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 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.