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 | 4 | 2 | JSON | about 4 hours ago | Documentation Download |
| Trading pairs | pair_universe | 139 | 18 | Parquet | about 4 hours ago | Documentation Download |
| OHLCV candles, 1 minute | candles_1m | 410,129 | 21,518 | Parquet | 21 days ago | Documentation Download |
| OHLCV candles, 5 minutes | candles_5m | 242,255 | 12,787 | Parquet | 22 days ago | Documentation Download |
| OHLCV candles, 1 hour | candles_1h | 76,303 | 4,121 | Parquet | about 2 hours ago | Documentation Download |
| OHLCV candles, 4 hours | candles_4h | 33,239 | 1,820 | Parquet | about 4 hours ago | Documentation Download |
| OHLCV candles, daily | candles_1d | 9,402 | 533 | Parquet | 22 days ago | Documentation Download |
| OHLCV candles, weekly | candles_7d | 2,153 | 128 | Parquet | 22 days ago | Documentation Download |
| OHLCV candles, montly | candles_30d | 734 | 46 | Parquet | 22 days ago | Documentation Download |
| XY Liquidity, 1 minute | liquidity_1m | 442,490 | 17,433 | Parquet | 21 days ago | Documentation Download |
| XY Liquidity, 5 minutes | liquidity_5m | 257,818 | 10,144 | Parquet | 22 days ago | Documentation Download |
| XY Liquidity, 1 hour | liquidity_1h | 80,741 | 3,227 | Parquet | about 3 hours ago | Documentation Download |
| XY Liquidity, 4 hours | liquidity_4h | 35,422 | 1,433 | Parquet | about 4 hours ago | Documentation Download |
| XY Liquidity, daily | liquidity_1d | 10,201 | 434 | Parquet | 22 days ago | Documentation Download |
| XY Liquidity, weekly | liquidity_7d | 2,376 | 111 | Parquet | 22 days ago | Documentation Download |
| XY Liquidity, monthly | liquidity_30d | 805 | 41 | Parquet | 22 days ago | Documentation Download |
| Top momentum, daily | top_movers_24h | 0.500 | 0.566 | JSON | 31 minutes ago | 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.