This is strange.
My timestamps as received here are correct. Below are some messages I have received here from socketio.mtgox.com
a few minutes not long ago, the timestamps look normal.
Also the trade history from
https://data.mtgox.com/api/2/BTCUSD/money/trades gives me correct timestamps from today and I'm using them to plot an M15 candle chart and then use the date from the streaming trade messages to continue this chart (update the last candle until time_trade > time_candle_open + 15 minutes) and apend new candles to the chart. I could not see any mismatch between the timestamps of "money/trades" and new incoming trade messages.
The first thing that catches the eye is that in your trade message the date field is only 7 digits long while mine is a complete timestamp (in seconds, 10 digits) and also your microseconds timestamps seem too short (12 digits instead of 16), how can this happen? Something eating characters and always the *same* sequence of characters?
Btw I cannot see the character "4" appearing anywhere in your dump (except for the 4::/mtgox (!)) and also some of the GUID strings are too short!
Below are the mesages as received by me (and pretty-printed/formatted by json.dumps())
trade
{
"origin": "broadcast",
"trade": {
"price_currency": "USD",
"trade_type": "bid",
"price_int": "9120000",
"item": "BTC",
"price": 91.2,
"primary": "Y",
"tid": "1364662801201914",
"amount": 1.41528958,
"amount_int": "141528958",
"date": 1364662801,
"type": "trade",
"properties": "limit"
},
"private": "trade",
"channel": "dbf1dee9-4f2e-4a08-8cb7-748919a71b21",
"op": "private"
}
Depth
{
"origin": "broadcast",
"depth": {
"volume_int": "0",
"price_int": "9120000",
"currency": "USD",
"price": "91.2",
"volume": "0",
"item": "BTC",
"type_str": "ask",
"total_volume_int": "9828724331",
"now": "1364662801229415",
"type": 1
},
"private": "depth",
"channel": "24e67e0d-1cad-4cc0-9e7a-f8523ef460fe",
"op": "private"
}
Ticker
{
"origin": "broadcast",
"ticker": {
"sell": {
"value_int": "9120000",
"currency": "USD",
"display_short": "$91.20",
"display": "$91.20000",
"value": "91.20000"
},
"last_orig": {
"value_int": "9120000",
"currency": "USD",
"display_short": "$91.20",
"display": "$91.20000",
"value": "91.20000"
},
"now": "1364662937327085",
"buy": {
"value_int": "9119999",
"currency": "USD",
"display_short": "$91.20",
"display": "$91.19999",
"value": "91.19999"
},
"last": {
"value_int": "9120000",
"currency": "USD",
"display_short": "$91.20",
"display": "$91.20000",
"value": "91.20000"
},
"vol": {
"value_int": "5095833923444",
"currency": "BTC",
"display_short": "50,958.34\u00a0BTC",
"display": "50,958.33923444\u00a0BTC",
"value": "50958.33923444"
},
"last_local": {
"value_int": "9120000",
"currency": "USD",
"display_short": "$91.20",
"display": "$91.20000",
"value": "91.20000"
},
"last_all": {
"value_int": "9120000",
"currency": "USD",
"display_short": "$91.20",
"display": "$91.20000",
"value": "91.20000"
},
"vwap": {
"value_int": "9064567",
"currency": "USD",
"display_short": "$90.65",
"display": "$90.64567",
"value": "90.64567"
},
"high": {
"value_int": "9498000",
"currency": "USD",
"display_short": "$94.98",
"display": "$94.98000",
"value": "94.98000"
},
"low": {
"value_int": "8550000",
"currency": "USD",
"display_short": "$85.50",
"display": "$85.50000",
"value": "85.50000"
},
"avg": {
"value_int": "9037305",
"currency": "USD",
"display_short": "$90.37",
"display": "$90.37305",
"value": "90.37305"
}
},
"private": "ticker",
"channel": "d5f06780-30a8-4a48-a2f8-7ed181b4a13f",
"op": "private"
}
Lag
{
"origin": "broadcast",
"lag": {
"stamp": "1364663115576119",
"qid": "74655212-1bc0-4b69-95da-79e40f4f771f",
"age": 329545
},
"private": "lag",
"channel": "85174711-be64-4de1-b783-0628995d7914",
"op": "private"
}
.