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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.

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QuantFeatures Hyperliquid Hourly Features, Continuous (Sample)

Research-ready, hourly features derived from historical Hyperliquid market data: trade activity and flow, trade distributions, funding, and liquidations. This sample lets you evaluate coverage, schema, and data quality before licensing the full product.

Attribute Value
Venue Hyperliquid
Instruments BCH, BNB, BTC, ETH, HYPE, XRP (quoted in USDC)
Markets (splits) perp (perpetual)
Sample days Every UTC day, 2026-01-01 through 2026-11-02
Interval 1 hour, 24 intervals per sample day
Feature version 3.1.0
Rows 572,832 across 13 files

Source

Built from Hyperliquid's own archived tick data: the node trade fills it publishes for every block, one row per trade, taken from the taker's fill. Funding rates paid (FundingPaid) are the hourly settlements reported by Hyperliquid's public API. No third-party data vendor is involved.

Load

from datasets import load_dataset

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

Or with pandas:

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

Modules (configs)

Config Family Input Splits Columns Rows
TradeFlow Trade activity Exchange trades perp 45 44,064
TradeTick Extended trade activity Exchange trades perp 33 44,064
TradeCovar Trade relationships Exchange trades perp 30 44,064
TradeCovarPlus Extended trade relationships Exchange trades perp 54 44,064
TradeStats Trade distribution Exchange trades perp 24 44,064
TradeGroup Trade grouping Exchange trades perp 123 44,064
TradeGroupPlus Grouped trade distribution Exchange trades perp 124 44,064
TradeLarge Trade tails Exchange trades perp 123 44,064
TradeGradient Trade dynamics Exchange trades perp 42 44,064
TradeImpact Trade dynamics Exchange trades perp 42 44,064
FundingPaid Funding Funding settlements (exchange API) perp 9 44,064
LiqFlow Liquidations Liquidation feed perp 15 44,064
LiqStats Extended liquidations Liquidation feed perp 77 44,064

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, 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; there are no nulls. Integer counts are always defined. 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 hourly interval.
  • Prices are in the quote currency (USDC; the quote column and path label read usdt), 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.

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

Full history for all Hyperliquid perpetuals (about 180), other intervals from 10 minutes to 3 hours, and a daily update are available on request.

Contact

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

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