Get Hl Trade Flow
Query the archived Hyperliquid trade tape: 1-minute taker buy/sell buckets per perp.
Each row is one closed UTC minute for one coin — buy_notional / sell_notional by aggressor side, n_trades, vwap, max_fill_usd, large_fill_share (fills >= $25k) and partial (the collector's socket did not watch the whole minute; such minutes are never back-filled). Same row shape as the live /hyperliquid/trade-flow minus its served-only cvd_usd. Minutes with no fills are NOT stored. Serves the local retention window; the full history is archived daily as the hl_trade_flow data type (one Parquet per day, all coins — see /backtesting/archives). Coverage begins 2026-09-09. Pro (Pro Plus included), matching /hl-liquidations; the archive stays Pro Plus.
Request
- Base URL: https://cryptodataapi.com
- URL: https://cryptodataapi.com/api/v1/backtesting/hl-trade-flow
- Auth: API key in header X-API-Key
Query parameters
One HL coin name (BTC, kPEPE) or a comma list (up to 25; every value rides the index). Omit for all coins.
Start time (ISO 8601 or unix ms)
End time (ISO 8601 or unix ms, defaults to now). EXCLUSIVE — the range is [start, end), so consecutive windows do not repeat a boundary row.
Interval convention for start/end. half-open (default) is [start, end) — end is EXCLUSIVE, so consecutive windows tile without repeating a boundary row. closed is [start, end] — end INCLUSIVE, the pre-2026-08-08 behaviour; use it only to keep an existing integration byte-identical.
Opaque page cursor — the next_cursor of the previous response, verbatim. Resumes strictly after the last row served, keyed on the table's full primary key, so a page boundary inside a same-millisecond burst loses nothing (unlike start = last.time + 1). start / end still bound the window.
json or csv. CSV has no envelope: paging state travels in the X-Has-More / X-Next-Cursor response headers.
Response
Successful Response
Changes
No recorded changes to this operation across all 1 revision of this API.