Historical DEX trading data

The following datasets are available for historical DEX trading data. Sign up for a free API key to download the data.

Read the documentation how to get started with Trading Strategy Python library for algorithmic trading.

Available datasets

NameTagEntriesSizeFormatLast updatedLinks
Decentralised exchangesexchange_universe8.4K5.1 MBJSON
Trading pairspair_universe383.1K46.5 MBParquet
OHLCV candles, 1 minutecandles_1m882.7M63.9 GBParquet
OHLCV candles, 5 minutescandles_5m549.9M40.1 GBParquet
OHLCV candles, 15 minutescandles_15m353.4M26.2 GBParquet
OHLCV candles, 1 hourcandles_1h183.1M13.7 GBParquet
OHLCV candles, 4 hourscandles_4h85.1M6.5 GBParquet
OHLCV candles, dailycandles_1d27.8M2.2 GBParquet
OHLCV candles, weeklycandles_7d7.7M631.3 MBParquet
OHLCV candles, montlycandles_30d3.3M270.8 MBParquet
XY Liquidity, 1 minuteliquidity_1m792.2M39.4 GBParquet
XY Liquidity, 5 minutesliquidity_5m488.1M24.4 GBParquet
XY Liquidity, 15 minutesliquidity_15m322.4M16.2 GBParquet
XY Liquidity, 1 hourliquidity_1h174.6M8.9 GBParquet
XY Liquidity, 4 hoursliquidity_4h85.2M4.4 GBParquet
XY Liquidity / TVL, dailyliquidity_1d114.5M2.4 GBParquet
XY Liquidity / TVL, weeklyliquidity_7d19.2M582.8 MBParquet
XY Liquidity / TVL, monthlyliquidity_30d6.4M228.6 MBParquet
Top momentum, dailytop_movers_24h494.0652.1 KBJSON
AAVE v3 supply and borrow ratesaave_v335.3M2.7 GBParquet
Uniswap tradesuniswap_trades2.0B98.0 GBParquet

Data logistics

Datasets are distributed in Parquet file format designed for data research. Parquet is a columnar data format for high performance in-memory datasets from Apache Arrow project.

Datasets are large. Datasets are compressed using Parquet built-in Snappy compression and may be considerably larger when expanded to RAM. We expect you to download the dataset, cache the resulting file on a local disk and perform your own strategy specific trading pair filtering before using the data. Uncompressed one minute candle data takes several gigabyte of memory.