Hyperliquid order book data from the HyperCore L1, not HyperEVM. The order_statuses table keeps every order through its lifecycle: open, canceled, filled, triggered and the *Rejected states, with time in force, reduce-only, trigger conditions and TP/SL child brackets. The book_diffs table is L4, one row per new, update or remove of a single order with its owner, order id, price and size, so the book can be rebuilt at any block rather than at snapshot boundaries. The oracle_updates table records each mark, oracle and external perp price push per coin.
Hyperliquid's own S3 archive publishes L2 snapshots and asset contexts and nothing else. Rejects and cancels are invisible in any trades-only dataset, and they are most of the signal in microstructure work. Money and sizes are decimal strings, addresses are 0x-prefixed hex, and Order.Timestamp is epoch milliseconds while Block_Time and status Time are epoch nanoseconds.