Available datasets
Name | Tag | Entry count (k) | Size (MBytes) | Format | Last updated | Links |
---|---|---|---|---|---|---|
Decentralised exchanges | exchange_universe | 4 | 3 | JSON | Documentation Download | |
Trading pairs | pair_universe | 173 | 22 | Parquet | Documentation Download | |
OHLCV candles, 1 minute | candles_1m | 488,350 | 28,046 | Parquet | Documentation Download | |
OHLCV candles, 5 minutes | candles_5m | 290,941 | 16,816 | Parquet | Documentation Download | |
OHLCV candles, 15 minutes | candles_15m | 184,132 | 10,750 | Parquet | Documentation Download | |
OHLCV candles, 1 hour | candles_1h | 92,291 | 5,446 | Parquet | Documentation Download | |
OHLCV candles, 4 hours | candles_4h | 40,965 | 2,447 | Parquet | Documentation Download | |
OHLCV candles, daily | candles_1d | 12,280 | 756 | Parquet | Documentation Download | |
OHLCV candles, weekly | candles_7d | 2,885 | 186 | Parquet | Documentation Download | |
OHLCV candles, montly | candles_30d | 1,008 | 67 | Parquet | Documentation Download | |
XY Liquidity, 1 minute | liquidity_1m | 509,068 | 20,030 | Parquet | Documentation Download | |
XY Liquidity, 5 minutes | liquidity_5m | 300,371 | 11,787 | Parquet | Documentation Download | |
XY Liquidity, 15 minutes | liquidity_15m | 189,450 | 7,488 | Parquet | Documentation Download | |
XY Liquidity, 1 hour | liquidity_1h | 95,013 | 3,784 | Parquet | Documentation Download | |
XY Liquidity, 4 hours | liquidity_4h | 42,523 | 1,715 | Parquet | Documentation Download | |
XY Liquidity, daily | liquidity_1d | 13,009 | 550 | Parquet | Documentation Download | |
XY Liquidity, weekly | liquidity_7d | 3,132 | 145 | Parquet | Documentation Download | |
XY Liquidity, monthly | liquidity_30d | 1,096 | 55 | Parquet | Documentation Download | |
Top momentum, daily | top_movers_24h | 0.446 | 0.525 | JSON | Documentation Download | |
AAVE v3 supply and borrow rates | aave_v3 | 3,904 | 343 | 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.