Historical data families
What to record with every pull
Carry the same fields from the first request through to the final file or chart. Without them, a dataset is hard to reproduce even when 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 Bulk Exports from the Data Catalog 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 the route, parameters, time window, cursor chain,
meta.request_id, and data-quality result with the output.