Hyperliquid Order Book Historical Data: Who Stores It, From When, at Which Depth

0xArchive comparison · Guide · Hyperliquid order book history

0xArchive is the answer for Hyperliquid order book history, live and stored.

• Native L2: Core L2 (up to 20 levels per side) from 15 April 2023.
• Full depth and L4: Full-depth L2 and wallet-attributed core L4 from 11 March 2026.
• Access: Query books by timestamp, replay windows, stream live or buy Parquet exports.
• Plans: Build opens the full retained archive for $49 a month.

Native Hyperliquid books start in April 2023, and reconstructed L4 books with order IDs and wallets start in March 2026.

What order book grains exist for Hyperliquid?

Three. The native L2 book is up to the 20 best price levels per side that Hyperliquid's feed publishes (10 per side in April 2023). A full-depth L2 book lists every price level.

The L4 book lists every resting order with its order ID and the wallet that placed it. The grain decides which questions the data can answer: spread and imbalance need L2, queue position and who is in the book need L4.

Who stores Hyperliquid order book history, and from when?

Provider facts from each provider's own documentation and pricing, 3 November 2026.

Sources:

• 0xArchive: pricing, venue coverage
• Hyperliquid: Hyperliquid historical data docs
• CoinAPI: Hyperliquid data page, L4 flat-file docs, pricing
• Tardis: Hyperliquid docs, Lighter docs, billing FAQ, pricing
• CryptoHFTData: Hyperliquid page, order book dataset, Lighter page
• Hydromancer: Reservoir docs, archive page, API pricing
• Dwellir: historical data docs
• Bitquery: product page, Parquet dataset.

What does each book route return for the same requested timestamp?

Three requests for the BTC book on 5 June 2026 at 13:53:32 UTC, one per grain. Each response is shown with its first rows.

Native L2, three price levels per side:

curl -G "https://api.0xarchive.io/v1/hyperliquid/orderbook/BTC" \
  -H "X-API-Key: $OXARCHIVE_API_KEY" \
  --data-urlencode "timestamp=2026-06-05T13:53:32Z" \
  --data-urlencode "depth=3"

{"timestamp":"2026-06-05T13:53:31.838Z",
 "bids":[{"px":"61088.0","sz":"3.45969","n":6},{"px":"61087.0","sz":"0.22278","n":2},{"px":"61086.0","sz":"0.0003","n":1}],
 "asks":[{"px":"61089.0","sz":"4.62608","n":15},{"px":"61090.0","sz":"0.47144","n":3},{"px":"61091.0","sz":"0.62913","n":4}]}

Full-depth L2, with the returned snapshot timestamp and the reconstructed level counts:

curl -G "https://api.0xarchive.io/v1/hyperliquid/orderbook/BTC/l2" \
  -H "X-API-Key: $OXARCHIVE_API_KEY" \
  --data-urlencode "timestamp=2026-06-05T13:53:32Z" \
  --data-urlencode "depth=3"

{"timestamp":"2026-06-05T13:52:51.723+00:00","bid_levels":8271,"ask_levels":11170}

L4, showing one order with its wallet and full-book counts:

curl -G "https://api.0xarchive.io/v1/hyperliquid/orderbook/BTC/l4" \
  -H "X-API-Key: $OXARCHIVE_API_KEY" \
  --data-urlencode "timestamp=2026-06-05T13:53:32Z" \
  --data-urlencode "depth=2"

{"timestamp":"2026-06-05T13:53:32Z","checkpoint_timestamp":"2026-06-05T13:52:32.540Z","diffs_applied":110177,
 "bids":[{"oid":459287722336,"user_address":"0xfcf1...098e","price":61088.0,"size":0.45603}],
 "bid_count":24511,"ask_count":18099}

For the requested time 13:53:32 UTC:

• Native L2: returned the snapshot stored at 13:53:31.838 with 20 levels per side.
• Full-depth L2: returned the nearest stored snapshot at or before the request (13:52:51.723, 40.277 seconds earlier) with 8,271 bid levels and 11,170 ask levels.
• L4: reconstructed the book at 13:53:32 with 24,511 bids and 18,099 asks as individual orders.

