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_universe7.9K4.8 MBJSON
Trading pairspair_universe349.9K42.8 MBParquet
OHLCV candles, 1 minutecandles_1m773.5M56.9 GBParquet
OHLCV candles, 5 minutescandles_5m477.3M35.5 GBParquet
OHLCV candles, 15 minutescandles_15m306.8M23.2 GBParquet
OHLCV candles, 1 hourcandles_1h158.1M12.1 GBParquet
OHLCV candles, 4 hourscandles_4h72.8M5.6 GBParquet
OHLCV candles, dailycandles_1d23.2M1.8 GBParquet
OHLCV candles, weeklycandles_7d6.0M511.6 MBParquet
OHLCV candles, montlycandles_30d2.3M203.7 MBParquet
XY Liquidity, 1 minuteliquidity_1m729.6M36.4 GBParquet
XY Liquidity, 5 minutesliquidity_5m446.6M22.3 GBParquet
XY Liquidity, 15 minutesliquidity_15m292.3M14.8 GBParquet
XY Liquidity, 1 hourliquidity_1h155.8M7.9 GBParquet
XY Liquidity, 4 hoursliquidity_4h74.7M3.8 GBParquet
XY Liquidity / TVL, dailyliquidity_1d99.2M2.0 GBParquet
XY Liquidity / TVL, weeklyliquidity_7d17.6M510.7 MBParquet
XY Liquidity / TVL, monthlyliquidity_30d5.2M190.1 MBParquet
Top momentum, dailytop_movers_24h471.0618.4 KBJSON
AAVE v3 supply and borrow ratesaave_v325.5M2.1 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.