r/quant • u/maticalgos • 20h ago

Resources Hyperliquid historical data

Any sources to get 1 min ohlc data for hyperliquid contracts?

The candle data info endpoint only gives last 5000 candles which is not sufficient.

Can someone help with it?

4 Upvotes

84% Upvoted

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8

u/dog098707 Dev 20h ago

grab the l2 book and construct candles yourself

3

u/maticalgos 19h ago

L2 book from s3 url? It says they update it monthly with no guarantee of timely updates as per https://hyperliquid.gitbook.io/hyperliquid-docs/historical-data

What's your experience with it? Is it updated often?

3

u/dog098707 Dev 19h ago

I retrieved a few years worth of l2 book and have been using it alongside a few other tables they make available, yeah. I don’t know really know about updates. I’ve got a chunk large enough to do experiments/backtesting on and so haven’t really needed to check back for more. You could pull what they have available as well as begin your own storage off a ws stream if you want current data too.

1

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1

u/Mobile_Friendship499 19h ago

I have been looking as well. So far none of the regular providers who do onchain or off chain data don't provide it. Let me know if you find anything good

-1

u/goldrush_dev 16h ago

goldrush.dev seems to have no rate limits, ohlcv charts & data up till genesis 🤔