Topic: [ANN] Bitcoin-Analytics.com - price correction, additional currencies - page 5. (Read 49942 times)
December 07, 2013, 03:07:05 PM
up
December 07, 2013, 02:03:58 PM
Website is down. 
November 27, 2013, 02:58:15 AM
Hi, as I can see now your subscription is activated. Can you please confirm this from your side?
And thank you for supporting us
And thank you for supporting us
November 26, 2013, 10:50:47 PM
"Your subscription will be activated as soon as we get notified about your payment, usually after 1 confirmation from Bitcoin network."
sent 0.002 to 1GLf6rKNfrjMZBJTWCE9jwppF1xid4u8Fg, currently have 5 confirmations.
sent 0.002 to 1GLf6rKNfrjMZBJTWCE9jwppF1xid4u8Fg, currently have 5 confirmations.
November 25, 2013, 06:40:32 PM
Hi frito,
Unfortunately historical data is not available at the moment. Paid account only eliminates delay in arbitrage table and gives access to separate exchanges instead of data aggregated by currency.
We are working on candlestick charts, but they will take few months to get ready. And even at that point the timeframe of displayed data will probably be shorter than 6 months.
We do have full orderbook archive for last couple of years, but it's in an inefficient format and thus we are not ready to provide any access to it. If you can program, we can try to give you samples of our datafiles and run your script on the full dataset.
nimnul
Unfortunately historical data is not available at the moment. Paid account only eliminates delay in arbitrage table and gives access to separate exchanges instead of data aggregated by currency.
We are working on candlestick charts, but they will take few months to get ready. And even at that point the timeframe of displayed data will probably be shorter than 6 months.
We do have full orderbook archive for last couple of years, but it's in an inefficient format and thus we are not ready to provide any access to it. If you can program, we can try to give you samples of our datafiles and run your script on the full dataset.
nimnul
hi nimnul
I can appreciate the bandwidth cost, client side memory and cpu load for running online tick data chart, there is no need for that anyway(imo).
I was more thinking if you can offer simple flat file Dumps on Dropbox or some such.
Yes I do have experience with big data manipulation, datamining and coding... So I can take a look at the raw data you got and make a script for the transformation of the very top of the order book i.e. produce timestamp, best bid price, best ask price, bid volume, ask vol.(perhaps also incorporate last trade info)
So please PM me a download link for the data sample.
cheers
f
November 25, 2013, 04:35:36 PM
Hi frito,
Unfortunately historical data is not available at the moment. Paid account only eliminates delay in arbitrage table and gives access to separate exchanges instead of data aggregated by currency.
We are working on candlestick charts, but they will take few months to get ready. And even at that point the timeframe of displayed data will probably be shorter than 6 months.
We do have full orderbook archive for last couple of years, but it's in an inefficient format and thus we are not ready to provide any access to it. If you can program, we can try to give you samples of our datafiles and run your script on the full dataset.
nimnul
Unfortunately historical data is not available at the moment. Paid account only eliminates delay in arbitrage table and gives access to separate exchanges instead of data aggregated by currency.
We are working on candlestick charts, but they will take few months to get ready. And even at that point the timeframe of displayed data will probably be shorter than 6 months.
We do have full orderbook archive for last couple of years, but it's in an inefficient format and thus we are not ready to provide any access to it. If you can program, we can try to give you samples of our datafiles and run your script on the full dataset.
nimnul
November 25, 2013, 12:53:16 PM
hi nimnul
with subscription will I get access to historical(at least 6 months) best bid/ask tick data for the major exchanges?
thx
with subscription will I get access to historical(at least 6 months) best bid/ask tick data for the major exchanges?
thx
November 25, 2013, 12:23:04 PM
Hi, thank you for supporting us and reporting the bug.
Please PM me your bitcoin address assigned to your account for me to identify your account and to fix the problem
once more thank you
Please PM me your bitcoin address assigned to your account for me to identify your account and to fix the problem
once more thank you
All fixed. Thank you for your prompt response!
November 24, 2013, 12:37:53 PM
Hi, thank you for supporting us and reporting the bug.
Please PM me your bitcoin address assigned to your account for me to identify your account and to fix the problem
once more thank you
Please PM me your bitcoin address assigned to your account for me to identify your account and to fix the problem
once more thank you
November 24, 2013, 12:35:25 PM
I need someone to correct my account.
There is a bug in your subscription system such that when someone clicks one of the buttons twice in rapid succession (before being on a plan) two invoices are generated.
Unfortunately, despite paying 0.015 BTC, my account remains -0.015 BTC because of the second erroneous invoice.
Could a staff member please correct this? My email is [email protected] and I am signed up through the Google OpenID system.
There is a bug in your subscription system such that when someone clicks one of the buttons twice in rapid succession (before being on a plan) two invoices are generated.
Unfortunately, despite paying 0.015 BTC, my account remains -0.015 BTC because of the second erroneous invoice.
Could a staff member please correct this? My email is [email protected] and I am signed up through the Google OpenID system.
