OHLCV Data - Aggregated Candlestick Data
Pre-aggregated candlestick data (Open, High, Low, Close, Volume) for all Hyperliquid perpetual markets, optimized for charting, technical analysis, and portfolio tracking.
What is OHLCV Data?#
OHLCV data aggregates individual trades into time-based intervals, providing standardized price bars used for technical analysis and charting. Each candle summarizes all trading activity within its time window.
Available Intervals#
| Interval | Description | Typical Use Case |
|---|---|---|
| 1s | 1 second | High-frequency strategy analysis |
| 1m | 1 minute | Intraday trading, scalping |
| 5m | 5 minutes | Day trading, short-term trends |
| 15m | 15 minutes | Swing trade entries |
| 1h | 1 hour | Intraday trend analysis |
| 4h | 4 hours | Swing trading, key levels |
| 1d | 1 day | Portfolio tracking, long-term trends |
Available Markets#
OHLCV data covers all perpetual contracts on Hyperliquid, including:
Major Pairs
- BTC-PERP
- ETH-PERP
- SOL-PERP
- ARB-PERP
- DOGE-PERP
- AVAX-PERP
- MATIC-PERP
- LINK-PERP
- OP-PERP
- APT-PERP
Full Coverage All perpetual markets listed on Hyperliquid are available, including newly launched pairs.
Data Schema#
timestamp, open, high, low, close, volume, trades_count, vwap
| Field | Type | Description |
|---|---|---|
timestamp | ISO-8601 | Candle open time (UTC) |
open | decimal | First trade price in interval |
high | decimal | Highest trade price in interval |
low | decimal | Lowest trade price in interval |
close | decimal | Last trade price in interval |
volume | decimal | Total volume traded (in base currency) |
trades_count | integer | Number of trades in interval |
vwap | decimal | Volume-weighted average price |
Example Record#
- CSV
- JSON
- Parquet Schema
timestamp,open,high,low,close,volume,trades_count,vwap
2025-01-15T14:00:00Z,96543.20,96891.50,96482.10,96789.00,1247.832,8421,96672.15
2025-01-15T15:00:00Z,96789.00,97102.80,96654.30,97045.60,1532.109,9876,96912.44
[
{
"timestamp": "2025-01-15T14:00:00Z",
"open": "96543.20",
"high": "96891.50",
"low": "96482.10",
"close": "96789.00",
"volume": "1247.832",
"trades_count": 8421,
"vwap": "96672.15"
},
{
"timestamp": "2025-01-15T15:00:00Z",
"open": "96789.00",
"high": "97102.80",
"low": "96654.30",
"close": "97045.60",
"volume": "1532.109",
"trades_count": 9876,
"vwap": "96912.44"
}
]
message ohlcv {
required int64 timestamp (TIMESTAMP_MILLIS);
required double open;
required double high;
required double low;
required double close;
required double volume;
required int32 trades_count;
required double vwap;
}
Available Formats#
| Format | Best For | Compression |
|---|---|---|
| CSV | Quick analysis, spreadsheet import | Gzip available |
| Parquet | Large datasets, columnar queries | Native compression |
| JSON | API integration, web applications | Gzip available |
Parquet format recommended for datasets larger than 1GB due to efficient compression and columnar query performance.
Delivery Options#
| Method | Status | Description |
|---|---|---|
| Bulk Download | Available | Full historical archive with daily updates |
| REST API | Coming Soon | Query by symbol, interval, date range |
Use Cases#
Technical Analysis#
Build charts with standard candlestick patterns, moving averages, and technical indicators. The VWAP field enables institutional-grade analysis without additional computation.
Portfolio Tracking#
Track portfolio performance over time with daily OHLCV data. Calculate returns, volatility, and correlation metrics across your holdings.
ML Feature Engineering#
Generate features for machine learning models including price momentum, volatility regimes, and pattern recognition inputs. Multiple timeframes enable multi-scale feature construction.
Dashboard Development#
Power trading dashboards and monitoring tools with consistent, pre-aggregated data. Reduce client-side computation and database load.
Sample Data#
A sample dataset is available for evaluation:
Sample Contents:
- 24 hours of 1-minute data for BTC-PERP
- All fields included
- CSV and Parquet formats
Contact ben@dwellir.com to request sample data.
Related Data Products#
| Need | Recommendation |
|---|---|
| Individual trade executions | Tick Data |
| Complete blockchain state | Archival Data |
| Real-time price updates | Order Book Server |
Data Quality#
- Completeness: Continuous data with no gaps in trading hours
- Accuracy: Aggregated from verified tick-level trade data
- Consistency: Standardized schema across all symbols and intervals
Access#
Contact the Dwellir team for OHLCV data access:
Email: ben@dwellir.com
Include in your request:
- Symbols required (or "all perpetuals")
- Intervals needed
- Date range
- Preferred format (CSV, Parquet, JSON)
- Delivery preference (API access or bulk download)