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

Name Tag Entries Size Format Last updated Links
Decentralised exchanges exchange_universe 5.4K 3.2 MB JSON
Trading pairs pair_universe 224.5K 28.3 MB Parquet
OHLCV candles, 1 minute candles_1m 585.1M 32.3 GB Parquet
OHLCV candles, 5 minutes candles_5m 351.8M 19.6 GB Parquet
OHLCV candles, 15 minutes candles_15m 225.4M 12.7 GB Parquet
OHLCV candles, 1 hour candles_1h 115.1M 6.5 GB Parquet
OHLCV candles, 4 hours candles_4h 52.3M 3.0 GB Parquet
OHLCV candles, daily candles_1d 16.2M 980.8 MB Parquet
OHLCV candles, weekly candles_7d 3.9M 250.5 MB Parquet
OHLCV candles, montly candles_30d 1.4M 92.2 MB Parquet
XY Liquidity, 1 minute liquidity_1m 582.9M 22.3 GB Parquet
XY Liquidity, 5 minutes liquidity_5m 348.3M 13.3 GB Parquet
XY Liquidity, 15 minutes liquidity_15m 222.6M 8.5 GB Parquet
XY Liquidity, 1 hour liquidity_1h 113.9M 4.4 GB Parquet
XY Liquidity, 4 hours liquidity_4h 52.3M 2.0 GB Parquet
XY Liquidity, daily liquidity_1d 16.6M 697.0 MB Parquet
XY Liquidity, weekly liquidity_7d 4.2M 191.4 MB Parquet
XY Liquidity, monthly liquidity_30d 1.5M 73.9 MB Parquet
Top momentum, daily top_movers_24h 500.0 656.0 KB JSON
AAVE v3 supply and borrow rates aave_v3 7.2M 650.1 MB Parquet
Uniswap trades uniswap_trades 2.0B 98.0 GB Parquet

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.

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