November 18, 2013, 08:23:59 AM
Hi, here is what we have currently in consolidated orderbook.
you can see original exchange near each order.
as you can see the best bid price is on anxhkUSD and on mtgoxUSD and there are enough USD to fulfill 10 BTC order.
The price will not be 598 but somewhere between 595.44 and 598.71
(
4.49 * 598.71795 = 2688.2435
1 * 598.46154 = 598.46154
1 * 595.89744 = 595.89744
0.0039 * 595.85895 = 2.32384
2.7128 * 595.44001 = 1615.30965
0.7933 * 595.44 = 472.36255
(2688.2435 + 598.46154 + 595.89744 +2.32384 + 1615.30965 + 472.36255 ) / 10 = 597.259852
On the other side of orderbook you can see vcxUSD order and bitstampUSD order.
There are enough BTC to fill 10 BTC order. The price will be somewhere between 504.99 and 514.9 (
exactly
0.1132 * 504.99 = 57.1648
and
9.8868 * 514.9 = 5090.7133
(57.1648 + 5090.7133 ) / 10 = 514.7878
so for 10 BTC Volume
BID price (color Red) is 597.259852
ASK price (color Blue) is 514.7878
Can you please check whether my calculations are correct?
November 18, 2013, 06:49:24 AM
I understand completely what you are saying.
AND
I am saying that your chart is accurate except on the 10, 100, 1000 allUSD charts,
RED should be BLUE and BLUE should be RED.
AND
I am saying that your chart is accurate except on the 10, 100, 1000 allUSD charts,
RED should be BLUE and BLUE should be RED.
November 18, 2013, 03:42:26 AM
Hi, thank you for your screenshot and question.
as I told before tha allUSD orderbook contains all bids and asks orders from all supported USD exchanges.
It represents a fictional exchange which we assume with approximation as a general representation of the whole USD market.
The main difference of this fictional exchanges is that the orders can be crossed sometimes ( not always) even for 1000 BTC. In other words some times the USD market is so inefficient that on on exchange there is relatively cheap ask price for BTC and on another there is a relatively higher ask price for 1000 BTC.
Actually the situation is more complex cause there are always more than two exchanges.
This inefficience is reduced when you increase the order volume it turns out that on those exchanges there are no more crossing orders and prices becomes comparable among different exchanges, and we see normal picture.
What you see is orders from different exchanges are crossing. And if on one exchange like mtgox, or bitstamp there are a lot of trades on the other hand on small exchanges like vcxUSD anxhkUSD there are almost no trades while their orderbook still has bids and asks orders but they are sitting idle there and waiting for somebody exploiting this potential arbitrage opportunity.
One more existing potential arbitrage opportunity does not mean that this opportunity is realizable, because there could be a lot of problem to deposit and withdraw funds to finish the combination, or fees could eat all profits.
Our task at bitcoin analytics we see as at least showing those potential inefficiencies of the markets in general. And providing efficient tools to analyze all the details as much as possible.
Hope my answer cleared some questions. Please do not hesitate to contact us more if you have any more questions.
as I told before tha allUSD orderbook contains all bids and asks orders from all supported USD exchanges.
It represents a fictional exchange which we assume with approximation as a general representation of the whole USD market.
The main difference of this fictional exchanges is that the orders can be crossed sometimes ( not always) even for 1000 BTC. In other words some times the USD market is so inefficient that on on exchange there is relatively cheap ask price for BTC and on another there is a relatively higher ask price for 1000 BTC.
Actually the situation is more complex cause there are always more than two exchanges.
This inefficience is reduced when you increase the order volume it turns out that on those exchanges there are no more crossing orders and prices becomes comparable among different exchanges, and we see normal picture.
What you see is orders from different exchanges are crossing. And if on one exchange like mtgox, or bitstamp there are a lot of trades on the other hand on small exchanges like vcxUSD anxhkUSD there are almost no trades while their orderbook still has bids and asks orders but they are sitting idle there and waiting for somebody exploiting this potential arbitrage opportunity.
One more existing potential arbitrage opportunity does not mean that this opportunity is realizable, because there could be a lot of problem to deposit and withdraw funds to finish the combination, or fees could eat all profits.
Our task at bitcoin analytics we see as at least showing those potential inefficiencies of the markets in general. And providing efficient tools to analyze all the details as much as possible.
Hope my answer cleared some questions. Please do not hesitate to contact us more if you have any more questions.
November 17, 2013, 07:23:53 PM
See the added pic.
If the average ask price was $475+-
Why would the average of people bidding be $526+-
I would think that a close analysis would reveal that meeting the asking price is sufficient.
http://www.howardweb.com/Inverted.jpg
If the average ask price was $475+-
Why would the average of people bidding be $526+-
I would think that a close analysis would reveal that meeting the asking price is sufficient.
http://www.howardweb.com/Inverted.jpg
November 17, 2013, 06:06:17 PM
Let me try to explain differently...
