-15493993.0",
      "oid": 81305141429,
      "twap_id": null,
      "cloid": "0x6640b7cba22f65c630e7fb18b18819b6"
    }
  ]
}

Field Descriptions:

• coin: Trading pair symbol
• side: Buy (B) or Sell (A)
• time: Execution timestamp (ISO 8601)
• px: Execution price
• sz: Trade size
• hash: Transaction hash
• trade_dir_override: Direction override flag
• side_info: Array containing details for both sides of the trade
  • user: Wallet address
  • start_pos: Position before trade
  • oid: Order ID
  • twap_id: TWAP order ID (if applicable)
  • cloid: Client order ID

Node Fills Format

The node_fills format includes comprehensive fill information with PnL calculations:

[
  "0xe3b6e3443c8f2080704e7421bad9340f13950acb",
  {
    "coin": "ETH",
    "px": "2511.2",
    "sz": "0.486",
    "side": "B",
    "time": 1748183573109,
    "startPosition": "-946.9372",
    "dir": "Close Short",
    "closedPnl": "-2.5515",
    "hash": "0x71fe8c1aa48f3a43971504242beb2502023600245b77a4f664b49f10a236d9e2",
    "oid": 97128733943,
    "crossed": false,
    "fee": "-0.036613",
    "tid": 995829841758483,
    "cloid": "0x00000000000000002bca2ffb27459396",
    "feeToken": "USDC"
  }
]

Field Descriptions:

• First element: User wallet address
• Fill object:
  • coin: Trading pair
  • px: Fill price
  • sz: Fill size
  • side: Buy (B) or Ask (A)
  • time: Unix timestamp (milliseconds)
  • startPosition: Position before fill
  • dir: Trade direction (Open Long, Close Short, etc.)
  • closedPnl: Realized PnL from closed positions
  • hash: Transaction hash
  • oid: Order ID
  • crossed: Whether order crossed the spread
  • fee: Trading fee (negative for maker, positive for taker)
  • tid: Trade ID
  • cloid: Client order ID
  • feeToken: Currency used for fees

Node Fills by Block Format

The current node_fills_by_block format organizes fills within block context:

{
  "local_time": "2025-07-27T08:50:10.334741319",
  "block_time": "2025-07-27T08:50:10.273720809",
  "block_number": 676607012,
  "events": [
    [
      "0x7839e2f2c375dd2935193f2736167514efff9916",
      {
        "coin": "BTC",
        "px": "118136.0",
        "sz": "0.00009",
        "side": "B",
        "time": 1753606210273,
        "startPosition": "-1.41864",
        "dir": "Close Short",
        "closedPnl": "-0.003753",
        "hash": "0xe7822040155eaa2e737e042854342401120052bbf063906ce8c8f3babe853a79",
        "oid": 121670079265,
        "crossed": false,
        "fee": "-0.000212",
        "tid": 161270588369408,
        "cloid": "0x09367b9f8541c581f95b02aaf05f1508",
        "feeToken": "USDC",
        "builder": "0x49ae63056b3a0be0b166813ee687309ab653c07c",
        "builderFee": "0.005528"
      }
    ]
  ]
}

Field Descriptions:

• local_time: Local server timestamp
• block_time: Blockchain block timestamp
• block_number: Block height
• events: Array of fill events in the block
  • Each event contains user address and fill object
  • Additional fields vs. node_fills:
    • builder: Block builder address (if applicable)
    • builderFee: Fee paid to block builder

Accessing Data

For pre-processed and indexed historical data optimized for queries and analysis, Dwellir provides custom data solutions.

Available Services

• Indexed Trade Database: Query historical trades by symbol, time, user
• Custom Data Pipelines: Tailored data processing for specific use cases

Contact Information

To access Dwellir's indexed Hyperliquid data services:

📧 Contact: ben@dwellir.com

Dwellir can provide:

• REST APIs for historical data queries
• Real-time data streaming solutions
• Custom data exports and reports
• Integration support for your applications

Use Cases

• Backtesting: Test trading strategies against historical data
• Market Analysis: Study price movements and trading patterns
• Risk Management: Analyze historical volatility and correlations
• Compliance: Maintain audit trails of trading activity
• Research: Academic and quantitative research on market microstructure

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Access comprehensive Hyperliquid historical data through S3 archives or leverage Dwellir's indexed data services for optimized queries and analysis. Contact Us →