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 6.7K 4.0 MB JSON
Trading pairs pair_universe 243.1K 30.4 MB Parquet
OHLCV candles, 1 minute candles_1m 632.0M 47.3 GB Parquet
OHLCV candles, 5 minutes candles_5m 380.7M 28.9 GB Parquet
OHLCV candles, 15 minutes candles_15m 244.7M 18.8 GB Parquet
OHLCV candles, 1 hour candles_1h 125.9M 9.8 GB Parquet
OHLCV candles, 4 hours candles_4h 57.5M 4.5 GB Parquet
OHLCV candles, daily candles_1d 18.0M 1.5 GB Parquet
OHLCV candles, weekly candles_7d 4.4M 382.1 MB Parquet
OHLCV candles, montly candles_30d 1.6M 141.1 MB Parquet
XY Liquidity, 1 minute liquidity_1m 622.9M 31.2 GB Parquet
XY Liquidity, 5 minutes liquidity_5m 375.5M 18.9 GB Parquet
XY Liquidity, 15 minutes liquidity_15m 242.1M 12.3 GB Parquet
XY Liquidity, 1 hour liquidity_1h 126.5M 6.5 GB Parquet
XY Liquidity, 4 hours liquidity_4h 59.0M 3.1 GB Parquet
XY Liquidity / TVL, daily liquidity_1d 22.4M 1.1 GB Parquet
XY Liquidity / TVL, weekly liquidity_7d 5.3M 295.8 MB Parquet
XY Liquidity / TVL, monthly liquidity_30d 1.9M 113.6 MB Parquet
Top momentum, daily top_movers_24h 485.0 635.5 KB JSON
AAVE v3 supply and borrow rates aave_v3 10.8M 984.1 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.