Pipeline running — data updated daily

Institutional-grade
market microstructure

Name: Hyperliquid, Polymarket, and Ethereum DEX Market Microstructure Data
Creator: L1 Ticks

Market microstructure data for Hyperliquid, Polymarket, and Ethereum Uniswap V3. Order flow, canonical CLOB orderbook ticks, DEX logs, decoded events, 1-minute bars, and archive-state snapshots.

Get Free Sample → View Data Catalog

orders · BTC-PERP tape sample

time	side	px	sz	wallet
14:02:11.304	BUY	68,421.5	0.42	0x7a…c1
14:02:11.891	SELL	68,420.0	1.10	0x3f…9b
14:02:12.044	BUY	68,422.0	0.08	0x91…2e
14:02:12.510	SELL	68,419.5	2.00	0xcd…44
14:02:13.102	BUY	68,423.0	0.55	0x12…a8
14:02:13.667	BUY	68,424.5	0.15	0x6b…f0
14:02:14.220	SELL	68,421.0	0.90	0xee…17

10 HL Perps

1 BTC HF Book

CLOB PM Orderbook

24 DEX Pools

30B+ Rows Delivered

99.7% Uptime

2000+ Kaggle DLs

Daily Data Updates

What You Can Build

Real use cases. Not hypothetical demos.

Smart Money Detection

Track wallet-level order flow to identify informed traders. Cluster wallets by behavior, detect accumulation/distribution patterns before price moves.

⇄

Execution Quality Analysis

Maker/taker attribution with per-fill fees. Model slippage, measure fill rates, and benchmark execution quality across venues.

ML Signal Engineering

Block-sequenced features with causal ordering guaranteed. Build order flow imbalance, cancel ratios, and toxicity signals for price prediction models.

◈

Market Microstructure Research

20-level orderbook snapshots + funding rate dynamics across 10 assets. Study liquidity provision, OBI signals, and cross-asset correlations on a fully on-chain exchange.

▣

Canonical Tick Replay

Replay hourly Parquet orderbook files to rebuild bars, filters, joins, and event studies from canonical CLOB ticks.

⇌

Orderbook Reconstruction

Use book snapshots and price-change rows to reconstruct market state, inspect liquidity changes, and audit bid-ask dynamics.

⌁

Custom Feature Engineering

Start from the canonical event archive instead of someone else's feature table. Build volatility, spread, depth, and imbalance features your way.

∑

Academic Audit Trails

Keep manifests, coverage notes, and hourly Parquet files as the reproducible base for prediction-market microstructure research.

AMM

Uniswap V3 Microstructure

Study swap flow, fee-tier selection, volume concentration, and pool-level price formation across WBTC and WETH routes.

Liquidity Provider Behavior

Analyze Mint, Burn, Collect, and liquidity-range activity to understand how LPs add, remove, and harvest liquidity through regimes.

DEX OHLCV Research

Use canonical 1-minute bars for BTC and ETH DEX price history, volume, buy/sell flow, VWAP, and fee-tier comparisons.

Archive-State Regimes

Join daily slot0, active tick, liquidity, and token-balance snapshots with event history for pool-state and liquidity-regime studies.

Data Catalog

Every field verified. Every schema documented.

BTC ETH SOL HYPE SPX PAXG XRP LINK AAVE DOGE

Orders

Per-block ~2s

block_height Int64 timestamp_ms Int64 wallet String coin String action Enum status String (L1 native) is_buy Boolean price Float64 size Float64 order_type String tif String reduce_only Boolean order_id Int64 (100% populated) cloid String

1B+ events/day • 100% order_id coverage

Fills (L1)

Per-trade

block_height Int64 timestamp_ms Int64 wallet String coin String side String role Maker / Taker price Float64 size Float64 fee Float64 is_liquidation Boolean tid Int64 oid Int64

1.6M+ fills/day • wallet-level tracking

L2 Orderbook

60s snapshots

timestamp_ms Int64 coin String level 1–20 bid_price Float64 bid_size Float64 ask_price Float64 ask_size Float64 obi Float64

20 levels bid + ask • all 10 assets • OBI pre-computed

Funding + OI

5 min

timestamp_ms Int64 coin String open_interest Float64 funding_rate Float64 mark_price Float64 oracle_price Float64 premium Float64 day_volume Float64

1.4K+ readings/day • all 10 assets

Special Book Stream

BTC Microstructure Book

BTC only · sub-second

Standalone BTC high-frequency historical data for spread dynamics, queue depth, liquidity shocks, adverse selection, and short-horizon execution research. Binance context data is included as a bonus for cross-venue validation.

