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_universe9.0K5.4 MBJSON
Trading pairspair_universe391.5K47.1 MBParquet
OHLCV candles, 1 minutecandles_1m983.4M69.4 GBParquet
OHLCV candles, 5 minutescandles_5m607.6M43.3 GBParquet
OHLCV candles, 15 minutescandles_15m390.0M28.3 GBParquet
OHLCV candles, 1 hourcandles_1h201.5M14.9 GBParquet
OHLCV candles, 4 hourscandles_4h93.8M7.0 GBParquet
OHLCV candles, dailycandles_1d30.7M2.4 GBParquet
OHLCV candles, weeklycandles_7d8.5M690.7 MBParquet
OHLCV candles, montlycandles_30d3.6M297.4 MBParquet
XY Liquidity, 1 minuteliquidity_1m826.4M41.1 GBParquet
XY Liquidity, 5 minutesliquidity_5m511.8M25.5 GBParquet
XY Liquidity, 15 minutesliquidity_15m340.3M17.1 GBParquet
XY Liquidity, 1 hourliquidity_1h185.8M9.4 GBParquet
XY Liquidity, 4 hoursliquidity_4h91.6M4.7 GBParquet
XY Liquidity / TVL, dailyliquidity_1d123.8M2.8 GBParquet
XY Liquidity / TVL, weeklyliquidity_7d20.8M651.8 MBParquet
XY Liquidity / TVL, monthlyliquidity_30d6.9M249.8 MBParquet
Top momentum, dailytop_movers_24h299.0394.8 KBJSON
AAVE v3 supply and borrow ratesaave_v344.8M3.4 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.