This sample is provided for evaluating QuantFeatures data products under the QuantFeatures Sample Evaluation License (see LICENSE.md). Redistribution, resale, and production or live-trading use are not permitted without a separate agreement.

QuantFeatures Hyperliquid Features 2026 (Sample)

Research-ready, hourly and 10-minute features for Hyperliquid perpetuals, every UTC day of 2026: trade activity and flow, trade distributions, top of book, funding, open interest and liquidations. The previous UTC day is added each day (one-day delay).

Attribute	Value
Instruments	BCH, BNB, BTC, ETH, HYPE, XRP (quoted in USDC; the `quote` column reads `usdt`)
Days	Every UTC day, 2026-01-01 to 2026-11-10
Update	Daily, after 01:30 UTC, adds the previous UTC day
Interval	1 hour, 24 intervals per day; and 10 minutes, 144 intervals per day (configs ending `_10min`)

Feature version 3.1.0; 3,861,504 rows across 35 files.

Source

No third-party data vendor is involved.

2026-01-01 to 2026-11-04: Hyperliquid's own archived node trade fills, one row per trade, taken from the taker's fill. The archive has trades only, so QuoteBasic, FundingRate, OpenIntBasic, OpenIntPlus, OpenIntGradient start on 2026-11-05. Liquidations (LiqFlow, LiqStats) are flagged in these fills.
From 2026-11-05: Hyperliquid's public websocket trade, best bid/offer and asset context (funding, open interest, mark price) streams, recorded by QuantFeatures with exchange timestamps. The websocket has no liquidation stream, so LiqFlow, LiqStats end on 2026-11-04.
FundingPaid is the hourly funding settlement reported by Hyperliquid's public API, for the whole period, so it has no 10-minute config.

Load

from datasets import load_dataset

perp = load_dataset("QuantFeatures/hyperliquid-features", "TradeFlow", split="perp")

Or with pandas:

import pandas as pd
perp = pd.read_parquet("hf://datasets/QuantFeatures/hyperliquid-features/data/TradeFlow/perp.parquet")

# 10-minute intervals
perp_10min = pd.read_parquet("hf://datasets/QuantFeatures/hyperliquid-features/data/10min/TradeFlow/perp.parquet")

Modules (configs)

Config	Family	Input	Interval	Days	Columns	Rows
`TradeFlow`	Trade activity	Exchange trades	1 h	2026-01-01 to 2026-11-10	45	45,216
`TradeTick`	Extended trade activity	Exchange trades	1 h	2026-01-01 to 2026-11-10	33	45,216
`TradeCovar`	Trade relationships	Exchange trades	1 h	2026-01-01 to 2026-11-10	30	45,216
`TradeCovarPlus`	Extended trade relationships	Exchange trades	1 h	2026-01-01 to 2026-11-10	54	45,216
`TradeStats`	Trade distribution	Exchange trades	1 h	2026-01-01 to 2026-11-10	24	45,216
`TradeGroup`	Trade grouping	Exchange trades	1 h	2026-01-01 to 2026-11-10	123	45,216
`TradeGroupPlus`	Grouped trade distribution	Exchange trades	1 h	2026-01-01 to 2026-11-10	124	45,216
`TradeLarge`	Trade tails	Exchange trades	1 h	2026-01-01 to 2026-11-10	123	45,216
`TradeGradient`	Trade dynamics	Exchange trades	1 h	2026-01-01 to 2026-11-10	42	45,216
`TradeImpact`	Trade dynamics	Exchange trades	1 h	2026-01-01 to 2026-11-10	42	45,216
`QuoteBasic`	Top of book	Best-bid/offer quotes	1 h	2026-11-05 to 2026-11-10	71	864
`FundingRate`	Funding	Derivative ticker feed	1 h	2026-11-05 to 2026-11-10	33	864
`FundingPaid`	Funding	Funding settlements (exchange API)	1 h	2026-01-01 to 2026-11-10	9	45,216
`LiqFlow`	Liquidations	Liquidation feed	1 h	2026-01-01 to 2026-11-04	15	44,352
`LiqStats`	Extended liquidations	Liquidation feed	1 h	2026-01-01 to 2026-11-04	77	44,352
`OpenIntBasic`	Open interest	Derivative ticker feed	1 h	2026-11-05 to 2026-11-10	33	864
`OpenIntPlus`	Extended open interest	Derivative ticker feed	1 h	2026-11-05 to 2026-11-10	45	864
`OpenIntGradient`	Open-interest dynamics	Derivative ticker feed	1 h	2026-11-05 to 2026-11-10	39	864
`TradeFlow_10min`	Trade activity	Exchange trades	10 min	2026-01-01 to 2026-11-10	45	271,296
`TradeTick_10min`	Extended trade activity	Exchange trades	10 min	2026-01-01 to 2026-11-10	33	271,296
`TradeCovar_10min`	Trade relationships	Exchange trades	10 min	2026-01-01 to 2026-11-10	30	271,296
`TradeCovarPlus_10min`	Extended trade relationships	Exchange trades	10 min	2026-01-01 to 2026-11-10	54	271,296
`TradeStats_10min`	Trade distribution	Exchange trades	10 min	2026-01-01 to 2026-11-10	24	271,296
`TradeGroup_10min`	Trade grouping	Exchange trades	10 min	2026-01-01 to 2026-11-10	123	271,296
`TradeGroupPlus_10min`	Grouped trade distribution	Exchange trades	10 min	2026-01-01 to 2026-11-10	124	271,296
`TradeLarge_10min`	Trade tails	Exchange trades	10 min	2026-01-01 to 2026-11-10	123	271,296
`TradeGradient_10min`	Trade dynamics	Exchange trades	10 min	2026-01-01 to 2026-11-10	42	271,296
`TradeImpact_10min`	Trade dynamics	Exchange trades	10 min	2026-01-01 to 2026-11-10	42	271,296
`QuoteBasic_10min`	Top of book	Best-bid/offer quotes	10 min	2026-11-05 to 2026-11-10	71	5,184
`FundingRate_10min`	Funding	Derivative ticker feed	10 min	2026-11-05 to 2026-11-10	33	5,184
`LiqFlow_10min`	Liquidations	Liquidation feed	10 min	2026-01-01 to 2026-11-04	15	266,112
`LiqStats_10min`	Extended liquidations	Liquidation feed	10 min	2026-01-01 to 2026-11-04	77	266,112
`OpenIntBasic_10min`	Open interest	Derivative ticker feed	10 min	2026-11-05 to 2026-11-10	33	5,184
`OpenIntPlus_10min`	Extended open interest	Derivative ticker feed	10 min	2026-11-05 to 2026-11-10	45	5,184
`OpenIntGradient_10min`	Open-interest dynamics	Derivative ticker feed	10 min	2026-11-05 to 2026-11-10	39	5,184

