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_universe9.0K5.5 MBJSON
Trading pairspair_universe391.9K47.2 MBParquet
OHLCV candles, 1 minutecandles_1m994.4M70.0 GBParquet
OHLCV candles, 5 minutescandles_5m614.2M43.7 GBParquet
OHLCV candles, 15 minutescandles_15m394.4M28.5 GBParquet
OHLCV candles, 1 hourcandles_1h203.8M15.0 GBParquet
OHLCV candles, 4 hourscandles_4h94.9M7.1 GBParquet
OHLCV candles, dailycandles_1d31.2M2.4 GBParquet
OHLCV candles, weeklycandles_7d8.6M699.3 MBParquet
OHLCV candles, montlycandles_30d3.7M301.1 MBParquet
XY Liquidity, 1 minuteliquidity_1m828.4M41.2 GBParquet
XY Liquidity, 5 minutesliquidity_5m513.3M25.6 GBParquet
XY Liquidity, 15 minutesliquidity_15m341.4M17.2 GBParquet
XY Liquidity, 1 hourliquidity_1h186.5M9.4 GBParquet
XY Liquidity, 4 hoursliquidity_4h92.0M4.7 GBParquet
XY Liquidity / TVL, dailyliquidity_1d125.5M2.8 GBParquet
XY Liquidity / TVL, weeklyliquidity_7d21.1M660.8 MBParquet
XY Liquidity / TVL, monthlyliquidity_30d7.0M251.6 MBParquet
Top momentum, dailytop_movers_24h299.0394.9 KBJSON
AAVE v3 supply and borrow ratesaave_v345.6M3.5 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.