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_universe8.1K4.9 MBJSON
Trading pairspair_universe366.2K44.7 MBParquet
OHLCV candles, 1 minutecandles_1m802.0M58.7 GBParquet
OHLCV candles, 5 minutescandles_5m494.0M36.6 GBParquet
OHLCV candles, 15 minutescandles_15m317.9M23.9 GBParquet
OHLCV candles, 1 hourcandles_1h164.0M12.5 GBParquet
OHLCV candles, 4 hourscandles_4h75.9M5.9 GBParquet
OHLCV candles, dailycandles_1d24.5M1.9 GBParquet
OHLCV candles, weeklycandles_7d6.6M553.9 MBParquet
OHLCV candles, montlycandles_30d2.7M230.9 MBParquet
XY Liquidity, 1 minuteliquidity_1m747.5M37.2 GBParquet
XY Liquidity, 5 minutesliquidity_5m458.6M22.9 GBParquet
XY Liquidity, 15 minutesliquidity_15m300.9M15.2 GBParquet
XY Liquidity, 1 hourliquidity_1h160.6M8.2 GBParquet
XY Liquidity, 4 hoursliquidity_4h77.4M4.0 GBParquet
XY Liquidity / TVL, dailyliquidity_1d104.0M2.1 GBParquet
XY Liquidity / TVL, weeklyliquidity_7d18.2M533.7 MBParquet
XY Liquidity / TVL, monthlyliquidity_30d6.0M208.0 MBParquet
Top momentum, dailytop_movers_24h497.0652.1 KBJSON
AAVE v3 supply and borrow ratesaave_v327.2M2.2 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.