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 Entry count (k) Size (MBytes) Format Last updated Links
Decentralised exchanges exchange_universe 4 2 JSON Documentation Download
Trading pairs pair_universe 156 20 Parquet Documentation Download
OHLCV candles, 1 minute candles_1m 453,735 23,750 Parquet Documentation Download
OHLCV candles, 5 minutes candles_5m 268,963 14,161 Parquet Documentation Download
OHLCV candles, 15 minutes candles_15m 170,038 9,050 Parquet Documentation Download
OHLCV candles, 1 hour candles_1h 84,785 4,567 Parquet Documentation Download
OHLCV candles, 4 hours candles_4h 37,403 2,043 Parquet Documentation Download
OHLCV candles, daily candles_1d 11,095 627 Parquet Documentation Download
OHLCV candles, weekly candles_7d 2,588 153 Parquet Documentation Download
OHLCV candles, montly candles_30d 882 54 Parquet Documentation Download
XY Liquidity, 1 minute liquidity_1m 486,225 19,146 Parquet Documentation Download
XY Liquidity, 5 minutes liquidity_5m 283,949 11,150 Parquet Documentation Download
XY Liquidity, 15 minutes liquidity_15m 178,575 7,061 Parquet Documentation Download
XY Liquidity, 1 hour liquidity_1h 89,005 3,550 Parquet Documentation Download
XY Liquidity, 4 hours liquidity_4h 39,555 1,596 Parquet Documentation Download
XY Liquidity, daily liquidity_1d 11,964 507 Parquet Documentation Download
XY Liquidity, weekly liquidity_7d 2,846 132 Parquet Documentation Download
XY Liquidity, monthly liquidity_30d 973 49 Parquet Documentation Download
Top momentum, daily top_movers_24h 0.500 0.594 JSON Documentation Download
AAVE v3 supply and borrow rates aave_v3 2,138 185 Parquet Documentation Download

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.