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_universe9.1K5.5 MBJSON
Trading pairspair_universe392.3K47.1 MBParquet
OHLCV candles, 1 minutecandles_1m1.0B70.6 GBParquet
OHLCV candles, 5 minutescandles_5m621.0M44.0 GBParquet
OHLCV candles, 15 minutescandles_15m398.9M28.7 GBParquet
OHLCV candles, 1 hourcandles_1h206.5M15.1 GBParquet
OHLCV candles, 4 hourscandles_4h96.3M7.2 GBParquet
OHLCV candles, dailycandles_1d31.7M2.4 GBParquet
OHLCV candles, weeklycandles_7d8.8M709.6 MBParquet
OHLCV candles, montlycandles_30d3.8M305.8 MBParquet
XY Liquidity, 1 minuteliquidity_1m830.4M41.3 GBParquet
XY Liquidity, 5 minutesliquidity_5m514.7M25.6 GBParquet
XY Liquidity, 15 minutesliquidity_15m342.5M17.2 GBParquet
XY Liquidity, 1 hourliquidity_1h187.3M9.5 GBParquet
XY Liquidity, 4 hoursliquidity_4h92.4M4.7 GBParquet
XY Liquidity / TVL, dailyliquidity_1d127.6M2.9 GBParquet
XY Liquidity / TVL, weeklyliquidity_7d21.4M673.5 MBParquet
XY Liquidity / TVL, monthlyliquidity_30d7.0M254.8 MBParquet
Top momentum, dailytop_movers_24h281.0369.9 KBJSON
AAVE v3 supply and borrow ratesaave_v346.4M3.5 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.