Tick Data - Historical Trade Executions
Explore processed Hyperliquid trade-execution records with millisecond source timestamps. Tick-by-tick data is derived from node_fills_by_block for backtesting and market analysis.
Hyperliquid RPC endpoint: endpoint URLs, plans and pricing.
Processed Hyperliquid trade-execution records derived from node_fills_by_block and shaped for analysis workflows.
What is Tick Data?
Tick data represents individual execution rows rather than aggregated OHLCV bars. Each available row preserves source timing, size, and side for higher-resolution market analysis.
Source: Processed from the node_fills_by_block generation of the archival fill data in the S3 Bucket, available from 2025-07-27 to today. Confirm processed availability for requested symbols and dates with support.
Processed Tick Data Schema
Dwellir processes node_fills_by_block into a simplified tick format optimized for analysis:
timestamp, pair, price, size, side, trade_id, user_address, block_number| Field | Type | Description |
|---|---|---|
timestamp | milliseconds | Trade execution time (from time field) |
pair | string | Trading pair (from coin field, e.g., BTC-PERP) |
price | decimal | Execution price (from px) |
size | decimal | Trade size (from sz) |
side | string | Buy (B) or Ask (A) |
trade_id | integer | Source trade ID; group globally by pair and trade_id |
user_address | hex | User wallet address |
block_number | integer | Block height for sequencing |
Timestamp Precision
Timestamps are recorded in milliseconds from the source time field. Order rows by block_number and timestamp; use (pair, trade_id) when grouping or deduplicating matches rather than assuming trade IDs are sequential or globally unique.
Example Records
timestamp,pair,price,size,side,trade_id,user_address,block_number
1753606210273,BTC-PERP,118136.0,0.00009,B,161270588369408,0x7839e2f2c375dd2935193f2736167514efff9916,676607012
1753606210274,BTC-PERP,118136.5,0.00025,B,161270588369409,0xa68c548f3acd23a7fe3e867cc47f302559794419,676607012
1753606210275,BTC-PERP,118135.8,0.00010,A,161270588369410,0x5ac99df645f3414876c816caa18b2d234024b487,676607013Extended Fields (Optional)
For advanced use cases, additional fields from the source data can be included:
| Field | Description |
|---|---|
dir | Trade direction (Open Long, Close Short, etc.) |
closedPnl | Realized PnL from closed positions |
fee | Trading fee |
crossed | Whether order crossed the spread |
builder | Block builder address |
builderFee | Fee paid to builder |
Data Volume
Hyperliquid processes significant trading volume. Typical daily volumes:
| Metric | Approximate Value |
|---|---|
| Daily trades | 5-15 million |
| Daily file size (compressed) | 500MB - 2GB |
| Peak trades per second | 10,000+ |
Parquet format recommended for datasets larger than 1GB due to compression efficiency and columnar query performance.
Available Formats
| Format | Compression | Best For |
|---|---|---|
| CSV | Gzip | Quick analysis, streaming ingestion |
| Parquet | Snappy/Zstd | Large-scale analysis, columnar queries |
Delivery Options
| Method | Status | Description |
|---|---|---|
| Bulk Download | Confirm with support | Requested historical exports and delivery cadence |
| REST API | Coming Soon | Query-based access with filtering |
Use Cases
Backtesting Execution Strategies
Test execution algorithms against real historical fills. Measure expected slippage, fill rates, and execution quality at specific order sizes.
Slippage Analysis
Calculate actual slippage for different order sizes and market conditions. Build slippage models for execution cost estimation.
Market Impact Modelling
Study how order flow affects prices. Measure temporary and permanent impact for different trade sizes and market states.
Address Tracking and Flow Analysis
Identify large traders and track their activity patterns. Monitor address-level flow for market intelligence.
Cumulative Delta Analysis
Compute buy/sell volume imbalances in real-time. Track order flow momentum and divergences.
Derived Metrics
In addition to raw tick data, derived metrics are available:
| Metric | Description |
|---|---|
| Buy/Sell Volume | Per-interval volume breakdown by side |
| Large Trade Flags | Trades exceeding configurable size thresholds |
| Cumulative Delta | Running sum of signed volume |
| VWAP | Volume-weighted average price per interval |
Sample Data
Ask support whether a sample dataset is available for your requested symbols, dates, and schema.
Sample Contents:
- Example time window and symbols
- Confirmed core or extended fields
- Requested delivery format
Contact support@dwellir.com to request sample data.
Related Data Products
| Need | Recommendation |
|---|---|
| Aggregated price bars | OHLCV Data |
| Raw source data | Historical Data |
| Real-time trade stream | Order Book Server - Trades |
Data Quality
- Ordering and identity: Order by block and time; group or deduplicate using
(pair, trade_id) - Timestamp Accuracy: Millisecond precision from source
timefield
Access
Contact the Dwellir team for tick data access:
Email: support@dwellir.com
Include in your request:
- Symbols required (or "all perpetuals")
- Date range
- Preferred format (CSV or Parquet)
- Fields needed (core or extended)
- Filtering requirements (optional: size thresholds, specific addresses)
- Delivery preference (bulk download or streaming)
Historical Data
Hyperliquid historical data for backtesting and research: archive coverage, formats, compressed byte size, file count, access, and pricing.
Research and validation
Validate Hyperliquid archives, TWAP fills, and liquidations. Understand historical mark and oracle prices, account risk, balances, margin, order-book snapshot reconstruction, and commercial data use.