Queue dynamics Spread behavior Liquidity shocks Execution quality Binance bonus data

server_time Int64 timestamp_ms Int64 snapshot_id Int64 coin BTC level 1–20 bid_price Float64 bid_size Float64 bid_n Int32 ask_price Float64 ask_size Float64 ask_n Int32 obi Float64

BTC only • 20 levels bid + ask • order counts + OBI included

Canonical CLOB Orderbook Archive

Hourly Parquet

timestamp_received UTC ms timestamp Exchange event UTC ms market Condition id event_type book / price_change / trade / tick_size asset_id Token id bids / asks Book levels JSON price / size / side Decimal tick updates best_bid / best_ask Top of book

v2-compatible schema • Zstd-compressed Parquet • UTC hourly files

Scraped Archive Ingestion

UTC Hour Files

Manifested

folder polymarket_orderbook/YYYY-MM/ file polymarket_orderbook_YYYY-MM-DDTHH.parquet timezone UTC compression Parquet Zstandard manifest coverage + row counts

Organized by receive hour for repeatable backtest windows

Event Rows, No Labels

No derived labels

No pre-computed ML features.
No supervised target bundle.
No opinionated feature engineering.
No hidden cleaning or model assumptions.

Your team owns the replay, bars, features, and labels on top of the canonical event archive.

Researcher-controlled transforms and labeling

WBTC WETH USDC USDT DAI Uniswap V3 24 pools 0.01% - 1.00%

Raw Uniswap V3 Logs

46.9M rows

timestamp_ms Int64 block_number Int64 tx_hash String log_index Int64 contract_address String pool_name String event_type Swap / Mint / Burn topics + data Raw ABI log payload

Provenance layer • original Ethereum log topics and ABI data retained

Decoded Swaps

45.4M rows

pool_name String pool_address String base_token WBTC / WETH quote_token USDC / USDT / DAI / WETH fee_tier 100 / 500 / 3000 / 10000 side Buy / Sell price_quote Float64 volume_usd Float64 tick Int64 pool_liquidity String

Swap-level flow • price, volume, side, tick, and pool liquidity

Canonical 1-Minute Bars

12.9M bars

minute_ms Int64 pool_name String open / high / low / close Float64 vwap Float64 volume_base Float64 volume_quote Float64 volume_usd Float64 buy_volume_usd Float64 sell_volume_usd Float64 swap_count Int64

Validated bars_1m_canonical_v1 • zero duplicate pool-minute keys

Liquidity + Flash Events

2.36M+ rows

event_type Mint / Burn / Collect / Flash owner / sender Address tick_lower Int64 tick_upper Int64 liquidity_amount_raw String amount0 / amount1 Float64 amount_base Float64 amount_quote Float64

LP behavior layer • liquidity add/remove/collect plus flash-loan activity

Archive-State Layer

Daily Pool State Snapshots

2021-2026

Daily historical state snapshots join pool events with archive-state reads. Each row captures pool slot0, active tick, liquidity, sqrt price, and token balances for the covered Uniswap V3 pools.

slot0 active tick pool liquidity token balances validated release

snapshot_ts_ms Int64 snapshot_date Date pool_name String sqrt_price_x96 String tick Int64 pool_liquidity_raw String price_quote_per_base Float64 token0_balance Float64 token1_balance Float64

41,983 rows • coverage through 2026-06-30

Developer experience

Load in One Line

Parquet in. Polars out. No SDK, no client library, no ceremony.

one liner pl.read_parquet("orders/*.parquet") 163M+ rows · 100% order_id

orders_sample.py polars · parquet · REPL

// inputpython

1import polars as pl 2 3# Load 163M+ order events with 100% order_id coverage 4orders = pl.read_parquet("orders/*.parquet") 5btc = orders.filter(pl.col("coin") == "BTC") 6 7print(btc.head(5))

// outputshape: (5, 14)

block_height	timestamp_ms	wallet	coin	action	status	is_buy	price	size	order_type	tif	reduce_only	order_id	cloid
i64	i64	str	str	str	str	bool	f64	f64	str	str	bool	i64	str
0	1774396843090	0xce71..5a42	BTC	Rejected	badAloPxRejected	false	70525.0	0.12282	Limit	Alo	false	360336907743	0x0000..
0	1774396843090	0xf36c..e1a4	PAXG	Filled	filled	false	4548.0	0.56	Limit	Alo	false	360336907286	0x1490..
0	1774396843090	0x5483..a6b2	SOL	PlaceOrder	open	true	90.282	88.34	Limit	Alo	false	359298802930	0xc71b..

