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_universe8.9K5.4 MBJSON
Trading pairspair_universe389.7K47.1 MBParquet
OHLCV candles, 1 minutecandles_1m955.0M67.9 GBParquet
OHLCV candles, 5 minutescandles_5m591.1M42.4 GBParquet
OHLCV candles, 15 minutescandles_15m379.3M27.7 GBParquet
OHLCV candles, 1 hourcandles_1h196.4M14.6 GBParquet
OHLCV candles, 4 hourscandles_4h91.3M6.9 GBParquet
OHLCV candles, dailycandles_1d29.9M2.3 GBParquet
OHLCV candles, weeklycandles_7d8.3M674.1 MBParquet
OHLCV candles, montlycandles_30d3.5M289.0 MBParquet
XY Liquidity, 1 minuteliquidity_1m817.6M40.7 GBParquet
XY Liquidity, 5 minutesliquidity_5m505.5M25.2 GBParquet
XY Liquidity, 15 minutesliquidity_15m335.4M16.9 GBParquet
XY Liquidity, 1 hourliquidity_1h183.2M9.3 GBParquet
XY Liquidity, 4 hoursliquidity_4h90.0M4.6 GBParquet
XY Liquidity / TVL, dailyliquidity_1d120.5M2.7 GBParquet
XY Liquidity / TVL, weeklyliquidity_7d20.3M632.0 MBParquet
XY Liquidity / TVL, monthlyliquidity_30d6.8M243.5 MBParquet
Top momentum, dailytop_movers_24h308.0404.9 KBJSON
AAVE v3 supply and borrow ratesaave_v342.1M3.2 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.