Topic: Tick data for backtesting (Read 1412 times)
I have about 7 months worth of tick data for Bitstamp I've been recording since March. I'm not just talking about trades. I'm talking about every single order that was placed on the order book, including trades. Most don't need that much granularity, but some do.
http://api.bitcoincharts.com/v1/csv/
Data in the format: epochtime, price, amount
Data in the format: epochtime, price, amount
Code:
1317132501,6.374030000000,2.000000000000
1317378385,6.511270000000,0.010000000000
1317378387,6.511280000000,0.010000000000
1317379024,6.511280000000,0.009880360000
1317379295,6.511280000000,0.010000000000
1317379466,6.511280000000,1.022709390000
1317378385,6.511270000000,0.010000000000
1317378387,6.511280000000,0.010000000000
1317379024,6.511280000000,0.009880360000
1317379295,6.511280000000,0.010000000000
1317379466,6.511280000000,1.022709390000
Thanks a lot, downloaded Bitstamp data...
very userful!
http://api.bitcoincharts.com/v1/csv/
Data in the format: epochtime, price, amount
Data in the format: epochtime, price, amount
Code:
1317132501,6.374030000000,2.000000000000
1317378385,6.511270000000,0.010000000000
1317378387,6.511280000000,0.010000000000
1317379024,6.511280000000,0.009880360000
1317379295,6.511280000000,0.010000000000
1317379466,6.511280000000,1.022709390000
1317378385,6.511270000000,0.010000000000
1317378387,6.511280000000,0.010000000000
1317379024,6.511280000000,0.009880360000
1317379295,6.511280000000,0.010000000000
1317379466,6.511280000000,1.022709390000
Thanks a lot, downloaded Bitstamp data...
http://api.bitcoincharts.com/v1/csv/
Data in the format: epochtime, price, amount
Data in the format: epochtime, price, amount
Code:
1317132501,6.374030000000,2.000000000000
1317378385,6.511270000000,0.010000000000
1317378387,6.511280000000,0.010000000000
1317379024,6.511280000000,0.009880360000
1317379295,6.511280000000,0.010000000000
1317379466,6.511280000000,1.022709390000
1317378385,6.511270000000,0.010000000000
1317378387,6.511280000000,0.010000000000
1317379024,6.511280000000,0.009880360000
1317379295,6.511280000000,0.010000000000
1317379466,6.511280000000,1.022709390000
It is and it isn't.
There's multiple bridges for MT4 to get it in there.
There's also a couple of charting platforms that provide BTC prices natively (some even from multiple exchanges).
What backtesting platform are you using, or do you just want raw data? MtGox raw data is readily available for any long term stuff you are trying to study.
There's multiple bridges for MT4 to get it in there.
There's also a couple of charting platforms that provide BTC prices natively (some even from multiple exchanges).
What backtesting platform are you using, or do you just want raw data? MtGox raw data is readily available for any long term stuff you are trying to study.
Yes, I need raw deals, better in the csv format...
It is and it isn't.
There's multiple bridges for MT4 to get it in there.
There's also a couple of charting platforms that provide BTC prices natively (some even from multiple exchanges).
What backtesting platform are you using, or do you just want raw data? MtGox raw data is readily available for any long term stuff you are trying to study.
There's multiple bridges for MT4 to get it in there.
There's also a couple of charting platforms that provide BTC prices natively (some even from multiple exchanges).
What backtesting platform are you using, or do you just want raw data? MtGox raw data is readily available for any long term stuff you are trying to study.
For a few years I've been developing a utility for backtesting arbitrary trading strategies (not necessarily cryptocoins), and now I need tick (or short period) data to backtest on major cryptocurrencies. Is it possible to download such data from somewhere (I mean trades from major exchanges)?
Also, if someone has interesting trading ideas and need some form of backtesting, write here or through PM...
Also, if someone has interesting trading ideas and need some form of backtesting, write here or through PM...
Jump to: