Topic: Historical depth data? (Read 691 times)
I'm pretty sure that the data available from https://data.mtgox.com/api/2/BTCUSD/money/depth/full is the entirety of MtGox's depth data, and you can probably then filter it for 2013. Unfortunately, as I don't really know how the data is generated, I can't give any more information than that. Be careful with this resource, though - there is a download limit of 5/hour, which if you exceed may result in you being blocked from the API.
Trade data is one thing, but for more accurate backtesting, it'd be nice to have some historical depth data to calculate slippage and the actual trade value at the time a test trade is performed. I can start catching it via the WebSocket API, but that'll only help me going forward.
Does anyone know where historical depth data can be found for 2013?
Does anyone know where historical depth data can be found for 2013?
Jump to: