| --- |
| pretty_name: QuantFeatures Hyperliquid Live 10-Minute Features (Sample) |
| license: other |
| license_name: quantfeatures-sample-evaluation |
| license_link: LICENSE.md |
| language: |
| - en |
| tags: |
| - finance |
| - crypto |
| - cryptocurrency |
| - market-microstructure |
| - time-series |
| - features |
| - hyperliquid |
| - real-time |
| task_categories: |
| - time-series-forecasting |
| size_categories: |
| - 10K<n<100K |
| configs: |
| - config_name: TradeFlow |
| default: true |
| data_files: |
| - split: perp |
| path: data/10min/TradeFlow/perp.parquet |
| - config_name: TradeTick |
| data_files: |
| - split: perp |
| path: data/10min/TradeTick/perp.parquet |
| - config_name: TradeCovar |
| data_files: |
| - split: perp |
| path: data/10min/TradeCovar/perp.parquet |
| - config_name: TradeCovarPlus |
| data_files: |
| - split: perp |
| path: data/10min/TradeCovarPlus/perp.parquet |
| - config_name: TradeStats |
| data_files: |
| - split: perp |
| path: data/10min/TradeStats/perp.parquet |
| - config_name: TradeGroup |
| data_files: |
| - split: perp |
| path: data/10min/TradeGroup/perp.parquet |
| - config_name: TradeGroupPlus |
| data_files: |
| - split: perp |
| path: data/10min/TradeGroupPlus/perp.parquet |
| - config_name: TradeLarge |
| data_files: |
| - split: perp |
| path: data/10min/TradeLarge/perp.parquet |
| - config_name: TradeGradient |
| data_files: |
| - split: perp |
| path: data/10min/TradeGradient/perp.parquet |
| - config_name: TradeImpact |
| data_files: |
| - split: perp |
| path: data/10min/TradeImpact/perp.parquet |
| - config_name: QuoteBasic |
| data_files: |
| - split: perp |
| path: data/10min/QuoteBasic/perp.parquet |
| - config_name: FundingRate |
| data_files: |
| - split: perp |
| path: data/10min/FundingRate/perp.parquet |
| - config_name: OpenIntBasic |
| data_files: |
| - split: perp |
| path: data/10min/OpenIntBasic/perp.parquet |
| - config_name: OpenIntPlus |
| data_files: |
| - split: perp |
| path: data/10min/OpenIntPlus/perp.parquet |
| - config_name: OpenIntGradient |
| data_files: |
| - split: perp |
| path: data/10min/OpenIntGradient/perp.parquet |
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| extra_gated_prompt: >- |
| 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. |
| extra_gated_fields: |
| Full name: text |
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| Intended use: |
| type: select |
| options: |
| - Evaluating data for research |
| - Evaluating data for a commercial license |
| - Academic research |
| - label: Other |
| value: other |
| I agree to the QuantFeatures Sample Evaluation License and will not redistribute the data: checkbox |
| extra_gated_button_content: Agree and request access |
| --- |
| |
| # 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](https://huggingface.co/datasets/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 11:40 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`; 64,870 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](https://huggingface.co/datasets/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 |
|
|
| ```python |
| 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 | 4,510 | |
| | `TradeTick` | Extended trade activity | Exchange trades | 33 | 4,510 | |
| | `TradeCovar` | Trade relationships | Exchange trades | 30 | 4,510 | |
| | `TradeCovarPlus` | Extended trade relationships | Exchange trades | 54 | 4,510 | |
| | `TradeStats` | Trade distribution | Exchange trades | 24 | 4,510 | |
| | `TradeGroup` | Trade grouping | Exchange trades | 123 | 4,510 | |
| | `TradeGroupPlus` | Grouped trade distribution | Exchange trades | 124 | 4,510 | |
| | `TradeLarge` | Trade tails | Exchange trades | 123 | 4,510 | |
| | `TradeGradient` | Trade dynamics | Exchange trades | 42 | 4,510 | |
| | `TradeImpact` | Trade dynamics | Exchange trades | 42 | 4,510 | |
| | `QuoteBasic` | Top of book | Best-bid/offer quotes | 71 | 3,954 | |
| | `FundingRate` | Funding | Derivative ticker feed | 33 | 3,954 | |
| | `OpenIntBasic` | Open interest | Derivative ticker feed | 33 | 3,954 | |
| | `OpenIntPlus` | Extended open interest | Derivative ticker feed | 45 | 3,954 | |
| | `OpenIntGradient` | Open-interest dynamics | Derivative ticker feed | 39 | 3,954 | |
|
|
| Full field definitions are in the [Feature Catalog](https://github.com/QuantFeatures/FeatureCatalog/tree/main/docs/modules). |
|
|
| ## 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](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](mailto:QuantFeatures@gmail.com) |
|
|
