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
Vaults (stablecoin only)vault-stablecoin------JSON
Decentralised exchangesexchange_universe8.6K5.2 MBJSON
Trading pairspair_universe386.3K46.8 MBParquet
OHLCV candles, 1 minutecandles_1m916.0M65.8 GBParquet
OHLCV candles, 5 minutescandles_5m568.6M41.2 GBParquet
OHLCV candles, 15 minutescandles_15m365.1M26.9 GBParquet
OHLCV candles, 1 hourcandles_1h189.2M14.1 GBParquet
OHLCV candles, 4 hourscandles_4h87.9M6.7 GBParquet
OHLCV candles, dailycandles_1d28.7M2.2 GBParquet
OHLCV candles, weeklycandles_7d7.9M650.8 MBParquet
OHLCV candles, montlycandles_30d3.4M280.1 MBParquet
XY Liquidity, 1 minuteliquidity_1m804.6M40.0 GBParquet
XY Liquidity, 5 minutesliquidity_5m496.6M24.8 GBParquet
XY Liquidity, 15 minutesliquidity_15m328.7M16.5 GBParquet
XY Liquidity, 1 hourliquidity_1h178.7M9.1 GBParquet
XY Liquidity, 4 hoursliquidity_4h87.4M4.5 GBParquet
XY Liquidity / TVL, dailyliquidity_1d117.0M2.5 GBParquet
XY Liquidity / TVL, weeklyliquidity_7d19.7M604.3 MBParquet
XY Liquidity / TVL, monthlyliquidity_30d6.6M235.6 MBParquet
Top momentum, dailytop_movers_24h368.0484.6 KBJSON
AAVE v3 supply and borrow ratesaave_v338.8M3.0 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.