one liner pl.scan_parquet("polymarket_orderbook/**/*.parquet") CLOB ticks · canonical schema

polymarket_orderbook.py polars · lazy scan · REPL

// inputpython

1import polars as pl 2 3ticks = pl.scan_parquet("polymarket_orderbook/2026-04/polymarket_orderbook_2026-04*.parquet") 4 5price_changes = ticks.filter(pl.col("event_type") == "price_change") 6sample = price_changes.select([ 7 "timestamp_received", "market", "asset_id", 8 "price", "size", "side", "best_bid", "best_ask" 9]).head(5).collect() 10 11print(sample)

// outputshape: (5, 8)

timestamp_received	market	asset_id	price	size	side	best_bid	best_ask
datetime[ms]	binary	str	decimal	decimal	str	decimal	decimal
2026-06-30 12:15:01.227	0x00a7..1d1	7245..3126	0.4900	0.000000	SELL	0.4800	0.5000
2026-06-30 12:15:01.295	0x00a7..1d1	7245..3126	0.5000	100.000000	BUY	0.4900	0.5100

one liner pl.read_parquet("data/bars_1m_canonical_v1_2021.parquet") Uniswap V3 · 1m bars

uniswap_v3_bars.py polars · parquet · REPL

// inputpython

1import polars as pl 2 3# Load the public 2021 Uniswap V3 BTC/ETH sample 4bars = pl.read_parquet("data/bars_1m_canonical_v1_2021.parquet") 5pools = pl.read_parquet("data/pool_registry.parquet") 6 7btc_usdc = bars.join(pools, on="pool_name").filter( 8 (pl.col("pair") == "WBTC/USDC") & 9 (pl.col("fee_tier") == 3000) 10) 11 12print(btc_usdc.select(["minute_ms", "close", "volume_usd", "swap_count"]).head())

// outputshape: (5, 4)

minute_ms	close	volume_usd	swap_count
i64	f64	f64	i64
1620169860000	57017.84	124225.51	3
1620169920000	57023.92	89311.04	2
1620170040000	57011.35	157420.77	5

Delivery & Folder Structure

Private Google Drive delivery. UTC-organized files with source-specific formats.

Standard Hyperliquid Package

10-Market Order Flow Delivery

BTC · ETH · SOL · HYPE · SPX · PAXG · XRP · LINK · AAVE · DOGE

The standard package ships as one clean folder with stream-first layout. Each stream is partitioned by UTC date and time bucket, with a coin column covering all 10 supported Hyperliquid markets.

l1ticks_hyperliquid_YYYY-MM-DD_to_YYYY-MM-DD/
├── hl_orders/
│   └── YYYY-MM-DD/HH-MM.parquet
├── hl_fills/
│   └── YYYY-MM-DD/HH-MM.parquet
├── hl_book/
│   └── YYYY-MM-DD/HH-MM-SS.parquet
└── hl_funding/
    └── YYYY-MM-DD/HH.parquet

All 10 markets in one schema Zstd-compressed Parquet No JSON parsing

Standalone Research Pack

BTC High-Frequency Historical Delivery

BTC only · Binance bonus data

The BTC high-frequency package is delivered separately for microstructure research. The core product is BTC historical book data; Binance folders are included as bonus cross-venue context.

btc_high_frequency_historical/
├── hl_book/
│   └── YYYY-MM-DD/HH-MM-SS.parquet
├── hl_orders/
│   └── YYYY-MM-DD/HH-MM.parquet
├── hl_fills/
│   └── YYYY-MM-DD/HH-MM.parquet
├── hl_funding/
│   └── YYYY-MM-DD/HH.parquet
├── hl_candles/
│   └── YYYY-MM-DD.parquet
├── hl_snapshots/
│   └── YYYY-MM-DD.parquet
├── binance_futures_bbo/
│   └── YYYY-MM-DD/HH-MM.parquet
├── binance_spot_bbo/
│   └── YYYY-MM-DD/HH-MM.parquet
├── binance_futures_trades/
│   └── YYYY-MM-DD/HH-MM.parquet
└── binance_futures_liquidations/
    └── YYYY-MM-DD/HH-MM.parquet

BTC microstructure core Binance context included Monthly refresh access

Polymarket Orderbook Delivery

Canonical Orderbook Parquet Archive

Parquet · Zstd

Polymarket is delivered as hourly UTC Parquet files using a canonical CLOB orderbook schema. We scrape and archive CLOB market data, normalize it into event rows, and package each requested window with coverage notes and schema metadata. No derived bars, labels, or feature tables are included in the orderbook package.

