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Each Bulk Exports data type has a schema key. This page shows what each key delivers, where it is available, which dates you can order, and how the price is worked out. For the exact columns of every file, see File columns.

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Schema matrix

Every file is Apache Parquet compressed with zstd, one file per market and schema key for the selected range, named <symbol>_<data type>_<start>_to_<end>.parquet. Each order also includes a README.md with the exact columns and types of its files. The bold name is the label the Data Catalog shows. Each schema key has the same coverage key in the symbols feed, except l2_orderbook, whose coverage key is orderbook. Snapshot files record the state at regular intervals. Change and event files record each change as it happened; to rebuild a book from them, start from a snapshot file and apply the changes in order, as described in Rebuilding order books. An l4_orderbook export includes checkpoint files, one for every seven days of the range, and a Lighter l2_orderbook export includes a file of full-book snapshots (l2_checkpoints). Neither snapshot file can be ordered on its own. Candles and order flow have no standalone export schema. For files, export trades and aggregate to candles, or export l4_orders and aggregate to order flow.

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Availability by venue

  • l2_orderbook and trades: Hyperliquid perpetuals, Spot, HIP-3, HIP-4, Lighter, and Lighter on Robinhood Chain.
  • l3_orderbook: Lighter only.
  • l4_orderbook and l4_orders: Hyperliquid perpetuals, Spot, HIP-3, and HIP-4.
  • funding: Hyperliquid perpetuals, HIP-3, Lighter, and Lighter on Robinhood Chain.
  • oi: Hyperliquid perpetuals, HIP-3, HIP-4, Lighter, and Lighter on Robinhood Chain.
  • liquidations: Hyperliquid perpetuals and HIP-3.
Lighter on Robinhood Chain uses the exchange key rh-lighter. Its perpetual markets export l2_orderbook, trades, funding, and oi; its USDG spot markets export l2_orderbook and trades. Each market’s catalog page in the Data Catalog shows the set available for that market.

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Dates you can order

  • Each data type has its own first date, shown under Select data schemas on the market’s catalog page.
  • When you select several data types, or several HIP-4 outcome sides, the range starts at the latest of their first dates. Clearing a data type that starts later lets you reach further back.
  • A live market’s range can end today. A settled HIP-4 outcome’s range ends on its settlement date.
  • The Data Catalog starts with a 90-day range when there is that much history, and otherwise with all of it. A custom range has to stay inside the dates the catalog offers.
To work out these dates in code, see Find markets in code. Some export start dates are later than a market’s coverage in the symbols feed. Through the export flow, Hyperliquid perpetual and Spot trades start on 2025-03-22, and Hyperliquid perpetual liquidations start on 2025-12-22. Hyperliquid Spot L4 order events start on 2026-03-10, Spot L4 order books on 2026-03-11, and Spot L2 order books on 2026-05-05. Lighter trades exports on both deployments end at the last finalized trade, the same boundary the REST trade routes report as meta.finalized_through.

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Pricing

  • Per line. Each line of an order, one market and one schema key over its date range, costs the rate per GB in the matrix times the line’s data size, measured uncompressed. If that is below the schema key’s minimum, the line costs the minimum.
  • Per order. An order’s subtotal is at least $10.
  • Export credits apply to the subtotal first.
  • Volume discount. What remains after credits gets 10% off from $250, or 20% off from $2,500.
  • The quote shows the size, rows, and price of each line before you pay. A quote made while signed in keeps its price for 24 hours.
A worked quote for one line of exactly 100 GB of L4 order book data, paid partly with $50 of export credits: Paid plans include monthly export credits: $50 on Build, $300 on Pro, and $1,500 on Scale. Enterprise amounts are set per contract. Credits do not expire. Each month’s allocation adds at most the monthly amount and never takes your balance above twice the monthly amount; once your balance is at that cap, nothing is added that month, and nothing already in your balance is removed. Plan prices are on the pricing page.

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Joining files to API data

  • 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. HIP-3, Spot, and HIP-4 files use A.
  • Spot symbols. Spot files hold the wire-format coin (PURR/USDC or @<index>), not the dashed pair name (HYPE-USDC) used in the Data Catalog and REST paths.
  • Order book depth. L2 snapshots are not L3 individual orders or L4 per-order records. Keep L4 order book files and L4 order event files apart from each other and from order-book JSON responses.
  • HIP-4 prices are implied probabilities between 0 and 1, not USD prices. Keep the outcome side and event with the data.
  • HIP-3 symbols keep the builder prefix, such as xyz:CL.
  • Lighter on Robinhood Chain files stay apart from Lighter mainnet files even when the symbol text matches.

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Next step

Open the Data Catalog

Pick a market and the data types you need, and see the quote.
Last modified on October 6, 2026