Available datasets
Name | Tag | Entry count (k) | Size (MBytes) | Format | Last updated | Links |
---|---|---|---|---|---|---|
Decentralised exchanges | exchange_universe | 5 | 3 | JSON | Documentation Download | |
Trading pairs | pair_universe | 208 | 26 | Parquet | Documentation Download | |
OHLCV candles, 1 minute | candles_1m | 543,537 | 30,975 | Parquet | Documentation Download | |
OHLCV candles, 5 minutes | candles_5m | 325,453 | 18,673 | Parquet | Documentation Download | |
OHLCV candles, 15 minutes | candles_15m | 207,550 | 12,025 | Parquet | Documentation Download | |
OHLCV candles, 1 hour | candles_1h | 105,509 | 6,178 | Parquet | Documentation Download | |
OHLCV candles, 4 hours | candles_4h | 47,570 | 2,817 | Parquet | Documentation Download | |
OHLCV candles, daily | candles_1d | 14,605 | 891 | Parquet | Documentation Download | |
OHLCV candles, weekly | candles_7d | 3,526 | 225 | Parquet | Documentation Download | |
OHLCV candles, montly | candles_30d | 1,249 | 83 | Parquet | Documentation Download | |
XY Liquidity, 1 minute | liquidity_1m | 554,017 | 21,756 | Parquet | Documentation Download | |
XY Liquidity, 5 minutes | liquidity_5m | 329,032 | 12,878 | Parquet | Documentation Download | |
XY Liquidity, 15 minutes | liquidity_15m | 209,159 | 8,242 | Parquet | Documentation Download | |
XY Liquidity, 1 hour | liquidity_1h | 106,369 | 4,222 | Parquet | Documentation Download | |
XY Liquidity, 4 hours | liquidity_4h | 48,388 | 1,944 | Parquet | Documentation Download | |
XY Liquidity, daily | liquidity_1d | 15,213 | 640 | Parquet | Documentation Download | |
XY Liquidity, weekly | liquidity_7d | 3,791 | 174 | Parquet | Documentation Download | |
XY Liquidity, monthly | liquidity_30d | 1,355 | 67 | Parquet | Documentation Download | |
Top momentum, daily | top_movers_24h | 0.500 | 0.642 | JSON | Documentation Download | |
AAVE v3 supply and borrow rates | aave_v3 | 5,504 | 494 | Parquet | Documentation Download |
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.