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_universe8.1K4.9 MBJSON
Trading pairspair_universe374.3K45.6 MBParquet
OHLCV candles, 1 minutecandles_1m815.2M59.6 GBParquet
OHLCV candles, 5 minutescandles_5m506.6M37.5 GBParquet
OHLCV candles, 15 minutescandles_15m326.0M24.4 GBParquet
OHLCV candles, 1 hourcandles_1h168.3M12.8 GBParquet
OHLCV candles, 4 hourscandles_4h78.0M6.0 GBParquet
OHLCV candles, dailycandles_1d25.3M2.0 GBParquet
OHLCV candles, weeklycandles_7d7.0M576.7 MBParquet
OHLCV candles, montlycandles_30d2.9M239.6 MBParquet
XY Liquidity, 1 minuteliquidity_1m763.8M38.0 GBParquet
XY Liquidity, 5 minutesliquidity_5m467.5M23.4 GBParquet
XY Liquidity, 15 minutesliquidity_15m308.0M15.5 GBParquet
XY Liquidity, 1 hourliquidity_1h165.3M8.4 GBParquet
XY Liquidity, 4 hoursliquidity_4h79.8M4.1 GBParquet
XY Liquidity / TVL, dailyliquidity_1d105.3M2.2 GBParquet
XY Liquidity / TVL, weeklyliquidity_7d18.6M552.2 MBParquet
XY Liquidity / TVL, monthlyliquidity_30d6.1M211.9 MBParquet
Top momentum, dailytop_movers_24h422.0554.7 KBJSON
AAVE v3 supply and borrow ratesaave_v328.5M2.3 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.