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_universe8.2K5.0 MBJSON
Trading pairspair_universe378.5K45.9 MBParquet
OHLCV candles, 1 minutecandles_1m843.0M61.4 GBParquet
OHLCV candles, 5 minutescandles_5m527.9M38.7 GBParquet
OHLCV candles, 15 minutescandles_15m339.3M25.3 GBParquet
OHLCV candles, 1 hourcandles_1h175.1M13.2 GBParquet
OHLCV candles, 4 hourscandles_4h81.2M6.2 GBParquet
OHLCV candles, dailycandles_1d26.4M2.1 GBParquet
OHLCV candles, weeklycandles_7d7.2M596.2 MBParquet
OHLCV candles, montlycandles_30d3.1M255.2 MBParquet
XY Liquidity, 1 minuteliquidity_1m774.7M38.6 GBParquet
XY Liquidity, 5 minutesliquidity_5m476.2M23.8 GBParquet
XY Liquidity, 15 minutesliquidity_15m313.6M15.8 GBParquet
XY Liquidity, 1 hourliquidity_1h168.7M8.6 GBParquet
XY Liquidity, 4 hoursliquidity_4h81.8M4.2 GBParquet
XY Liquidity / TVL, dailyliquidity_1d107.1M2.2 GBParquet
XY Liquidity / TVL, weeklyliquidity_7d18.9M568.4 MBParquet
XY Liquidity / TVL, monthlyliquidity_30d6.3M220.0 MBParquet
Top momentum, dailytop_movers_24h500.0659.1 KBJSON
AAVE v3 supply and borrow ratesaave_v329.9M2.4 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.