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_universe7.7K4.6 MBJSON
Trading pairspair_universe322.0K39.7 MBParquet
OHLCV candles, 1 minutecandles_1m727.6M53.8 GBParquet
OHLCV candles, 5 minutescandles_5m449.9M33.7 GBParquet
OHLCV candles, 15 minutescandles_15m286.5M21.8 GBParquet
OHLCV candles, 1 hourcandles_1h148.7M11.4 GBParquet
OHLCV candles, 4 hourscandles_4h68.1M5.3 GBParquet
OHLCV candles, dailycandles_1d21.5M1.7 GBParquet
OHLCV candles, weeklycandles_7d5.4M464.8 MBParquet
OHLCV candles, montlycandles_30d2.0M176.5 MBParquet
XY Liquidity, 1 minuteliquidity_1m703.1M35.1 GBParquet
XY Liquidity, 5 minutesliquidity_5m428.3M21.5 GBParquet
XY Liquidity, 15 minutesliquidity_15m279.0M14.1 GBParquet
XY Liquidity, 1 hourliquidity_1h147.8M7.6 GBParquet
XY Liquidity, 4 hoursliquidity_4h70.4M3.6 GBParquet
XY Liquidity / TVL, dailyliquidity_1d72.9M1.7 GBParquet
XY Liquidity / TVL, weeklyliquidity_7d13.2M443.5 MBParquet
XY Liquidity / TVL, monthlyliquidity_30d3.9M163.7 MBParquet
Top momentum, dailytop_movers_24h500.0655.1 KBJSON
AAVE v3 supply and borrow ratesaave_v319.9M1.6 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.