Datasets:
Refresh dataset card
Browse files
README.md
ADDED
|
@@ -0,0 +1,131 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
---
|
| 2 |
+
license: other
|
| 3 |
+
license_name: tesseralytics.dev-terms-of-service
|
| 4 |
+
task_categories:
|
| 5 |
+
- time-series-forecasting
|
| 6 |
+
- time-series
|
| 7 |
+
pretty_name: Tessera Analytics Hyperliquid Order-Flow OHLCV 1m — free sample (BTC, ETH, SOL, HYPE, 2026-08 → 2026-08)
|
| 8 |
+
tags:
|
| 9 |
+
- crypto
|
| 10 |
+
- hyperliquid
|
| 11 |
+
- ohlcv
|
| 12 |
+
- order-flow
|
| 13 |
+
- cvd
|
| 14 |
+
- perpetual-futures
|
| 15 |
+
size_categories:
|
| 16 |
+
- 100K<n<1M
|
| 17 |
+
configs:
|
| 18 |
+
- config_name: BTC
|
| 19 |
+
data_files:
|
| 20 |
+
- "ohlcv_1m_BTC_*.csv.gz"
|
| 21 |
+
- config_name: ETH
|
| 22 |
+
data_files:
|
| 23 |
+
- "ohlcv_1m_ETH_*.csv.gz"
|
| 24 |
+
- config_name: SOL
|
| 25 |
+
data_files:
|
| 26 |
+
- "ohlcv_1m_SOL_*.csv.gz"
|
| 27 |
+
- config_name: HYPE
|
| 28 |
+
data_files:
|
| 29 |
+
- "ohlcv_1m_HYPE_*.csv.gz"
|
| 30 |
+
---
|
| 31 |
+
|
| 32 |
+
# Tessera Analytics Hyperliquid Order-Flow OHLCV (1-minute) — free sample
|
| 33 |
+
|
| 34 |
+
A growing monthly sample of [`gold_ohlcv_1m`](https://tesseralytics.dev/datasets/gold_ohlcv_1m), the
|
| 35 |
+
order-flow-enriched 1-minute OHLCV dataset served by [Tessera Analytics](https://tesseralytics.dev):
|
| 36 |
+
open / high / low / close and volume for every minute, plus the order-flow context raw candles can't
|
| 37 |
+
show — the aggressor buy/sell volume split, cumulative volume delta (CVD), distinct taker counts,
|
| 38 |
+
taker fees and realized PnL, and the hourly forward-filled funding rate.
|
| 39 |
+
|
| 40 |
+
**Coverage:** BTC, ETH, SOL, HYPE · 2026-08 → 2026-08 (UTC, month-grained) ·
|
| 41 |
+
178,506 rows · 25 columns · 1-minute bars, one gzipped CSV per coin per month
|
| 42 |
+
(`ohlcv_1m_<COIN>_<YYYY-MM>.csv.gz`). A new month is appended a few days after it closes.
|
| 43 |
+
|
| 44 |
+
| Coin | Months | Rows | CSV (gz) |
|
| 45 |
+
|---|---|---|---|
|
| 46 |
+
| BTC | 1 (2026-08→2026-08) | 44,628 | 4.8 MB |
|
| 47 |
+
| ETH | 1 (2026-08→2026-08) | 44,626 | 4.5 MB |
|
| 48 |
+
| SOL | 1 (2026-08→2026-08) | 44,625 | 4.1 MB |
|
| 49 |
+
| HYPE | 1 (2026-08→2026-08) | 44,627 | 4.6 MB |
|
| 50 |
+
|
| 51 |
+
## Source & provenance
|
| 52 |
+
|
| 53 |
+
Produced by the Tessera Analytics gold pipeline (Rust workers orchestrated by Dagster): raw Hyperliquid L1
|
| 54 |
+
trade and funding data is ingested nightly from the Hyperliquid node archive, transformed through
|
| 55 |
+
bronze → silver → gold stages, and published as Parquet. Each month's file is exported from the same
|
| 56 |
+
production partition the API serves once that partition is final — the sample is **refreshed monthly**
|
| 57 |
+
(appended, never truncated); the live API gets nightly updates. Per-month revisions are tagged
|
| 58 |
+
(`v<YYYY-MM>` of the push that first added that month).
