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

Name Tag Entries Size Format Last updated Links
Decentralised exchanges exchange_universe 7.4K 4.5 MB JSON
Trading pairs pair_universe 270.2K 33.4 MB Parquet
OHLCV candles, 1 minute candles_1m 669.3M 49.9 GB Parquet
OHLCV candles, 5 minutes candles_5m 398.5M 30.1 GB Parquet
OHLCV candles, 15 minutes candles_15m 256.6M 19.7 GB Parquet
OHLCV candles, 1 hour candles_1h 132.0M 10.3 GB Parquet
OHLCV candles, 4 hours candles_4h 60.5M 4.8 GB Parquet
OHLCV candles, daily candles_1d 19.0M 1.5 GB Parquet
OHLCV candles, weekly candles_7d 4.7M 407.0 MB Parquet
OHLCV candles, montly candles_30d 1.7M 150.5 MB Parquet
XY Liquidity, 1 minute liquidity_1m 659.2M 32.9 GB Parquet
XY Liquidity, 5 minutes liquidity_5m 393.0M 19.7 GB Parquet
XY Liquidity, 15 minutes liquidity_15m 255.3M 13.0 GB Parquet
XY Liquidity, 1 hour liquidity_1h 134.0M 6.9 GB Parquet
XY Liquidity, 4 hours liquidity_4h 63.2M 3.3 GB Parquet
XY Liquidity / TVL, daily liquidity_1d 24.6M 1.1 GB Parquet
XY Liquidity / TVL, weekly liquidity_7d 5.9M 322.1 MB Parquet
XY Liquidity / TVL, monthly liquidity_30d 2.0M 124.0 MB Parquet
Top momentum, daily top_movers_24h 500.0 653.6 KB JSON
AAVE v3 supply and borrow rates aave_v3 13.5M 1.2 GB Parquet
Uniswap trades uniswap_trades 2.0B 98.0 GB Parquet

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.