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
Decentralised exchangesexchange_universe7.9K4.8 MBJSON
Trading pairspair_universe348.1K42.6 MBParquet
OHLCV candles, 1 minutecandles_1m761.8M56.1 GBParquet
OHLCV candles, 5 minutescandles_5m476.2M35.4 GBParquet
OHLCV candles, 15 minutescandles_15m306.1M23.1 GBParquet
OHLCV candles, 1 hourcandles_1h157.5M12.1 GBParquet
OHLCV candles, 4 hourscandles_4h72.4M5.6 GBParquet
OHLCV candles, dailycandles_1d23.0M1.8 GBParquet
OHLCV candles, weeklycandles_7d6.0M505.1 MBParquet
OHLCV candles, montlycandles_30d2.2M188.7 MBParquet
XY Liquidity, 1 minuteliquidity_1m728.2M36.3 GBParquet
XY Liquidity, 5 minutesliquidity_5m445.9M22.3 GBParquet
XY Liquidity, 15 minutesliquidity_15m291.8M14.7 GBParquet
XY Liquidity, 1 hourliquidity_1h153.7M7.8 GBParquet
XY Liquidity, 4 hoursliquidity_4h73.6M3.8 GBParquet
XY Liquidity / TVL, dailyliquidity_1d99.1M2.0 GBParquet
XY Liquidity / TVL, weeklyliquidity_7d16.2M490.8 MBParquet
XY Liquidity / TVL, monthlyliquidity_30d4.8M183.0 MBParquet
Top momentum, dailytop_movers_24h467.0613.5 KBJSON
AAVE v3 supply and borrow ratesaave_v325.3M2.0 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.