Historical Data

Users can fetch historical data using various REST endpoints, mainly:

• accountInactiveOrders
• trades
• logs
• tx
• pnl
• deposit_history, transfer_history, withdraw_history
• candles
• fundings, positionFunding
• liquidations
• exchangeMetrics, executeStats

Several of these are heavy (see the weights in Rate Limits), so paginate and cache the results.

Alternatively, you can use export to obtain CSVs containing up to 12 months of trades, or up to 3 months of funding payments, for a specific account index.

Historical Trade Events

For interested parties, you can access parquet files containing trade events (global), up to mainnet genesis (January 17th, 2025), using the historicalTrade endpoint. To obtain access, perform an in-app transfer of 100 LIT to 0x4FD058F25bE85E459ec552cA8e4C696FD1D34125. On-chain transfers are not supported; you must transfer from within the exchange directly (L2Transfer).

Historical Trade Events (Requester Pays)

For those that prefer to use their AWS account, and cover costs per each request themselves, --request-payer requester can be used.

Example request for Lighter Core:

aws s3 ls s3://lighter-historical-data/trade-daily/ --request-payer requester | tail -3
aws s3 cp s3://lighter-historical-data/trade-daily/date=2025-11-26/trades.parquet /tmp/trades.parquet --request-payer requester