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 5 3 JSON Documentation Download
Trading pairs pair_universe 194 24 Parquet Documentation Download
OHLCV candles, 1 minute candles_1m 520,875 29,779 Parquet Documentation Download
OHLCV candles, 5 minutes candles_5m 311,157 17,908 Parquet Documentation Download
OHLCV candles, 15 minutes candles_15m 197,820 11,498 Parquet Documentation Download
OHLCV candles, 1 hour candles_1h 99,876 5,868 Parquet Documentation Download
OHLCV candles, 4 hours candles_4h 44,792 2,662 Parquet Documentation Download
OHLCV candles, daily candles_1d 13,648 836 Parquet Documentation Download
OHLCV candles, weekly candles_7d 3,266 209 Parquet Documentation Download
OHLCV candles, montly candles_30d 1,142 76 Parquet Documentation Download
XY Liquidity, 1 minute liquidity_1m 536,314 21,077 Parquet Documentation Download
XY Liquidity, 5 minutes liquidity_5m 317,531 12,441 Parquet Documentation Download
XY Liquidity, 15 minutes liquidity_15m 201,196 7,938 Parquet Documentation Download
XY Liquidity, 1 hour liquidity_1h 101,644 4,040 Parquet Documentation Download
XY Liquidity, 4 hours liquidity_4h 45,967 1,849 Parquet Documentation Download
XY Liquidity, daily liquidity_1d 14,319 603 Parquet Documentation Download
XY Liquidity, weekly liquidity_7d 3,528 162 Parquet Documentation Download
XY Liquidity, monthly liquidity_30d 1,244 62 Parquet Documentation Download
Top momentum, daily top_movers_24h 0.371 0.466 JSON Documentation Download
AAVE v3 supply and borrow rates aave_v3 4,773 425 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.