|
| 59 |
+
|
| 60 |
+
## Quickstart
|
| 61 |
+
|
| 62 |
+
Load locally (the sample is plain gzipped CSV):
|
| 63 |
+
|
| 64 |
+
```python
|
| 65 |
+
import polars as pl
|
| 66 |
+
df = pl.read_csv("ohlcv_1m_BTC_*.csv.gz")
|
| 67 |
+
print(df.select("time", "close", "cvd").tail())
|
| 68 |
+
```
|
| 69 |
+
|
| 70 |
+
Or pull live data with the official [`tessera-api`](https://pypi.org/project/tessera-api/) Python SDK
|
| 71 |
+
(free API key, no card, at [tesseralytics.dev](https://tesseralytics.dev)):
|
| 72 |
+
|
| 73 |
+
```python
|
| 74 |
+
import tessera
|
| 75 |
+
client = tessera.TesseraClient() # reads $TESSERA_API_KEY
|
| 76 |
+
df = client.read("gold_ohlcv_1m", "BTC", "2026-05")
|
| 77 |
+
print(df.select("time", "close", "cvd").tail())
|
| 78 |
+
```
|
| 79 |
+
|
| 80 |
+
The [MCP server](https://tesseralytics.dev/mcp-server) exposes the same datasets to Claude and other
|
| 81 |
+
MCP clients; the full dataset catalog is at
|
| 82 |
+
[tesseralytics.dev/datasets](https://tesseralytics.dev/datasets).
|
| 83 |
+
|
| 84 |
+
## Data dictionary
|
| 85 |
+
|
| 86 |
+
`time` is the **start** of the minute (UTC; each bar covers [time, time+1min), so lag one bar before
|
| 87 |
+
joining to point-in-time data). All columns are non-null.
|
| 88 |
+
|
| 89 |
+
| Column | Meaning |
|
| 90 |
+
|---|---|
|
| 91 |
+
| `time` | Minute-bar start timestamp, UTC |
|
| 92 |
+
| `coin` | Market symbol (this sample: BTC, ETH, SOL, HYPE) |
|
| 93 |
+
| `open` / `high` / `low` / `close` | Candle prices for the minute |
|
| 94 |
+
| `volume` | Total traded volume in the minute |
|
| 95 |
+
| `buy_vol` / `sell_vol` | Volume on aggressor-buy / aggressor-sell fills |
|
| 96 |
+
| `aggressor_delta` | `buy_vol − sell_vol` (per-bar) |
|
| 97 |
+
| `cvd` | Running cumulative `aggressor_delta`, continuous across day/month boundaries (not reset within a file) |
|
| 98 |
+
| `trade_count` | Number of trades in the minute |
|
| 99 |
+
| `unique_takers` | Distinct taker accounts in the minute |
|
| 100 |
+
| `vwap` | Minute VWAP |
|
| 101 |
+
| `total_fees` / `taker_fees` / `maker_fees` | Fee aggregates for the minute |
|
| 102 |
+
| `taker_open_long_vol` / `taker_open_short_vol` / `taker_close_long_vol` / `taker_close_short_vol` | Taker volume by open/close, long/short leg |
|
| 103 |
+
| `closed_pnl_long` / `closed_pnl_short` | Realized PnL by side |
|
| 104 |
+
| `funding_rate` | Hourly funding rate, forward-filled from funding events |
|
| 105 |
+
| `bootstrap_source` | Running-state carry-over (`carried_from_prior` once history exists, `cold_start` at genesis) |
|
| 106 |
+
|
| 107 |
+
## Known gaps
|
| 108 |
+
|
| 109 |
+
Scattered minute-level gaps — 54 missing minutes of 178,560 (0.03%) so far, where the upstream Hyperliquid node archive had no data. No hour is fully missing.
|
| 110 |
+
|
| 111 |
+
## Limitations
|
| 112 |
+
|
| 113 |
+
- **Sample window:** this sample starts 2026-08 and grows month by month; the full dataset on
|
| 114 |
+
the API has complete multi-month history (from October 2025). The first sample month's CVD /
|
| 115 |
+
funding state is already stitched to the prior month's, so running-state columns are continuous
|
| 116 |
+
even where the sample itself begins mid-history.
|
| 117 |
+
- Running state (`cvd`, `funding_rate`) is per-coin continuous across appended months.
|
| 118 |
+
- Fees, realized PnL, funding, and open/close leg volumes reflect Hyperliquid's taker/maker model
|
| 119 |
+
only — this is DEX perp data, not CEX data.
|
| 120 |
+
|
| 121 |
+
## Go beyond the sample
|
| 122 |
+
|
| 123 |
+
Pro ($29/mo) unlocks the full history (from October 2025) plus all coins — including HIP-3 markets —
|
| 124 |
+
and the `gold_funding_1h` and `gold_positioning_1h` datasets, via the same API. Free tier: `gold_ohlcv_1m`
|
| 125 |
+
for BTC/ETH/SOL/HYPE, trailing 30 days, free key at [tesseralytics.dev](https://tesseralytics.dev).
|
| 126 |
+
|
| 127 |
+
## Citation
|
| 128 |
+
|
| 129 |
+
Derived from raw Hyperliquid L1 data, processed and served by Tessera Analytics
|
| 130 |
+
(https://tesseralytics.dev). Terms: https://tesseralytics.dev/terms — data is provided "as is",
|
| 131 |
+
nothing here is financial advice.
|