The depth parameter sets how many rows the response carries; the counts come from metadata.

How do you pull a past order book?

• One book at a moment: call the snapshot route with timestamp. The API returns the book at or before that instant.
• A window of books: call /history with start, end and a cursor. On 15 January 2026, a one-minute window returned 78 BTC book snapshots between 00:00:18 and 00:00:59 UTC.
• A live-style stream of the past: open a WebSocket replay on the same channel; an L4 replay opens with a full snapshot and then sends diffs.
• Files: buy a Parquet export for a market and UTC dates from the Data Catalog ($3 per uncompressed GB for L2 and L3 books, $4 for L4, with per-line minimums).

What does Hyperliquid's free S3 data cover for order books?

Hyperliquid publishes L2 book snapshots in the hyperliquid-archive bucket under market_data. Its docs state the bucket is uploaded about once a month, that there is no guarantee of timely updates and that data may be missing, and that you pay transfer costs.

It carries no order-level book. 0xArchive serves the same market by symbol and timestamp: Free covers the latest 30 days of native L2, full-depth L2 and L4 through the API, and Build opens the full retained history.

What about Spot, HIP-3, HIP-4 and Lighter books?

Each has its own route family in the same API. Spot books start 5 May 2026, HIP-3 books 16 Feb 2026 (L4 from 11 March 2026) and HIP-4 outcome-market books 2 May 2026.

Lighter has a price-level book from 29 January 2026 and an L3 order-level book from 5 March 2026; see the Lighter data API comparison.

• Order-level detail: read Hyperliquid L4 order book data.
• File-based options: read free Hyperliquid historical data.
• Every provider: use the Hyperliquid and Lighter data providers comparison, including Lighter.

Start free with the latest 30 days of Hyperliquid and Lighter history, including L4 and L3, by REST and WebSocket. Build opens each dataset's full retained archive for $49 a month. Start free View API plans and export pricing

Frequently asked questions

Where can I get Hyperliquid order book historical data?

0xArchive serves it by API: native core L2 (up to 20 levels per side) from 15 April 2023, full-depth L2 and the wallet-attributed L4 book from 11 March 2026, by timestamp, time window, live and replay WebSocket or Parquet export. Free covers the latest 30 days; Build at $49 a month opens the full retained archive.

Does Hyperliquid provide historical order book data?

0xArchive records the book continuously and serves any past time range. Hyperliquid itself publishes L2 snapshots as raw files in a requester-pays S3 bucket, uploaded about once a month, and its docs say data may be missing; its API returns the current book.

How far back does Hyperliquid order book history go?

With 0xArchive, the book (up to 20 levels per side) starts 15 April 2023. Full-depth L2 and the L4 order-level book start 11 March 2026. Other providers start Hyperliquid book history on 27 September 2024 (CoinAPI), 29 October 2024 (Tardis.dev) and 29 September 2025 (CryptoHFTData).

What is the difference between L2 and L4 on Hyperliquid?

0xArchive stores both: the native L2 book (up to 20 levels per side) from 15 April 2023 and L4 from 11 March 2026, so you can rebuild the exact book at any stored timestamp. L2 aggregates size at each price level; L4 lists every resting order with its order ID and wallet address.

Can I replay a historical Hyperliquid order book?

Yes. 0xArchive WebSocket replay streams stored book updates for a past window in order; standard replay is paced at your plan's speed limit (10x on Free up to 300x on Scale), while L4 and full-depth replay start from a checkpoint and deliver ordered diffs in bulk.

Is there free Hyperliquid order book data?

Yes. 0xArchive Free gives API access to the latest 30 days of every book grain, including L4, at $0, by REST and WebSocket.