SOL Historical Level 2 Orderbook Data
SOL-USDT·Hyperliquid DEX·5-Minute Bars·10-Level Depth
Analyze Solana's high-throughput microstructure and latency impacts on orderbook liquidity. SOL's sub-second block times create unique depth dynamics — study how validator performance and network congestion shape real-time bid-ask spreads on Hyperliquid's perpetual futures.
📅Data Range
Mar 1, 2025 → Feb 28, 2026
📊Rows (5m)
~96,000
💾Size
~10 MB
🔢Columns
47
Quick Start
import pandas as pd# Load the institutional SOL orderbook depth datasetdf = pd.read_parquet('sol_l2_depth_5m.parquet')print(df[['timestamp', 'bid_volume_level_1', 'ask_volume_level_1']].head())What Your Data Looks Like
SOL Sample Data Preview
| timestamp | close_price | bid_volume_level_1 | ask_volume_level_1 | bid_distance_level_1 |
|---|---|---|---|---|
| 2025-06-15 12:00:00 | 172.35 | 520.000 | 480.500 | 2.1 |
| 2025-06-15 12:05:00 | 172.80 | 545.200 | 465.300 | 2.0 |
| 2025-06-15 12:10:00 | 172.55 | 498.700 | 510.100 | 2.3 |
| 2025-06-15 12:15:00 | 173.10 | 560.400 | 440.800 | 1.8 |
| 2025-06-15 12:20:00 | 172.90 | 530.100 | 475.600 | 1.9 |
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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Frequently Asked Questions
What is the SOL (Solana) orderbook dataset?+
The SOL dataset contains historical Level 2 orderbook depth data for the SOL-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 Solana. Analyze Solana's high-throughput microstructure and latency impacts on orderbook liquidity. SOL's sub-second block times create unique depth dynamics — study how validator performance and network congestion shape real-time bid-ask spreads on Hyperliquid's perpetual futures.
How large is the SOL dataset?+
The SOL 5-minute dataset contains approximately 96,000 rows and is approximately 10 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 SOL data cover?+
The SOL 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 Solana orderbook microstructure data for backtesting and quantitative research.