Lighter L3 order book snapshots
Resting orders with order and account indexes. Up to 250 orders per side.
Comprehensive coverage to answer the toughest quantitative questions
18+ ultra-low latency endpoints for more accurate backtests and richer analysis.
Trades
Maker and taker fill rows with price, size, order IDs, fees, account indexes, and position context.
- History from
- Jan 2025
- Resolution
- Per fill · maker + taker
Native L2 order book
Tick-level aggregated books with checkpoint and delta history for spread, impact, replay, and depth analysis.
- History from
- Jan 2026
- Resolution
- Tick-level
- Depth
- All levels
Funding + open interest
Raw funding rate, open interest, index price, and mark price for basis, carry, and perpetuals risk analysis.
- History from
- Aug 2025
- Resolution
- ~10 sec updates
L3 order book
Order-level snapshots with price, remaining_size, order_index, and owner_account_index fields.
- History from
- Mar 2026
- Resolution
- Individual resting orders
- Depth
- Up to 250 orders per side
Access Lighter data wherever your code lives
Stream and query current data, replay stored history, and use MCP, or export Parquet data straight to email.
- Current and historical REST API
Query current snapshots and historical time ranges for exact Lighter symbols from notebooks, services, and dashboards.
View Lighter REST routes - Real-time WebSocket streaming and replay
Stream live order books, trades, funding, and open interest, or replay stored history over WebSocket. Candles and L3 order-level books are replay-only.
Read WebSocket documentation - Parquet data exports
Run larger Lighter studies without owning capture infrastructure.
Browse Lighter exports - MCP access
Bring Lighter market data into coding agents and MCP-compatible research workflows.
Connect with MCP - SDKs and documentation
Move from a documented request to a repeatable workflow quickly.
Explore SDKs