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_universe8.2K4.9 MBJSON
Trading pairspair_universe375.3K45.6 MBParquet
OHLCV candles, 1 minutecandles_1m830.5M60.6 GBParquet
OHLCV candles, 5 minutescandles_5m510.5M37.7 GBParquet
OHLCV candles, 15 minutescandles_15m328.5M24.6 GBParquet
OHLCV candles, 1 hourcandles_1h169.7M12.9 GBParquet
OHLCV candles, 4 hourscandles_4h78.7M6.0 GBParquet
OHLCV candles, dailycandles_1d25.6M2.0 GBParquet
OHLCV candles, weeklycandles_7d7.1M584.7 MBParquet
OHLCV candles, montlycandles_30d2.9M239.6 MBParquet
XY Liquidity, 1 minuteliquidity_1m768.0M38.3 GBParquet
XY Liquidity, 5 minutesliquidity_5m471.6M23.6 GBParquet
XY Liquidity, 15 minutesliquidity_15m310.2M15.6 GBParquet
XY Liquidity, 1 hourliquidity_1h166.6M8.5 GBParquet
XY Liquidity, 4 hoursliquidity_4h80.3M4.1 GBParquet
XY Liquidity / TVL, dailyliquidity_1d105.9M2.2 GBParquet
XY Liquidity / TVL, weeklyliquidity_7d18.7M556.9 MBParquet
XY Liquidity / TVL, monthlyliquidity_30d6.2M215.5 MBParquet
Top momentum, dailytop_movers_24h377.0496.6 KBJSON
AAVE v3 supply and borrow ratesaave_v329.0M2.3 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.