Prices

Token price data across multiple blockchains

Prices (Token Price Data)

Dune provides reliable token price data for use in your queries across 40+ blockchains. This implementation is a complete rewrite of the price aggregation system with significant improvements.

Key Features

• Multi-blockchain support: Prices for tokens across 40+ blockchains
• Standardized native token addresses: Native tokens (like ETH, BNB) have fixed contract addresses for consistency
• Multiple time granularities: hourly, daily, and latest price data
• Source transparency: Each price point includes its data source
• Data quality: Comprehensive filtering to ensure price reliability
• Volume-weighted pricing: Prices are calculated using volume-weighted averages for more accurate representation
• Consistent 5-minute intervals: All data sources aligned to 5-minute intervals for improved consistency
• Enhanced outlier detection: Multi-layered filtering system to reduce impact of anomalous trades

Available Tables

The prices schema exposes these main tables:

Table	Description
prices.latest	The most recent price for each token
prices.day	Daily token prices (volume-weighted average price of each day)
prices.hour	Hourly token prices (volume-weighted average price of each hour)
prices.minute	Minute-by-minute token prices

For best performance, use the table with the coarsest granularity that meets your analytical needs. Querying minute-level data over long time periods can be very resource-intensive.

Implementation Details

The price system works in multiple layers:

1. Base data sources:

   • External price feeds (Coinpaprika) - provides trusted token prices at 5-minute intervals
   • DEX trading data (from dex.trades) - aggregated into 5-minute intervals with enhanced outlier detection

2. Data processing pipeline:

   • USD price calculation: DEX trades are converted to USD using trusted token prices as reference
   • Quality filtering applied to DEX trades to reduce anomalous data impact
   • Sparse 5-minute data collected from both sources (aligned intervals for consistency)
   • Aggregated to hourly and daily sparse records using volume-weighted averages
   • Filled into continuous time series for steady time intervals

3. Token handling:

   • Native tokens are assigned fixed addresses instead of NULL or 0xeeee…
   • You can find the correct native token address for each blockchain in the dune.blockchains table
   • Trusted tokens (major stablecoins, wrapped assets) serve as price anchors
   • Non-trusted tokens derive prices through DEX trades against trusted tokens
   • Simply put: We use prices from trusted tokens to calculate USD prices of other tokens based on the data from DEX trades, then apply quality filtering

Coverage

• 900,000 unique tokens
• 40+ blockchains
• new tokens are automatically added when they exceed a $10k volume threshold

Check Price Coverage

You can test the coverage of the prices tables on this dashboard.

Schema

All price tables share the following schema:

Column	Type	Description
blockchain	varchar	Blockchain identifier (e.g., ‘ethereum’, ‘arbitrum’)
contract_address	varbinary	Token contract address (fixed address for native tokens)
symbol	varchar	Token symbol (e.g., ‘ETH’, ‘USDC’)
price	double	USD price
timestamp	timestamp	Timestamp (start of minute, hour, or day)
decimals	int	Token decimals
volume	double	Trading volume in USD (from price source)
source	varchar	Data source (‘coinpaprika’ or ‘dex.trades’)

Technical Notes

• Prices are calculated independently per blockchain
• Token identification requires both contract_address AND blockchain
• symbol is not unique - do not use for token identification or joins
• For native tokens, use the standardized addresses from dune.blockchains table
• If there are no trades for a token, we use the last available price and carry it forward for a limited time period:
  • 30 days for daily prices
  • 7 days for hourly prices
  • 2 days for minute prices
• Quality Filtering: The system includes filtering mechanisms to reduce the impact of anomalous trades, though this is not foolproof
• Volume-Weighted Pricing: Prices are calculated using volume-weighted averages rather than simple medians for more representative pricing
• 5-Minute Intervals: All data sources are aligned to 5-minute intervals for consistency and improved data quality
• Enhanced Protection: Multi-layered outlier detection provides better protection against price manipulation and flash crashes

Methodology

Step 1: Importing Trusted Token Prices

Dune sources trusted token prices from Coin Paprika. These prices:

• Cover major tokens that are defined in the prices.trusted_tokens table
• Serve as base prices for calculating prices of other tokens traded against them in DEX pairs
• Are updated at 5-minute intervals

Step 2: DEX-Derived Prices with Quality Filtering

For details on how Dune processes DEX trade data to derive accurate token prices, see the DEX Trade Processing:

• We start by collecting raw trading data from the dex.trades table
• We calculate USD prices for trading pairs where one token is from our trusted token list using trusted token prices as reference
• Quality filtering is then applied to reduce the impact of anomalous trades:
  • VWMP Outlier Detection: Prices that deviate more than 3x from the rolling 7-day volume-weighted median price
  • MAD Outlier Detection: Prices that deviate more than 2x the median absolute deviation from the hourly VWMP
  • Transfer Outlier Detection: Token amounts that exceed the maximum transfer amount seen in the past 7 days
  • Volume Outlier Detection: Trade volumes below $0.01 or above$1,000,000
• The filtered data then goes through our processing pipeline which:
  • Excludes trades with less than $10,000 USD in total volume
  • Aggregates trades into 5-minute intervals using volume-weighted averages
  • Takes the volume-weighted average price from each interval to reduce outlier impact
  • Uses forward-filling to handle periods without valid trades, with time limits
    • 30 days for daily prices
    • 7 days for hourly prices
    • 2 days for minute prices

Quality Filtering Rules

The quality filtering system uses multiple statistical methods to identify and flag potentially anomalous trades:

1. VWMP Outlier Detection:

   • Trades where the relative price deviation from the 7d rolling median price is greater than a factor 3 (in both directions)

2. MAD Outlier Detection:

   • Trades where the absolute price deviation from the 4h rollingmedian price is greater than 2 times the 4h rolling median absolute deviation

3. Transfer Outlier Detection:

   • Trades where the token amount is greater than the maximum transfer amount
   • This helps identify trades that report larger amounts than the actual transfers

4. Volume Outlier Detection:

   • Trades with volumes below $0.01 or above$1,000,000
   • This helps filter out dust trades and suspiciously large volumes

A trade is flagged as an outlier if it triggers any of these four conditions. Flagged trades are excluded from price calculations to improve data quality.

Note: While these filtering mechanisms help reduce the impact of anomalous trades, they are not foolproof. Users should always validate prices for critical applications.

Usage Examples

Here are some examples of how to use the prices tables.

Basic query to get the latest ETH price:

SELECT price
FROM prices.latest
WHERE blockchain = 'ethereum' 
AND contract_address = 0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2 -- WETH

Getting historical price data:

SELECT
  timestamp,
  price
FROM prices.day
WHERE blockchain = 'ethereum'
AND contract_address = 0x1f9840a85d5af5bf1d1762f925bdaddc4201f984 -- UNI
AND timestamp >= NOW() - INTERVAL '30' DAY

Finding the right native token address:

-- Query to get the native token address for a specific blockchain
SELECT 
  name,
  token_address,
  token_symbol
FROM dune.blockchains
WHERE name = 'arbitrum'

Legacy Tables

The following tables are maintained for historical compatibility but we no longer add tokens to them:

• prices.usd
• prices.usd_daily
• prices.usd_latest