DEX Trade Data.

All swaps on the most liquid decentralized exchanges, normalized and consolidated.

Comprehensive Coverage
The leading DEXs on Ethereum, BNB, and Avalanche.
Fully Normalized
Standardized data formats enabling seamless consumption.
Versatile Data Delivery
CSV File Export, REST API, and real-time streaming.
Full Blockchain History
All swaps since the network’s inception.

Tick-level Trades

Every executed transaction on an exchange, including price, volume & trade direction.

OHLCV Candlesticks

Open, High, Low, Close, Volume data in granularities ranging from 1 second to 1 day.

VWAP

Volume Weighted Average Price data in granularities ranging from 1 second to 1 day.

Trade Count

The quantity of trades over a time interval, in granularities from 1 second to 1 day.

Asset Metrics

Aggregated across all traded instruments for an asset, converted into USD. 1h to 1d.

Exchange Metrics

[Coming Soon] Aggregated across all instruments trading on an exchange.

Contact us for any custom requests.

The DEX Data Handbook

The definitive guide to decentralized exchange market data.

Overview of all DEX data types

Example analysis and usage

Our collection methodologies and considerations

Download

Tick-Level Trades

Details:

Every executed transaction for an instrument

Includes price, amount, timestamp, and trade direction

Granularity:

Tick-level

Instrument-level

Availability:

Full history since 2010 and live.

Data Distribution:

CSV, REST, BigQuery, Stream, Connectivity

Documentation:

REST Docs Stream Docs
OHLCV

Details:

Aggregated form of trade data standing for Open, High, Low, Close and Volume.

Includes 5 data points: the Open and Close represent the first and the last price level during a time interval. High and Low represent the highest and lowest reached price during that interval. Volume is the total amount traded during that period.

Also available in a dataset including VWAP and Trade Count

Granularity:

1s – 1d

Instrument-level

Availability:

Full history since 2010 and live

Distribution:

CSV, REST, BigQuery, Stream

Documentation:

REST Doc

Stream Docs
VWAP

Details:

Volume Weighted Average Price is the average price of an asset over a time interval, weighted by volume.

The formula for calculating VWAP is: ∑Price * Volume / ∑Volume.

Also available in a dataset including OHLCV and Trade Count.

Granularity:

1s – 1d

Instrument-level

Availability:

Full history since 2010 and live

Distribution:

CSV, REST, Stream

Documentation:

REST Doc

Stream Docs
Trade Count

Details:

The quantity of trades executed over a time interval.

Available as part of our Count-OHLCV-VWAP data set.

Granularity:

1s – 1d

Instrument-level

Availability:

Full history since 2010 and real-time

Distribution:

REST, CSV

Documentation:

REST Doc
Asset Metrics

Details:

Aggregates volume for all instruments trading on all exchanges that include the asset as either base or quote. This product also includes aggregated market depth and blockchain token holdings.

Volume denominated in either USD or native units

Includes volume for both CEXs and DEXs, and can be broken down into constituent exchanges

Includes USD-converted price

Granularity:

1h – 1d

Asset-level

Availability:

Full history since 2010 for trade data and real-time

Distribution:

REST

Documentation:

REST Docs
Exchange Metrics

[coming soon]

Details:

Aggregates volume for all instruments trading on an exchange

Volume denominated in USD

Includes volume for both CEXs and DEXs

Granularity:

1h – 1d

Exchange-level

Availability:

Full history since 2011 and real-time

Distribution:

REST

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