Author

Topic: Mt Gox Trade history (Read 1603 times)

donator
Activity: 2058
Merit: 1007
Poor impulse control.
April 18, 2012, 09:55:58 AM
#17
It doesn't go all the way back. At least it didn't when I was messing around with it earlier.

No, you can get everything. There's an obscure link somewhere which I'm sure they don't like to advertise. It was a large file. I'll have a look for the link at some point and pm you.
hero member
Activity: 728
Merit: 500
April 18, 2012, 09:45:01 AM
#16
@bitcoinbitcoin113 do you code in R ?

I am learning it.
i already send a pm to someone who i bet will be interested in this, he know who is(hi my dear friend), so i invite him to PM you about this 3 brains are better than one(if needed), you can mix in here CVI/OBV + fibo

I'll post what I find (at least some of it). I work on "bitcoin analysis" in intermittent bursts though.

What is it that the mt gox feed won't give you? Are there trades missing from it or something?

It doesn't go all the way back. At least it didn't when I was messing around with it earlier.
donator
Activity: 2058
Merit: 1007
Poor impulse control.
April 18, 2012, 03:29:19 AM
#15
What is it that the mt gox feed won't give you? Are there trades missing from it or something?
hero member
Activity: 728
Merit: 500
April 18, 2012, 01:53:16 AM
#14
@bitcoinbitcoin113 do you code in R ?

I am learning it.
hero member
Activity: 728
Merit: 500
April 18, 2012, 01:29:11 AM
#13
I'm curious,

why do you want this raw data?

Analyze how the distribution of trade amount changes over time.

I wouldn't mind hearing about your findings after you crunch the numbers if you are willing to share.

It'll take a bit. 2,137,833 trades in there.

Overall:
112,517.5 per month (30 days/month)
3,750.6 per day
156.3 per hour
2.6 per minute

It's skewed low:
323,442 trades in year one (starting 7/18/2010)
1,814,391 trades since

Do these numbers seem right? It makes sense to me
hero member
Activity: 616
Merit: 502
April 18, 2012, 12:59:33 AM
#12
donator
Activity: 848
Merit: 1078
April 18, 2012, 12:59:14 AM
#11
I'm curious,

why do you want this raw data?

Analyze how the distribution of trade amount changes over time.

I wouldn't mind hearing about your findings after you crunch the numbers if you are willing to share.
hero member
Activity: 728
Merit: 500
April 18, 2012, 12:14:41 AM
#10
sent
hero member
Activity: 728
Merit: 500
April 17, 2012, 11:50:46 PM
#9
Is there anyone publishing the gox trade history? I would like to get this going back as far as possible. I'll pay some btc if necessary.
http://bayfiles.com/file/81yJ/jTWoyL/mtgoxUSD.zip  txt file format ziped is 10 times smaller

This is what I wanted, Thanks! Want a tip?
hero member
Activity: 728
Merit: 500
April 17, 2012, 11:34:16 PM
#8
I'm curious,

why do you want this raw data?

Analyze how the distribution of trade amount changes over time.
legendary
Activity: 1904
Merit: 1037
Trusted Bitcoiner
April 17, 2012, 11:29:12 PM
#7
I'm curious,

why do you want this raw data?
hero member
Activity: 728
Merit: 500
April 17, 2012, 11:27:05 PM
#6
just go to http://bitcoincharts.com/

and click Custom Time

zoom in to 5 mins view for 1 day

This bins all the trades per 5 minutes/1 minute whatever. Am I missing something?

Is there anyone publishing the gox trade history? I would like to get this going back as far as possible. I'll pay some btc if necessary.
http://bayfiles.com/file/81yJ/jTWoyL/mtgoxUSD.zip  txt file format ziped is 10 times smaller

for other stuff read this http://cctforum.com/showwiki.php?title=Sierra+Chart

I will check the first download. My understanding is the data used for the sierra chart feed only goes back 30 days.
legendary
Activity: 2198
Merit: 1311
April 17, 2012, 11:26:18 PM
#5
Like this:
http://buzzdata.com/andrewjdyck/bitcoin-btc-trade-history-on-mtgox-com#!/overview

I want price and volume of each individual trade going back.

I think you can get that with the Sierra Chart Feed.  You don't need Sierra Chart to run the feed executable, and if I remember correctly, it generates a file that contains all the price and volume data.  I'm guess there's a way to parse the data out of that file, but that's beyond me.
hero member
Activity: 728
Merit: 500
April 17, 2012, 11:19:17 PM
#4
Like this:
http://buzzdata.com/andrewjdyck/bitcoin-btc-trade-history-on-mtgox-com#!/overview

I want price and volume of each individual trade going back.
legendary
Activity: 2408
Merit: 1009
Legen -wait for it- dary
April 17, 2012, 11:16:54 PM
#3
Individual trades? He got here first^
legendary
Activity: 1904
Merit: 1037
Trusted Bitcoiner
April 17, 2012, 11:14:54 PM
#2
just go to http://bitcoincharts.com/

and click Custom Time

zoom in to 5 mins view for 1 day
hero member
Activity: 728
Merit: 500
April 17, 2012, 11:11:15 PM
#1
Is there anyone publishing the gox trade history? I would like to get this going back as far as possible. I'll pay some btc if necessary.
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