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_universe9.0K5.4 MBJSON
Trading pairspair_universe391.7K47.2 MBParquet
OHLCV candles, 1 minutecandles_1m989.4M69.8 GBParquet
OHLCV candles, 5 minutescandles_5m611.3M43.5 GBParquet
OHLCV candles, 15 minutescandles_15m392.4M28.4 GBParquet
OHLCV candles, 1 hourcandles_1h202.7M14.9 GBParquet
OHLCV candles, 4 hourscandles_4h94.3M7.0 GBParquet
OHLCV candles, dailycandles_1d31.0M2.4 GBParquet
OHLCV candles, weeklycandles_7d8.6M695.5 MBParquet
OHLCV candles, montlycandles_30d3.7M299.0 MBParquet
XY Liquidity, 1 minuteliquidity_1m827.5M41.2 GBParquet
XY Liquidity, 5 minutesliquidity_5m512.7M25.5 GBParquet
XY Liquidity, 15 minutesliquidity_15m340.9M17.1 GBParquet
XY Liquidity, 1 hourliquidity_1h186.2M9.4 GBParquet
XY Liquidity, 4 hoursliquidity_4h91.8M4.7 GBParquet
XY Liquidity / TVL, dailyliquidity_1d124.6M2.8 GBParquet
XY Liquidity / TVL, weeklyliquidity_7d21.0M655.7 MBParquet
XY Liquidity / TVL, monthlyliquidity_30d6.9M249.8 MBParquet
Top momentum, dailytop_movers_24h317.0418.0 KBJSON
AAVE v3 supply and borrow ratesaave_v345.0M3.4 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.