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_universe8.7K5.2 MBJSON
Trading pairspair_universe387.4K46.8 MBParquet
OHLCV candles, 1 minutecandles_1m930.2M66.5 GBParquet
OHLCV candles, 5 minutescandles_5m576.8M41.6 GBParquet
OHLCV candles, 15 minutescandles_15m370.3M27.2 GBParquet
OHLCV candles, 1 hourcandles_1h191.1M14.3 GBParquet
OHLCV candles, 4 hourscandles_4h88.8M6.7 GBParquet
OHLCV candles, dailycandles_1d29.0M2.3 GBParquet
OHLCV candles, weeklycandles_7d8.0M656.1 MBParquet
OHLCV candles, montlycandles_30d3.4M281.5 MBParquet
XY Liquidity, 1 minuteliquidity_1m809.4M40.3 GBParquet
XY Liquidity, 5 minutesliquidity_5m499.9M24.9 GBParquet
XY Liquidity, 15 minutesliquidity_15m331.2M16.7 GBParquet
XY Liquidity, 1 hourliquidity_1h179.8M9.1 GBParquet
XY Liquidity, 4 hoursliquidity_4h88.1M4.5 GBParquet
XY Liquidity / TVL, dailyliquidity_1d117.9M2.6 GBParquet
XY Liquidity / TVL, weeklyliquidity_7d19.8M610.8 MBParquet
XY Liquidity / TVL, monthlyliquidity_30d6.6M236.0 MBParquet
Top momentum, dailytop_movers_24h353.0464.7 KBJSON
AAVE v3 supply and borrow ratesaave_v339.5M3.0 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.