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_universe8.4K5.1 MBJSON
Trading pairspair_universe383.5K46.6 MBParquet
OHLCV candles, 1 minutecandles_1m892.1M64.4 GBParquet
OHLCV candles, 5 minutescandles_5m555.2M40.4 GBParquet
OHLCV candles, 15 minutescandles_15m356.7M26.4 GBParquet
OHLCV candles, 1 hourcandles_1h184.3M13.8 GBParquet
OHLCV candles, 4 hourscandles_4h85.7M6.5 GBParquet
OHLCV candles, dailycandles_1d28.0M2.2 GBParquet
OHLCV candles, weeklycandles_7d7.7M635.2 MBParquet
OHLCV candles, montlycandles_30d3.3M271.9 MBParquet
XY Liquidity, 1 minuteliquidity_1m796.2M39.6 GBParquet
XY Liquidity, 5 minutesliquidity_5m490.9M24.5 GBParquet
XY Liquidity, 15 minutesliquidity_15m324.5M16.3 GBParquet
XY Liquidity, 1 hourliquidity_1h175.5M8.9 GBParquet
XY Liquidity, 4 hoursliquidity_4h85.7M4.4 GBParquet
XY Liquidity / TVL, dailyliquidity_1d115.0M2.5 GBParquet
XY Liquidity / TVL, weeklyliquidity_7d19.3M587.8 MBParquet
XY Liquidity / TVL, monthlyliquidity_30d6.4M228.9 MBParquet
Top momentum, dailytop_movers_24h452.0597.8 KBJSON
AAVE v3 supply and borrow ratesaave_v336.4M2.8 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.