Polkadot (DOT) Order Book Data Historical Level 2 Orderbook Depth
DOT-USDT·Hyperliquid DEX order book·5-Minute Bars·10-Level Depth
Examine Polkadot's parachain-auction-driven orderbook depth patterns. DOT microstructure data reveals how relay chain governance votes, parachain slot auctions, and XCM messaging events shape institutional liquidity distribution across depth levels.
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📅Data Range
Mar 1, 2025 → Feb 28, 2026
📊Rows (5m)
~96,000
💾Size
~9 MB
🔢Columns
47
Quick Start
import pandas as pd# Load the institutional DOT orderbook depth datasetdf = pd.read_parquet('dot_l2_depth_5m.parquet')print(df[['timestamp', 'bid_volume_level_1', 'ask_volume_level_1']].head())What Your Data Looks Like
DOT Sample Data Preview
| timestamp | close_price | bid_volume_level_1 | ask_volume_level_1 | bid_distance_level_1 |
|---|---|---|---|---|
| 2025-06-15 12:00:00 | 8.42 | 5800.0 | 5350.5 | 2.9 |
| 2025-06-15 12:05:00 | 8.46 | 6100.2 | 5180.3 | 2.8 |
| 2025-06-15 12:10:00 | 8.44 | 5600.7 | 5650.1 | 3.0 |
| 2025-06-15 12:15:00 | 8.50 | 6500.4 | 4950.8 | 2.6 |
| 2025-06-15 12:20:00 | 8.48 | 5900.1 | 5300.6 | 2.7 |
Dataset Schema
| Column | Type | Description |
|---|---|---|
| timestamp_utc | DateTime | ISO 8601 UTC timestamp of bar open |
| instrument_symbol | String | Trading pair (e.g., BTC-USDT) |
| open_price | Float | Mid-price at bar open |
| high_price | Float | Highest mid-price in bar |
| low_price | Float | Lowest mid-price in bar |
| close_price | Float | Mid-price at bar close |
| interval_traded_volume | Float | Taker flow volume proxy |
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Get DOT Orderbook Data
5m Standard$99
- ✓ DOT · 5-minute bars
- ✓ ~96,000 bars · 47 columns
- ✓ 10-level depth · ~9 MB compressed
- ✓ Personal license · Instant delivery
Highest Resolution
1m Pro$149
- ✓ DOT · 1-minute bars
- ✓ ~471,000 bars · 121 columns
- ✓ 30-level depth · ~245 MB compressed
- ✓ Personal license · Instant delivery
One-time purchase · Instant delivery · Compressed CSV. Need every instrument? 5m bundle ($149) · 1m bundle ($1,499)
Frequently Asked Questions
Where can I download Polkadot order book data?+
You can download the full Polkadot (DOT) order book dataset directly from this page. It covers Mar 1, 2025 to Feb 28, 2026 of Level 2 orderbook depth from Hyperliquid DEX — 96,000 rows of 5-minute bars with 47 columns at 10 depth levels for $99, or 471,000 rows of 1-minute bars with 121 columns at 30 depth levels for $149. Both are one-time purchases delivered as compressed CSV by email within seconds of checkout.
What is the DOT (Polkadot) orderbook dataset?+
The DOT dataset contains historical Level 2 orderbook depth data for the DOT-USDT perpetual futures market on Hyperliquid DEX. It includes 96,000 rows of 5-minute bars with 47 columns capturing bid/ask volumes and distances at 10 depth levels — providing institutional-grade microstructure intelligence for Polkadot. Examine Polkadot's parachain-auction-driven orderbook depth patterns. DOT microstructure data reveals how relay chain governance votes, parachain slot auctions, and XCM messaging events shape institutional liquidity distribution across depth levels.
How large is the DOT dataset?+
The DOT 5-minute dataset contains approximately 96,000 rows and is approximately 9 MB in compressed CSV format. Each row has 47 columns including OHLCV prices, cumulative bid and ask volumes at 10 depth levels, and bid/ask distances measured in basis points from mid-price.
What time period does the DOT data cover?+
The DOT dataset covers the period from Mar 1, 2025 to Feb 28, 2026 — approximately 12 months of continuous 5-minute bars sourced from Hyperliquid DEX perpetual futures. This provides a full market cycle of Polkadot orderbook microstructure data for backtesting and quantitative research.