What's Inside
30-Level L2 Depth @ 1-Minute Bars
- ✓121 columns per row — timestamp + 30 bid levels + 30 ask levels (price & size each)
- ✓~471,000 bars per instrument — 12+ months of minute-by-minute snapshots
- ✓Raw price & size at every level — compute your own imbalance, slope, and pressure metrics
- ✓3x deeper than standard — 30 levels vs. 10 in our 5m dataset. Sourced from Hyperliquid L1
Hyperliquid L1 — On-Chain Perpetuals DEX
- ✓Fully on-chain orderbook — no spoofing, no wash trading, no hidden orders
- ✓Derived Data classification — aggregated, normalized, legally clean
- ✓Cleaned & time-aligned — no gaps, no duplicates, UTC timestamps
- ✓CSV format — ready for pandas, R, DuckDB, Spark
Standard vs. Pro
| Feature | Standard (5m / 10-Level) | Pro (1m / 30-Level) |
|---|---|---|
| Resolution | 5-minute bars | 1-minute bars |
| Depth Levels | 10 levels | 30 levels |
| Columns | 47 | 121 |
| Bars per Instrument | ~96,000 | ~471,000 |
| Total Bars | ~2.3M | ~11.3M |
| Data Format | Normalized (bps distance) | Raw price & size |
| Instruments | 24 | 24 |
| Time Range | Mar 2025 – Feb 2026 | Mar 2025 – Feb 2026 |
| Price (Single) | $99 | $149 |
| Price (Full Bundle) | $999 | $1,499 |
24 Instruments. 1-Minute Resolution. Hyperliquid L1.
Data Structure
| Column | Type | Description |
|---|---|---|
| timestamp | DateTime | UTC timestamp (1-min intervals) |
| bid_1_px..bid_30_px | Float | Bid price at level 1–30 |
| bid_1_sz..bid_30_sz | Float | Bid size at level 1–30 |
| ask_1_px..ask_30_px | Float | Ask price at level 1–30 |
| ask_1_sz..ask_30_sz | Float | Ask size at level 1–30 |
Who Is This For?
HFT Researchers
Sub-minute alpha signals, tick-level microstructure analysis, and execution simulation at 1-minute granularity.
Execution Algos
Model slippage, queue priority, and optimal execution paths using 30-level depth snapshots.
Market Makers
Analyze inventory risk, spread dynamics, and liquidity provision strategies across 30 depth levels.
ML Engineers
121 features per bar — train deep learning models on rich orderbook state with 5x more resolution than standard.
One-Time Purchase. No Subscriptions.
Choose your resolution. Delivered instantly after payment. Compressed CSV.
- ✓ 1 of 24 instruments · ~471K bars
- ✓ Personal license · Non-commercial
- ✓ All 24 instruments · ~11.3M bars
- ✓ ~7.4 GB total depth data
- ✓ Team (10 users) · Commercial use
Need redistribution rights, custom data, or API access?
Contact us for Enterprise pricing ($5,000+) →Try Before You Buy
7-day sample of all 24 instruments. 30-level depth. 121 columns. 1-minute resolution.
Or download BTC 1m depth-30 sample directly (7 days, ~2 MB ZIP):
Download 1m_BTC-sample_7d.zip →Frequently Asked Questions
What's the difference between 5m Standard and 1m Pro?+
Standard provides 5-minute bars with 10 depth levels and normalized distance metrics (basis points). Pro offers 1-minute bars with 30 depth levels and raw price/size data — 5x more temporal resolution and 3x deeper orderbook coverage.
How is the data delivered?+
After payment, you'll receive an instant email with a permanent download link. Data is delivered as CSV files. The full bundle includes 30-level depth data for all 24 instruments.
Can I use this data for live trading strategies?+
Yes — the Full Bundle license permits commercial use within your organization and live strategy feeding. The Single Instrument license is for non-commercial, personal research use.
What exchange is the data from?+
All data is sourced from Hyperliquid L1 — a fully on-chain perpetuals DEX. This is Derived Data: an aggregated liquidity and orderbook depth index, not raw exchange data.
Do I also get the 5m Standard data?+
The 1m Pro and 5m Standard are separate products with different resolutions and depth levels. You can purchase them independently based on your research needs.
Can I request custom data?+
Yes — we can generate orderbook depth data for any cryptocurrency, at any candle interval, covering any time period. Contact imbalancelabs@gmail.com for custom requests.