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

Name Tag Entries Size Format Last updated Links
Decentralised exchanges exchange_universe 7.5K 4.5 MB JSON
Trading pairs pair_universe 278.5K 34.3 MB Parquet
OHLCV candles, 1 minute candles_1m 677.4M 50.4 GB Parquet
OHLCV candles, 5 minutes candles_5m 401.2M 30.3 GB Parquet
OHLCV candles, 15 minutes candles_15m 258.4M 19.8 GB Parquet
OHLCV candles, 1 hour candles_1h 133.3M 10.3 GB Parquet
OHLCV candles, 4 hours candles_4h 61.1M 4.8 GB Parquet
OHLCV candles, daily candles_1d 19.2M 1.5 GB Parquet
OHLCV candles, weekly candles_7d 4.8M 411.4 MB Parquet
OHLCV candles, montly candles_30d 1.7M 151.4 MB Parquet
XY Liquidity, 1 minute liquidity_1m 665.3M 33.2 GB Parquet
XY Liquidity, 5 minutes liquidity_5m 395.5M 19.8 GB Parquet
XY Liquidity, 15 minutes liquidity_15m 256.1M 13.0 GB Parquet
XY Liquidity, 1 hour liquidity_1h 135.4M 6.9 GB Parquet
XY Liquidity, 4 hours liquidity_4h 64.0M 3.3 GB Parquet
XY Liquidity / TVL, daily liquidity_1d 25.2M 1.2 GB Parquet
XY Liquidity / TVL, weekly liquidity_7d 6.0M 327.8 MB Parquet
XY Liquidity / TVL, monthly liquidity_30d 2.1M 125.0 MB Parquet
Top momentum, daily top_movers_24h 496.0 654.6 KB JSON
AAVE v3 supply and borrow rates aave_v3 13.8M 1.2 GB Parquet
Uniswap trades uniswap_trades 2.0B 98.0 GB Parquet

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.