Three datasets are released as part of my Master’s Thesis (Analysis of Centralized and Decentralized Stablecoins: A Comparative Study of USDT and DAI, Complutense University of Madrid, 2025). The datasets provide daily historical market data for Bitcoin (BTC), Tether (USDT), and DAI, covering the period May 1st, 2020 – May 1st, 2025 (UTC). Data were retrieved from the CoinDesk Index CC API, using the endpoint index/cc/v1/historical/days , with full OHLC (Open, High, Low, Close) information, trading volume, and microstructure activity indicators. Files df_bitcoin.csv: Daily market data for Bitcoin (BTC-USD). df_usdt.csv: Daily market data for Tether (USDT-USD). df_dai.csv: Daily market data for DAI (DAI-USD). Columns DATE: UTC timestamp (daily frequency). OPEN: Opening price of the asset. HIGH: Daily maximum price. LOW: Daily minimum price. CLOSE: Closing price. VOLUME: Daily trading volume. TOTAL_INDEX_UPDATES: Number of index updates per day (proxy for market activity). Purpose These datasets were used to construct three measures of stability and market activity: M1 – Deviation from the $1 peg (CLOSE - 1). M2 – Realized volatility (Parkinson estimator). M3 – Market activity (TOTAL_INDEX_UPDATES). They were then analyzed with econometric methods such as ADF stationarity tests and VAR (Vector Autoregression) models with orthogonalized Impulse Response Functions (IRFs), in line with previous academic literature. Related Resources The full analysis pipeline (data extraction, preprocessing, and econometric modeling) is openly available in the associated GitHub repository:https://github.com/rtorrez-ucm/usdt-dai-comparative-analysis