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Schema: hypercore.core Table: ez_perp_l2_book Type: View

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What

Level 2 order book depth snapshots for perpetual markets, showing price levels, sizes, and order counts at each level. Enriched with market metadata. Historical L2 book snapshot data is available from the Hyperliquid market_data folder in the hyperliquid-archive S3 bucket, updated approximately once a month. There is no guarantee of timely updates and data may be missing. L2 book snapshots and asset contexts are the only historical data sets provided by Hyperliquid via S3.

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Key Use Cases

  • Analyzing order book depth and liquidity
  • Measuring bid-ask spreads
  • Identifying support and resistance levels
  • Tracking market maker activity
  • Calculating liquidity-weighted prices

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Important Relationships

  • Derived from silver__l2_book via Streamline API
  • Enriched with core__dim_perp_markets via coin
  • Complements core__fact_mid_prices for full price picture

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Commonly-used Fields

  • coin: Perp asset identifier
  • side: bid or ask
  • level: Price level depth (0 = best bid/ask)
  • price / size: Price and total size at this level
  • order_count: Number of orders at this level
  • snapshot_timestamp: When this snapshot was taken

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Columns

Column NameData TypeDescription
COINTEXTRaw asset identifier. Perps use plain ticker (e.g. BTC), spot uses @token_index format (e.g. @2), prelaunch uses xyz:name prefix.
ASSET_INDEXNUMBERNumeric index for the asset on the Hyperliquid exchange.
SIZE_DECIMALSNUMBERDecimal precision for order sizes on this market.
MAX_LEVERAGENUMBERMaximum allowed leverage for this perpetual market.
SNAPSHOT_TIMESTAMPTIMESTAMP_NTZTimestamp when the market data snapshot was taken via Streamline API.
SIDETEXTOrder book side: ‘bid’ or ‘ask’.
LEVELNUMBERPrice level depth in the order book (0 = best bid/ask).
PRICEFLOATExecution price in USD for this trade.
SIZEFLOATTotal size at a given order book price level.
ORDER_COUNTNUMBERNumber of orders at a given order book price level.
INSERTED_TIMESTAMPTIMESTAMP_NTZTimestamp when the record was inserted into this table (Snowflake SYSDATE).
MODIFIED_TIMESTAMPTIMESTAMP_NTZTimestamp when the record was last modified in this table (Snowflake SYSDATE).
EZ_PERP_L2_BOOK_IDTEXTSurrogate key for L2 book records
_INVOCATION_IDTEXTdbt invocation identifier for tracking which run produced this record.