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_universe8.3K5.0 MBJSON
Trading pairspair_universe381.2K46.3 MBParquet
OHLCV candles, 1 minutecandles_1m866.7M62.9 GBParquet
OHLCV candles, 5 minutescandles_5m541.0M39.6 GBParquet
OHLCV candles, 15 minutescandles_15m347.7M25.8 GBParquet
OHLCV candles, 1 hourcandles_1h180.1M13.6 GBParquet
OHLCV candles, 4 hourscandles_4h83.6M6.4 GBParquet
OHLCV candles, dailycandles_1d27.3M2.1 GBParquet
OHLCV candles, weeklycandles_7d7.5M617.0 MBParquet
OHLCV candles, montlycandles_30d3.2M265.2 MBParquet
XY Liquidity, 1 minuteliquidity_1m785.7M39.1 GBParquet
XY Liquidity, 5 minutesliquidity_5m483.9M24.2 GBParquet
XY Liquidity, 15 minutesliquidity_15m319.3M16.1 GBParquet
XY Liquidity, 1 hourliquidity_1h172.6M8.8 GBParquet
XY Liquidity, 4 hoursliquidity_4h84.0M4.3 GBParquet
XY Liquidity / TVL, dailyliquidity_1d113.3M2.4 GBParquet
XY Liquidity / TVL, weeklyliquidity_7d18.9M572.8 MBParquet
XY Liquidity / TVL, monthlyliquidity_30d6.4M225.2 MBParquet
Top momentum, dailytop_movers_24h443.0584.8 KBJSON
AAVE v3 supply and borrow ratesaave_v333.2M2.6 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.