Binance HYPEUSDT spot historical order book & tick data
358K trade and depth events for HYPEUSDT on Binance spot since 2025-06-01 — about 700 events a day.
Coverage
HYPEUSDT spot data coverage
What is recorded, how often it updates and how much there is.
History start
2025-06-01
512 days of history
Events recorded
358,400
≈ 358K as of 2026-10-25
Avg events / day
700
trade · depth update
Update frequency
Every trade tick-by-tick; depth diffs at 100 ms
Daily activity · last 30 days
Indicative daily event volume, last 30 days to 2026-10-25. Shape modeled from collector stats; mean matches the average events/day above.
About this market
What is HYPEUSDT spot?
HYPEUSDT lets you compare Binance's centralized book with the token's own on-chain venue — the pair tends to lead or lag Hyperliquid's HYPE perp by a few hundred milliseconds. AymarData has recorded 358K events on Binance spot HYPEUSDT since 2025-06-01: every trade, plus order-book updates at 100 ms.
HYPE is the native token of Hyperliquid, the on-chain perpetuals exchange. The things that move HYPE on spot are, in rough order: Hyperliquid's own volume and open interest, which feed the fee-funded buyback; team and ecosystem unlock schedules; and new listings and HIP-3 deployments that change what trades on the venue. Each shows up in the data differently — as a burst of aggressive trades, as depth leaving one side of the book, or as a widening spread.
At roughly 700 events a day, HYPEUSDT is liquid enough for 100 ms-level analysis but quiet enough that individual large orders are visible in the data. That makes it good for studying spread dynamics, queue behaviour around news and the way alt liquidity thins out during sector-wide drawdowns.
What moves HYPEUSDT spot
- Hyperliquid's own volume and open interest, which feed the fee-funded buyback
- Team and ecosystem unlock schedules
- New listings and HIP-3 deployments that change what trades on the venue
Schema
HYPEUSDT spot fields and sample rows
The same columns are returned by the API and in Parquet and CSV files.
| Field | Type | Description |
|---|---|---|
| ts_ms | int64 | Exchange event time, Unix milliseconds |
| symbol | string | Binance symbol, here HYPEUSDT |
| event_type | string | trade | depth_update |
| side | string | buy / sell for trades (taker side); bid / ask for depth |
| price | number | Trade price or book level in USDT |
| size | number | Base-asset quantity; 0 on a depth update means the level was removed |
Sample rows
| ts_ms | symbol | event_type | side | price | size |
|---|---|---|---|---|---|
| 1792679408938 | HYPEUSDT | trade | buy | 38.173 | 38.9 |
| 1792679409187 | HYPEUSDT | trade | sell | 38.172 | 55.61 |
| 1792679409490 | HYPEUSDT | depth_update | bid | 38.17 | 232 |
Illustrative rows for HYPEUSDT on Binance spot; prices are in USDT and shown for schema purposes, not as live quotes.
Code
Pull HYPEUSDT spot in Python, cURL or MCP
Market id: HYPEUSDT. Export AYMARDATA_API_KEY from your dashboard, then run the Python requests example.
import os
import requests
API = "https://api.aymardata.com/v1"
KEY = os.environ["AYMARDATA_API_KEY"] # export AYMARDATA_API_KEY=ad_live_…
H = {"Authorization": f"Bearer {KEY}", "User-Agent": "aymardata-docs/1.0"}
# HYPEUSDT spot: five minutes of trades
trades = requests.get(
f"{API}/trades",
headers=H,
params={
"source": "binance-spot",
"market": "HYPEUSDT",
"start": "2026-10-22T14:30:00Z",
"end": "2026-10-22T14:35:00Z",
"limit": 500,
},
timeout=30,
).json()["data"]
buys = [t for t in trades if t["side"] == "buy"]
print(f"{len(buys)} of {len(trades)} HYPEUSDT prints were taker buys")
book = requests.get(
f"{API}/book",
headers=H,
params={
"source": "binance-spot",
"market": "HYPEUSDT",
"at": "2026-10-22T14:32:00Z",
"depth": 10,
},
timeout=30,
).json()
print(book.get("spread"), len(trades))FAQ
HYPEUSDT spot: common questions
Is HYPEUSDT liquid enough for microstructure research?
Yes for 100 ms-level work: about 700 events a day is enough to measure spreads, depth and short-term impact, while quiet enough that single large orders stand out. For tight latency studies on a smaller pair, check the event gaps first.
What moves HYPEUSDT on Binance spot?
Mainly Hyperliquid's own volume and open interest, which feed the fee-funded buyback, and team and ecosystem unlock schedules. HYPEUSDT lets you compare Binance's centralized book with the token's own on-chain venue — the pair tends to lead or lag Hyperliquid's HYPE perp by a few hundred milliseconds.
How much HYPEUSDT spot data is there?
358K events since 2025-06-01, averaging 700 per day. Events carry the Binance exchange timestamp in milliseconds; trades record the taker side.
How does HYPEUSDT spot compare with the HYPEUSDT perpetual?
Spot is the cash reference; the perp adds mark price and funding. Joining the two on timestamp gives you basis and lead-lag — see the HYPE perp page for the matching feed.
How do I pull HYPEUSDT spot trades with the API?
Call GET /v1/trades with source=binance-spot and market=HYPEUSDT plus start and end timestamps (Python requests examples on this page). Ready to run with your API key.
Related
Related markets and next steps
Backtest HYPEUSDT spot with real tick data
Get an API key, pull your first window and join it with the other sources in the catalog.