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 5.8K 3.5 MB JSON
Trading pairs pair_universe 232.2K 29.1 MB Parquet
OHLCV candles, 1 minute candles_1m 606.8M 45.6 GB Parquet
OHLCV candles, 5 minutes candles_5m 365.3M 27.8 GB Parquet
OHLCV candles, 15 minutes candles_15m 234.4M 18.1 GB Parquet
OHLCV candles, 1 hour candles_1h 120.1M 9.4 GB Parquet
OHLCV candles, 4 hours candles_4h 54.7M 4.3 GB Parquet
OHLCV candles, daily candles_1d 17.0M 1.4 GB Parquet
OHLCV candles, weekly candles_7d 4.2M 360.3 MB Parquet
OHLCV candles, montly candles_30d 1.5M 131.7 MB Parquet
XY Liquidity, 1 minute liquidity_1m 599.7M 30.0 GB Parquet
XY Liquidity, 5 minutes liquidity_5m 359.6M 18.1 GB Parquet
XY Liquidity, 15 minutes liquidity_15m 230.7M 11.8 GB Parquet
XY Liquidity, 1 hour liquidity_1h 118.9M 6.2 GB Parquet
XY Liquidity, 4 hours liquidity_4h 54.9M 2.9 GB Parquet
XY Liquidity / TVL, daily liquidity_1d 20.2M 1,000.8 MB Parquet
XY Liquidity / TVL, weekly liquidity_7d 4.8M 274.2 MB Parquet
XY Liquidity / TVL, monthly liquidity_30d 1.7M 105.0 MB Parquet
Top momentum, daily top_movers_24h 500.0 656.2 KB JSON
AAVE v3 supply and borrow rates aave_v3 8.4M 766.0 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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