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.

QuantFeatures Hyperliquid Live 10-Minute Features (Sample)

10-minute features for Hyperliquid perpetuals, computed as each interval ends: trade activity and flow, trade distributions, top of book, funding rate and open interest. Each update replaces the files with the last 7 UTC days, today included. For every day of 2026, hourly and 10-minute, see QuantFeatures/hyperliquid-features.

Attribute	Value
Instruments	BCH, BNB, BTC, ETH, HYPE, XRP (quoted in USDC; the `quote` column reads `usdt`)
Interval	10 minutes
Window	The last 7 UTC days, now 2026-11-05 to 2026-11-11 11:10 UTC (last interval start)
Update	Every 10 minutes, a few minutes after each interval ends (Kaggle takes longer to process each version)

Feature version 3.1.0; 64,600 rows across 15 files.

Source

Hyperliquid's public websocket trade, best bid/offer and asset context (funding, open interest, mark price) streams, recorded by QuantFeatures with exchange timestamps. No third-party data vendor is involved. Intervals are cut by exchange time. Each interval is computed from the state saved at the end of the previous one.

The same intervals are computed again from the full day's recording the next day (the 10-minute configs of QuantFeatures/hyperliquid-features), and the two are compared every day. Trade modules match exactly; quote, funding and open-interest modules differ slightly in a few intervals a day. The next-day files are the reference.

Load

import pandas as pd
perp = pd.read_parquet("hf://datasets/QuantFeatures/hyperliquid-live-features/data/10min/TradeFlow/perp.parquet")

Modules (configs)

Config	Family	Input	Columns	Rows
`TradeFlow`	Trade activity	Exchange trades	45	4,492
`TradeTick`	Extended trade activity	Exchange trades	33	4,492
`TradeCovar`	Trade relationships	Exchange trades	30	4,492
`TradeCovarPlus`	Extended trade relationships	Exchange trades	54	4,492
`TradeStats`	Trade distribution	Exchange trades	24	4,492
`TradeGroup`	Trade grouping	Exchange trades	123	4,492
`TradeGroupPlus`	Grouped trade distribution	Exchange trades	124	4,492
`TradeLarge`	Trade tails	Exchange trades	123	4,492
`TradeGradient`	Trade dynamics	Exchange trades	42	4,492
`TradeImpact`	Trade dynamics	Exchange trades	42	4,492
`QuoteBasic`	Top of book	Best-bid/offer quotes	71	3,936
`FundingRate`	Funding	Derivative ticker feed	33	3,936
`OpenIntBasic`	Open interest	Derivative ticker feed	33	3,936
`OpenIntPlus`	Extended open interest	Derivative ticker feed	45	3,936
`OpenIntGradient`	Open-interest dynamics	Derivative ticker feed	39	3,936

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).
Rows are sorted by start_time_utc, exch, then base.
An interval's information is complete only at end_time_utc. Use end_time_utc as the availability time.
NaN means unavailable or not validly computable, never zero. Integer counts are null only in masked intervals.
Prices are in USDC, volumes in the base asset, and _bps fields in basis points.

manifest.json lists row counts, the window and a SHA-256 checksum for every file.

Masked intervals

When our recording is interrupted for 60 seconds or more, every interval that overlaps the interruption has all feature values NaN (counts null); the rows are kept. An interruption is known only after the recorder reconnects, so an interval can be masked in a later update. In the current window:

2026-11-05, intervals starting 00:50, 01:00, 01:10, 01:20, 01:30 UTC: recording interrupted 00:57:40 to 01:32:27 UTC
2026-11-06, intervals starting 00:50 UTC: recording interrupted 00:50:54 to 00:54:42 UTC
2026-11-07, intervals starting 08:10, 08:20 UTC: recording interrupted 08:18:12 to 08:20:17 UTC

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.

Contact

More instruments, other intervals, or delivery to your own storage: QuantFeatures@gmail.com

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