The consolidated tape
for onchain markets
Dune brings fragmented onchain liquidity into one consolidated tape, covering 200+ spot venues, 2 perpetual venues, and 3 prediction-market venues — with years of history for research and real-time feeds for pricing and execution.
How market makers and prop traders use Dune
Venue coverage strategy
See volume, liquidity, and positioning across spot, perpetual, and prediction-market venues before you spend engineering time connecting.
Onchain price discovery for CEX strategies
Dune streams every meaningful onchain spot and perpetual trade into pricing, risk, and trading engines so your models see moves as they happen.
Post-trade analytics
Compare every fill to the best price available across venues — including ones you do not route to — for internal review or client execution policies.
24/7 pricing for equities and commodities
Use tokenized stocks, commodities, and RWA perpetuals as a signal while listed venues are closed.
Cross-venue arbitrage
Read pool liquidity as order-book depth in one model across venues so you can spot gaps while there is still size to trade.
Data coverage at a glance
Venue coverage strategy
With Dune, market makers and prop traders can decide which chains and venues are worth connecting to before investing engineering time.
Dune surfaces volume, liquidity, and positioning across spot, perpetual, and prediction-market venues so you can see where activity is building and track coverage against your mandates.
What's in the data
- Real-time trades and pool depth for 200+ spot venues across 13 chains, with up to 4 years of trade history
- Volume, open interest, and funding for every Hyperliquid market, with over 1 year of history
- Kalshi and Polymarket prediction markets in one schema, plus Hyperliquid HIP-4, with up to 5 years of history
Prediction-market volume by venue
Onchain price discovery for CEX strategies
With Dune, market makers and prop traders can improve the pricing models behind centralized-exchange quotes and hedges with onchain prices.
Dune streams every meaningful onchain spot and perpetual trade, sided and priced, into your pricing, risk, and trading engines — with a distinct code per instrument so you subscribe only to what you need.
What's in the data
- Real-time spot trades for 200+ venues across 13 chains, with up to 4 years of history
- Real-time perpetual trades for every HyperCore and Lighter market
- Pool depth to size each quote
- Spot Feed at 1.34s p95; Perpetuals Feed at 590ms p95
TSLAx/USDC 4h candles on Raydium
Post-trade analytics
With Dune, market makers and prop traders can check every spot fill against the best price available across the market — for internal post-trade review or a client execution policy.
Market Data Feeds cover 200+ spot venues on one normalized model with up to 4 years of history, so you can measure slippage and impact against every venue trading the same pair.
What's in the data
- Real-time trades for 200+ spot venues across 13 chains, with up to 4 years of history
- Every trade sided and priced in US dollars, with venue, pool, and size on each print
- Each print linked to its onchain transaction
WETH/USDC execution cost by trade size
24/7 pricing for equities and commodities
With Dune, market makers and prop traders can use onchain spot and perpetual trades in stocks and commodities as a signal for listed strategies — so overnight and weekend moves are in the model before the open.
Dune maps tokenized stocks, ETFs, treasuries, commodities, and RWA perpetuals to the listed instruments they track, with open interest, funding, and leverage where available.
What's in the data
- Real-time trades for RWA perpetual markets on Hyperliquid and Lighter
- Real-time trades for tokenized stocks, ETFs, treasuries, and commodities on 200+ spot venues
- Open interest, funding, and leverage for every Hyperliquid market, with over 1 year of history
Megacap earnings: perp vs. opening gap
Cross-venue arbitrage
With Dune, market makers and prop traders can spot price and liquidity gaps across DEXs and chains while there is still size to trade against.
Pool liquidity is available as order-book-style depth in one model across venues — top of book and depth to ±2% of mid after fees, in US dollars, with subscription by instrument.
What's in the data
- Real-time pool depth across 13 chains, updated every block
- Top of book and depth to ±2% of mid after fees, in US dollars
- Every liquidity add, removal, and limit order
- Subscribe by instrument across fee tiers
Pool depth to ±2% of mid by venue
Ways to access the data
Query via SQL, deliver via API, or pipe directly into your data warehouse, no custom infrastructure required.
Data Hub
SQL, dashboards, and publishing in one place. Query onchain data, automate with schedules, and share with your team.
Datashare
Pipe Dune into Snowflake, BigQuery, Databricks, or Amazon S3 with Datashare. Choose region and cadence, then join onchain data with the rest of your stack.
Market Data Feeds
Stream real-time onchain spot and perpetual trades and pool liquidity over WebSocket into pricing, risk, and execution systems, with history on the same model.
Agents
Query any onchain dataset in natural language from your AI agent via MCP. CLI for scripts and CI/CD; MPP for per-query agent payments.
SDKs & REST APIs
Use official SDKs or HTTP endpoints to execute queries, manage schedules, and pull fresh results into notebooks, services, or internal tools.
Original research and media coverage across digital asset markets
Questions & answers
Ready to unify onchain liquidity in one tape?
Put consolidated spot, perpetual, and prediction-market data into research, pricing, and execution — without building the infra yourself.