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_universe7.6K4.6 MBJSON
Trading pairspair_universe312.6K38.8 MBParquet
OHLCV candles, 1 minutecandles_1m714.4M53.0 GBParquet
OHLCV candles, 5 minutescandles_5m441.8M33.1 GBParquet
OHLCV candles, 15 minutescandles_15m283.5M21.6 GBParquet
OHLCV candles, 1 hourcandles_1h145.7M11.2 GBParquet
OHLCV candles, 4 hourscandles_4h66.7M5.2 GBParquet
OHLCV candles, dailycandles_1d21.0M1.7 GBParquet
OHLCV candles, weeklycandles_7d5.3M452.2 MBParquet
OHLCV candles, montlycandles_30d1.9M168.5 MBParquet
XY Liquidity, 1 minuteliquidity_1m695.3M34.7 GBParquet
XY Liquidity, 5 minutesliquidity_5m422.8M21.2 GBParquet
XY Liquidity, 15 minutesliquidity_15m275.0M13.9 GBParquet
XY Liquidity, 1 hourliquidity_1h145.3M7.4 GBParquet
XY Liquidity, 4 hoursliquidity_4h69.0M3.6 GBParquet
XY Liquidity / TVL, dailyliquidity_1d66.3M1.6 GBParquet
XY Liquidity / TVL, weeklyliquidity_7d12.3M425.5 MBParquet
XY Liquidity / TVL, monthlyliquidity_30d3.6M154.2 MBParquet
Top momentum, dailytop_movers_24h500.0658.2 KBJSON
AAVE v3 supply and borrow ratesaave_v315.4M1.3 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.