polymarket_orderbook/
├── manifest/
│   ├── coverage_report.csv
│   └── schema.json
├── 2026-02/
│   └── polymarket_orderbook_2026-02-21T16.parquet
├── 2026-03/
│   └── polymarket_orderbook_2026-03-01T00.parquet
└── 2026-04/
    └── polymarket_orderbook_YYYY-MM-DDTHH.parquet

Canonical CLOB orderbook UTC hourly files Parquet Zstd coverage reports schema metadata

Ethereum DEX Research Archive

Uniswap V3 BTC/ETH Phase 1-3 Delivery

Parquet · Zstd · 2021-2026

The Ethereum DEX package is delivered as a validated research archive for selected Uniswap V3 WBTC and WETH pools. The free Kaggle release publishes the 2021 slice; private delivery can include the validated Phase 1-3 archive through the latest checked release.

ethereum_uniswap_v3_btc_eth_research_dataset_v1/
├── README.md
├── manifest.json
├── dataset_summary.csv
├── phase1_univ3/
│   ├── pool_registry/
│   ├── raw_logs/
│   ├── normalized_swaps/
│   └── bars_1m_canonical_v1/
├── phase2_univ3_enrichment/
│   ├── raw_initialize/
│   ├── raw_collect/
│   ├── raw_flash/
│   ├── normalized_pool_initializations/
│   ├── normalized_liquidity_events/
│   └── normalized_flash_events/
└── phase3_univ3_state_snapshots/
    └── state_snapshots_1d/

24 Uniswap V3 pools raw logs + decoded events canonical 1m bars daily state snapshots validation manifests

Why This Data

Built for quants, not dashboards.

100% Order Lifecycle Tracking

Every order carries an exchange-assigned order_id. Deterministic place-to-fill linkage with no fuzzy matching. Track the full lifecycle: placement, rejection, fill, cancellation.

Wallet-Level Order Flow

Track individual accounts across executions. See who's placing, canceling, and getting filled.

Maker / Taker Attribution

Every fill tagged with execution role. Know who initiated each trade at the protocol level.

L1 Native Status Stream

14 granular status enums direct from the exchange engine. Distinguish accepted orders from ALO rejections, partial fills from full fills, triggered stops from manual cancels.

Parquet-Native

Zstd-compressed, columnar storage. One line of Python to load. No JSON parsing, no CSV headers.

Cross-Asset Coverage

Crypto majors, DeFi protocols, memecoins, and index perps are fully available on decentralized order books. This provides an incredibly rare dataset.

Deterministic Clock Alignment

Data is snapped to strict UTC clock boundaries with zero drift. Delivered in mathematically perfect daily grids (e.g., exactly 1,440 order files/day at 60s intervals).

Zero Midnight Leakage

State persistence routing guarantees a 23:59:59 payload never contaminates the next day's partition, saving your quants hours of manual resampling.

Single Canonical Format

Polymarket delivery is intentionally one format: hourly Zstd-compressed Parquet using our canonical CLOB orderbook schema.

Scraped Archive Pipeline

We scrape Polymarket CLOB orderbook data, normalize canonical events, and package requested windows as hourly Parquet.

Replayable Tick Archive

Book snapshots, price changes, trades, best bid, and best ask fields make it straightforward to replay books and build your own bars.

Consistent Archive Layout

Hourly UTC folders, manifests, and coverage notes keep Polymarket exports predictable across requested date windows.

No Opinionated Labels

We do not bundle resolved target labels or modeling assumptions into the orderbook archive. Your research team defines truth and labels.

No Pre-Computed ML Features

Event-level delivery avoids stale or black-box feature engineering. Build spread, depth, imbalance, and volatility features yourself.

UTC Hour Boundaries

Hourly files make retention, auditing, and backtest window selection easy without inventing another partitioning scheme.

Audit-Ready Research Base

Keep raw source files as the reproducible base for future experiments, transformations, and academic audit trails.

Raw-to-Research Stack

Start from raw Ethereum logs, then move up to decoded swaps, liquidity events, 1-minute bars, and daily pool-state snapshots in one archive.

24 Pool Universe

Covers selected WBTC and WETH Uniswap V3 pools across USDC, USDT, DAI, and WETH routes with 0.01%, 0.05%, 0.30%, and 1.00% fee tiers.

Canonical Minute Bars

The sales/research bar layer uses bars_1m_canonical_v1, rebuilt from swaps and validated for zero duplicate pool-minute keys.

Liquidity Event Coverage

Mint, Burn, Collect, Initialize, and Flash layers let researchers inspect LP activity, pool creation, fee collection, and flash-loan behavior.

