You can query historical liquidation events from the protocol subgraphs. There's an example here for an individual user or you query for all liquidation calls with:

{
liquidationCalls{
    id
    user{
      id
    }
    collateralUserReserve{
      reserve{
        symbol
        reserveLiquidationThreshold
      }
    }
    collateralAmount
    principalReserve{
      symbol
      reserveFactor
    }
    principalAmount
    liquidator
    timestamp
  }
}