Standardised formats - Polaris

Standardised formats give you one schema across venues so analytics, storage, and model features can be exchange-agnostic.

Canonical event envelope

Each record is wrapped in a stable envelope with normalized identifiers and consistent timestamp precision.

Core fields

timestamp: event time in UTC microseconds since Unix epoch
venue: normalized exchange ID, for example hyperliquid
symbol: normalized instrument ID, for example BTC-USD
type: unified event category such as trade, orderbook, bar, or datapoint
data: typed payload for the event type

Example:

{
  "timestamp": 1767225600000000,
  "venue": "hyperliquid",
  "symbol": "BTC-USD",
  "type": "trade",
  "data": {
    "price": 64321.5,
    "quantity": 0.025,
    "side": "buy"
  }
}

Next steps

Read Trades for execution-level payloads.
Read Market events for datapoints, funding, and other state changes.
Read Snapshots if you want these records in bulk historical files.

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