Hey everyone, I'm new to cryptocurrency and Bitcoin Talk and apologize if I'm breaking any rules in advance. I searched and found that this is arguably the bitcoin forum online so that's why I posted here.

Question: I understand that Exchanges facilitate exchanging cryptocurrencies between fiat currencies and other cryptocurrencies, but how do they relate to the actual blockchain? When a trade occurs on the exchange, is it recorded in the blockchain?

For context, I've been looking to try algo-trading Bitcoin for fun. I understand there are highly skilled individuals already doing this and will likely make either no profit and/or lose all my investment, but I'd like to dabble in a little programming and trading to learn. I've been watching the Bitcoin and Cryptocurrency Technologies Online Course on Youtube and have purchased a Ledger Nano S. Any advice or recommendation in terms of good resources to look at would be much appreciated.

Thanks!