Full field definitions are in the Feature Catalog.

Record semantics

Each row is one instrument in one half-open UTC interval [start_time_utc, end_time_utc).
exch, type, base, and quote identify the instrument; rows are sorted by start_time_utc, exch, then base.
An interval's information is complete only at end_time_utc. Use end_time_utc as the availability time to avoid look-ahead bias.
NaN means unavailable or not validly computable, never zero. Integer counts are null only in masked intervals (see below). A missing row is not zero activity.
Days are consecutive: each day's stateful values (previous close, up/down state) carry over from the previous day's last interval. On 2026-11-05, where the source changes, they start fresh.
Prices are in USDC, volumes in the base asset, and _bps fields in basis points.

See the Data specification and Coverage for details. manifest.json lists row counts, coverage, and a SHA-256 checksum for every file.

Intervals with limited or no data

Exchanges and data recorders have outages and maintenance windows. When our recording is interrupted for 60 seconds or more, every interval that overlaps the interruption has all feature values NaN (counts null); the rows are kept. FundingPaid comes from the exchange API and is not affected. Masked intervals:

2026-11-05, 1-hour intervals starting 00:00, 01:00 UTC: recording interrupted 00:57:40 to 01:32:27 UTC
2026-11-06, 1-hour intervals starting 00:00 UTC: recording interrupted 00:50:54 to 00:54:42 UTC
2026-11-07, 1-hour intervals starting 08:00 UTC: recording interrupted 08:18:12 to 08:20:17 UTC
2026-11-05, 10-minute intervals starting 00:50, 01:00, 01:10, 01:20, 01:30 UTC: recording interrupted 00:57:40 to 01:32:27 UTC
2026-11-06, 10-minute intervals starting 00:50 UTC: recording interrupted 00:50:54 to 00:54:42 UTC
2026-11-07, 10-minute intervals starting 08:10, 08:20 UTC: recording interrupted 08:18:12 to 08:20:17 UTC

License

QuantFeatures Sample Evaluation License (LICENSE.md): you may use this sample internally to sample and review QuantFeatures data products. Redistribution, resale, production use, reconstructing underlying market data, and reverse-engineering the feature methods are not permitted without a separate agreement. No raw exchange or vendor data is included. Not investment advice.

Full data

10-minute intervals as they end (the last 7 days, updated every 10 minutes) are in QuantFeatures/hyperliquid-live-features. Full history for all Hyperliquid perpetuals (about 180) and other intervals up to 3 hours are available on request.

Contact

Full history, other intervals or instruments, and commercial licensing: QuantFeatures@gmail.com

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