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_universe8.3K5.0 MBJSON
Trading pairspair_universe380.1K46.1 MBParquet
OHLCV candles, 1 minutecandles_1m857.1M62.3 GBParquet
OHLCV candles, 5 minutescandles_5m535.6M39.2 GBParquet
OHLCV candles, 15 minutescandles_15m344.2M25.6 GBParquet
OHLCV candles, 1 hourcandles_1h178.0M13.4 GBParquet
OHLCV candles, 4 hourscandles_4h82.6M6.3 GBParquet
OHLCV candles, dailycandles_1d26.9M2.1 GBParquet
OHLCV candles, weeklycandles_7d7.4M608.7 MBParquet
OHLCV candles, montlycandles_30d3.1M260.8 MBParquet
XY Liquidity, 1 minuteliquidity_1m781.2M38.9 GBParquet
XY Liquidity, 5 minutesliquidity_5m480.8M24.0 GBParquet
XY Liquidity, 15 minutesliquidity_15m317.0M16.0 GBParquet
XY Liquidity, 1 hourliquidity_1h171.1M8.7 GBParquet
XY Liquidity, 4 hoursliquidity_4h83.2M4.3 GBParquet
XY Liquidity / TVL, dailyliquidity_1d112.4M2.4 GBParquet
XY Liquidity / TVL, weeklyliquidity_7d18.8M565.1 MBParquet
XY Liquidity / TVL, monthlyliquidity_30d6.3M222.4 MBParquet
Top momentum, dailytop_movers_24h500.0661.6 KBJSON
AAVE v3 supply and borrow ratesaave_v331.7M2.5 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.