Charts/allUSD/1000 btc Price - at 17:30 bid 512 ask 482
Charts/allUSD/10,000 btc Price -at 17:30 bid 471 ask 518
one is the inversion of the other. (approximately)
10,000 is correct
chart for 1000, 100, 10 are inverted
The odds of the aggregate bid price being higher than the aggregate ask price by $40 and no trades happening
on any of the exchanges represented is about nill. And yet on your charts, it is all day.
Charts/allUSD/1000 btc Price - at 17:30 bid 512 ask 482
Charts/allUSD/10,000 btc Price -at 17:30 bid 471 ask 518
one is the inversion of the other. (approximately)
10,000 is correct
chart for 1000, 100, 10 are inverted
The odds of the aggregate bid price being higher than the aggregate ask price by $40 and no trades happening
on any of the exchanges represented is about nill. And yet on your charts, it is all day.
November 17, 2013, 04:30:39 PM
Ok,
allUSD represents a consolidated orderbook of all USD exchanges.
10 BTC MKT Exec Price shows the price which you will get when matching engine actually executes you market order to buy or sell 10 BTC. That is why such a name for the chart.
when you see bid price is greater than ask price this shows that arbitrage opportunity exists on the market in general. For less BTC volume the spread is greater than for bigger BTC volume because not all exchanges has the same orderbook depth ( enough BTC supply or USD supply).
and at some point the arbitrage opportunity starts to decrease with increasing volume.
If you take a look at depth chart for allUSD you will see the lower trianglular part where bid prices are greater than ask prices.
if you take different between bid/ask price on the very bootom side of the trianlge the difference will be maximal but when you start moving the line to the top the difference will reduce until the top of the trianlge where there is no spread at all. The hight of the trianlge corresponds to the supply volume. And starting from the top of the trianlge the spread will be negative meaning that you will not get profit but loss.
Hope this helps, if you have more questions please feel free to ask, and to read further our Why part.
There you can also find some useful explanation of the charts.
allUSD represents a consolidated orderbook of all USD exchanges.
10 BTC MKT Exec Price shows the price which you will get when matching engine actually executes you market order to buy or sell 10 BTC. That is why such a name for the chart.
when you see bid price is greater than ask price this shows that arbitrage opportunity exists on the market in general. For less BTC volume the spread is greater than for bigger BTC volume because not all exchanges has the same orderbook depth ( enough BTC supply or USD supply).
and at some point the arbitrage opportunity starts to decrease with increasing volume.
If you take a look at depth chart for allUSD you will see the lower trianglular part where bid prices are greater than ask prices.
if you take different between bid/ask price on the very bootom side of the trianlge the difference will be maximal but when you start moving the line to the top the difference will reduce until the top of the trianlge where there is no spread at all. The hight of the trianlge corresponds to the supply volume. And starting from the top of the trianlge the spread will be negative meaning that you will not get profit but loss.
Hope this helps, if you have more questions please feel free to ask, and to read further our Why part.
There you can also find some useful explanation of the charts.
November 17, 2013, 04:06:52 PM
Refreshed.
See Charts tab
allUSD 10BTC MKT Exec Price
vs
allUSD 10000BTC MKT Exec Price
See Charts tab
allUSD 10BTC MKT Exec Price
vs
allUSD 10000BTC MKT Exec Price
November 17, 2013, 04:03:19 PM
Hi, thank you for your question.
But can you be more specific?
Which tab, which chart, which currency?
Can you please refresh the cache of the browser, today we had a software update hence downtime.
But can you be more specific?
Which tab, which chart, which currency?
Can you please refresh the cache of the browser, today we had a software update hence downtime.
November 17, 2013, 03:33:45 PM
On your no subscription price chart, looking at Q10000, the spread ranges from 30 to 60.
at Q10, Q100, Q1000 the spread ranges from -20 to -60
Are these colored wrong - or am I missing something?
at Q10, Q100, Q1000 the spread ranges from -20 to -60
Are these colored wrong - or am I missing something?
November 07, 2013, 06:34:07 AM
Is it possible to see the "Trade Volume" chart for the past, for example 6 months for *all* currencies?
Ie. it would contain the trade volume for all currencies (USD, EUR, CNY, etc.) on all exchanges (Mt. Gox, Bitstamp, BTC-e, etc.) all combined together, and it would go back a long time (preferable back to the previous bubble).
I want to compare the total trade volume with the previous bubble (or whatever this turns out to be).
Ie. it would contain the trade volume for all currencies (USD, EUR, CNY, etc.) on all exchanges (Mt. Gox, Bitstamp, BTC-e, etc.) all combined together, and it would go back a long time (preferable back to the previous bubble).
I want to compare the total trade volume with the previous bubble (or whatever this turns out to be).
Hi, thank you for your suggestion.
We have plans to work on candlestick charts for longer timeframes, but the first version would likely have a shorter timeframe or 1-2 months
as for your suggestion about consolidation of trade volumes of all exchanges for a longer period of time we can say this is a nice idea. And we will include it into our todo list, but not sure about the time when it will be enabled.
Let us think about it, whether it is possible to find a quick and simple solution.
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