Author

Topic: Active Traders - Order Size and Frequency (Read 1267 times)

member
Activity: 97
Merit: 10
July 20, 2011, 03:54:50 PM
#8
http://bitcoincharts.com/markets/
good resource on exchanges, their volumes, etc.

That shows the total volume, but it does not show how much each trade is worth, or how frequently each individual investor is trading.

Perhaps you could do a poll or two asking how frequently people trade and for how much?

Thanks Peter, that's a good idea.  I'll try that.
legendary
Activity: 1050
Merit: 1000
there is a link for recent trade history when you view specific exchange
there is a link of market depth with posted orders, although not full book is posted, not sure on %s but I think it's somewhere 25% bids and 75% asks of all orders on the book

then there are trading APIs on all of those exchanges which you can integrate with your own trading/monitoring apps or scripts or go to IRC channel #bitcoin-market on freenode and get live quotes from markets that way (which are posted from those APIs)

MtGox's APIs
https://mtgox.com/support/tradeAPI

I've been looking through the data from the APIs, but you can really only get order size and frequency.. no real info about th traders themselves.  Its hard to tell whether 1,000 traders trading once per day or 10 trading 100 times.

No one will and should publish real info of their customers or their history. Don't waste time looking for it.
member
Activity: 97
Merit: 10
there is a link for recent trade history when you view specific exchange
there is a link of market depth with posted orders, although not full book is posted, not sure on %s but I think it's somewhere 25% bids and 75% asks of all orders on the book

then there are trading APIs on all of those exchanges which you can integrate with your own trading/monitoring apps or scripts or go to IRC channel #bitcoin-market on freenode and get live quotes from markets that way (which are posted from those APIs)

MtGox's APIs
https://mtgox.com/support/tradeAPI

I've been looking through the data from the APIs, but you can really only get order size and frequency.. no real info about th traders themselves.  Its hard to tell whether 1,000 traders trading once per day or 10 trading 100 times.
sr. member
Activity: 453
Merit: 250
I'm curious how active traders are with bitcoins - and how much they compare with traders on more established exchanges.  Does anyone know what typical order sizes are like, and how often people are trading?

With regard to trade size all trades are timestamped and published by most of the exchanges via the api.
eg.
https://mtgox.com/code/data/getTrades.php
will get you the last 24 hrs.

Per user and frequency is harder to establish, anyone could have multiple accounts and be trading cross exchange.  A big buyer could just be arbing the difference not really taking a large position.
legendary
Activity: 1050
Merit: 1000
http://bitcoincharts.com/markets/
good resource on exchanges, their volumes, etc.

That shows the total volume, but it does not show how much each trade is worth, or how frequently each individual investor is trading.

Perhaps you could do a poll or two asking how frequently people trade and for how much?

Why would one even need to see individual's history and books?
legendary
Activity: 1050
Merit: 1000
there is a link for recent trade history when you view specific exchange
there is a link of market depth with posted orders, although not full book is posted, not sure on %s but I think it's somewhere 25% bids and 75% asks of all orders on the book

then there are trading APIs on all of those exchanges which you can integrate with your own trading/monitoring apps or scripts or go to IRC channel #bitcoin-market on freenode and get live quotes from markets that way (which are posted from those APIs)

MtGox's APIs
https://mtgox.com/support/tradeAPI
legendary
Activity: 1050
Merit: 1000
http://bitcoincharts.com/markets/
good resource on exchanges, their volumes, etc.
member
Activity: 97
Merit: 10
I'm curious how active traders are with bitcoins - and how much they compare with traders on more established exchanges.  Does anyone know what typical order sizes are like, and how often people are trading?
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