Archive-State Context

Daily slot0, active tick, liquidity, price, and token-balance snapshots help connect event flow to realized pool state.

Validation Artifacts

Release packages include manifests, row counts, schema checks, compression checks, duplicate-key checks, and public validation summaries.

Parquet-Native Delivery

Zstd-compressed Parquet keeps the archive compact and ready for Polars, DuckDB, Spark, and research notebooks.

Public Sample, Private Depth

The Kaggle sample exposes the 2021 slice, while private delivery can include the broader validated 2021-2026 archive and custom extracts.

Frequently Asked Questions

Everything you need to know about the data.

What is L1 Ticks?

L1 Ticks provides market microstructure data for Hyperliquid, Polymarket, and Ethereum DEX research. Hyperliquid is captured from L1 infrastructure and delivered as Zstd-compressed Parquet. Polymarket is scraped from CLOB market data and delivered as canonical hourly Parquet orderbook files. Ethereum DEX packages focus on Uniswap V3 BTC/ETH pools with raw logs, decoded events, 1-minute bars, and state snapshots.

How is the data captured?

For Hyperliquid, we operate L1 node infrastructure that reads native order status streams in real time. For Polymarket, we scrape and archive CLOB orderbook data, normalize it into canonical event rows, and package hourly Parquet files with coverage notes. The paid Polymarket package does not include derived feature tables or resolved labels. For Ethereum DEX data, the source is Ethereum mainnet on-chain data from selected Uniswap V3 pool contracts.

What format is the data in?

Hyperliquid and Ethereum DEX packages ship as Apache Parquet files with Zstd compression. The Polymarket package uses hourly polymarket_orderbook_YYYY-MM-DDTHH.parquet files with canonical orderbook fields for book, price_change, last_trade_price, and tick_size_change events.

What markets are covered?

Hyperliquid: BTC, ETH, SOL, HYPE, SPX, PAXG, XRP, LINK, AAVE, and DOGE perpetual futures — spanning crypto majors, DeFi, TradFi-bridge, and meme sectors.

Polymarket: Canonical CLOB orderbook archives for active binary prediction markets.

Ethereum DEX: Selected Uniswap V3 WBTC/WETH pools across WBTC/USDC, WBTC/USDT, WBTC/WETH, WETH/USDC, WETH/USDT, and WETH/DAI routes.

What is the Ethereum DEX archive?

It is a validated Uniswap V3 BTC/ETH research archive covering selected WBTC and WETH pools. The full private release includes raw logs, decoded swaps, canonical 1-minute bars, pool initialization events, liquidity events, flash events, pool registry metadata, and daily archive-state snapshots.

What is the BTC high-frequency historical package?

It is a standalone BTC research package centered on high-frequency L2 book history. It is designed for market microstructure work: queue depth, spread behavior, liquidity shocks, short-horizon alpha features, and execution-quality analysis. Binance futures and spot context data is included as bonus data for cross-venue comparison, but the core product is the BTC high-frequency book.

Is there a free sample?

Yes. Free public Kaggle samples are available for BTC high-frequency microstructure and 10-perp Hyperliquid order flow, plus the Ethereum Uniswap V3 BTC/ETH 2021 free sample. Polymarket samples use the same canonical Parquet orderbook schema as paid delivery.

Pricing

Start free. Scale when ready.

Free

Public Kaggle samples for BTC high-frequency microstructure and 10-perp Hyperliquid order flow.

BTC HF sample: book, orders, fills, funding
10-perp sample: orders, fills, book, funding
Raw UTC-partitioned Parquet files
No sign-up or Telegram required

BTC HF Sample → 10 Perps Sample →

Starter

$69 / month

Daily Parquet delivery for all 10 Hyperliquid perps. 30-day rolling access from your start date.

Daily Parquet delivery for 30 days
All 10 perpetual markets
Orders, fills, book, funding streams
Auto-renews for continuous access

Get Started →

Institutional-grademarket microstructure

What You Can Build

Smart Money Detection

Execution Quality Analysis

ML Signal Engineering

Market Microstructure Research

Data Catalog

Orders

Fills (L1)

L2 Orderbook

Funding + OI

BTC Microstructure Book

Load in One Line

Delivery & Folder Structure

10-Market Order Flow Delivery

BTC High-Frequency Historical Delivery

Why This Data

100% Order Lifecycle Tracking

Wallet-Level Order Flow

Maker / Taker Attribution

L1 Native Status Stream

Parquet-Native

Cross-Asset Coverage

Deterministic Clock Alignment

Zero Midnight Leakage

Frequently Asked Questions

Pricing

Institutional-grade
market microstructure