Use the right source for the time horizon
The Info endpoint serves recent and bounded historical queries for supported request types. WebSocket subscriptions are appropriate for ongoing capture. Public S3 archives provide selected bulk historical records for advanced users.
No single source contains every market, account and chain event forever. Define the required fields, retention horizon and acceptable gaps before choosing an ingestion path.
| Source | Best for | Main limitation |
|---|---|---|
| Info API | Recent snapshots and account queries | Request windows and rate limits |
| WebSocket | Forward real-time collection | Reconnect and gap recovery |
| S3 archives | Bulk books, contexts, fills and blocks | Requester cost and incomplete updates |
What the documented archives contain
The hyperliquid-archive bucket documents L2 book snapshots and asset contexts. Separate hl-mainnet-node-data paths contain fills by block, older trade formats, explorer blocks, replica commands and miscellaneous events such as transfers, staking and funding.
The archive documentation explicitly says monthly uploads are not guaranteed to be timely and data may be missing. Do not backfill silently with fabricated rows or forward-filled trades.
Requester-pays means downloads can cost money
S3 archive examples use the AWS CLI with requester-pays enabled and LZ4-compressed files. Estimate object sizes and transfer charges before downloading broad date ranges.
Keep raw immutable files, record source paths and checksums, and transform into a separate versioned dataset. That preserves provenance when parsers or field interpretations change.
A defensible capture pipeline
For tax, accounting or execution research, verify whether the dataset represents fills, orders, transfers or mark-to-market values. Those are different records and should not be substituted for one another.
- Take a REST snapshot before accepting streaming deltas.
- Detect heartbeats, reconnect and resubscribe.
- Record raw numeric strings and event timestamps.
- Deduplicate fills and reconcile gaps after reconnect.
- Label missing periods instead of interpolating silently.