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

NameTagEntriesSizeFormatLast updatedLinks
Vaults (stablecoin only)vault-stablecoin------JSON
Decentralised exchangesexchange_universe9.1K5.5 MBJSON
Trading pairspair_universe392.2K47.1 MBParquet
OHLCV candles, 1 minutecandles_1m1.0B70.6 GBParquet
OHLCV candles, 5 minutescandles_5m620.3M44.0 GBParquet
OHLCV candles, 15 minutescandles_15m398.4M28.7 GBParquet
OHLCV candles, 1 hourcandles_1h206.0M15.1 GBParquet
OHLCV candles, 4 hourscandles_4h96.0M7.1 GBParquet
OHLCV candles, dailycandles_1d31.6M2.4 GBParquet
OHLCV candles, weeklycandles_7d8.8M707.9 MBParquet
OHLCV candles, montlycandles_30d3.7M305.2 MBParquet
XY Liquidity, 1 minuteliquidity_1m830.2M41.3 GBParquet
XY Liquidity, 5 minutesliquidity_5m514.6M25.6 GBParquet
XY Liquidity, 15 minutesliquidity_15m342.4M17.2 GBParquet
XY Liquidity, 1 hourliquidity_1h187.2M9.5 GBParquet
XY Liquidity, 4 hoursliquidity_4h92.3M4.7 GBParquet
XY Liquidity / TVL, dailyliquidity_1d126.0M2.8 GBParquet
XY Liquidity / TVL, weeklyliquidity_7d21.2M663.5 MBParquet
XY Liquidity / TVL, monthlyliquidity_30d7.0M253.1 MBParquet
Top momentum, dailytop_movers_24h287.0377.4 KBJSON
AAVE v3 supply and borrow ratesaave_v346.2M3.5 GBParquet
Uniswap tradesuniswap_trades2.0B98.0 GBParquet

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.