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_universe8.0K4.9 MBJSON
Trading pairspair_universe364.1K44.4 MBParquet
OHLCV candles, 1 minutecandles_1m796.7M58.4 GBParquet
OHLCV candles, 5 minutescandles_5m491.0M36.4 GBParquet
OHLCV candles, 15 minutescandles_15m315.9M23.8 GBParquet
OHLCV candles, 1 hourcandles_1h163.2M12.4 GBParquet
OHLCV candles, 4 hourscandles_4h75.5M5.8 GBParquet
OHLCV candles, dailycandles_1d24.4M1.9 GBParquet
OHLCV candles, weeklycandles_7d6.6M551.0 MBParquet
OHLCV candles, montlycandles_30d2.7M229.9 MBParquet
XY Liquidity, 1 minuteliquidity_1m743.6M37.1 GBParquet
XY Liquidity, 5 minutesliquidity_5m456.0M22.8 GBParquet
XY Liquidity, 15 minutesliquidity_15m299.0M15.1 GBParquet
XY Liquidity, 1 hourliquidity_1h159.9M8.2 GBParquet
XY Liquidity, 4 hoursliquidity_4h77.0M4.0 GBParquet
XY Liquidity / TVL, dailyliquidity_1d103.8M2.1 GBParquet
XY Liquidity / TVL, weeklyliquidity_7d18.2M532.1 MBParquet
XY Liquidity / TVL, monthlyliquidity_30d6.0M207.7 MBParquet
Top momentum, dailytop_movers_24h500.0657.7 KBJSON
AAVE v3 supply and borrow ratesaave_v326.9M2.2 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.