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Author Topic: Bitcoin Watch: historical trade data  (Read 7288 times)
jgarzik
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October 27, 2010, 08:50:45 PM
 #1

Bitcoin Watch is now making available per-trade historical data for mtgox, bitcoinmarket PPUSD, bitcoinmarket LRUSD and bitcoinmarket PGAU.  It's in CSV text format, zipped:

     http://www.bitcoinwatch.com/trades.zip

Robot authors, please do not poll this more than once a day.  Do not consider this a real-time feed.  You do not need to download the entire history of bitcoin every 5 minutes!  If you need a real-time feed, please connect directly to the marketplace tickers themselves.

Jeff Garzik, bitcoin core dev team and BitPay engineer; opinions are my own, not my employer.
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tcatm
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October 27, 2010, 09:45:22 PM
 #2

Thanks!

Here's a small python script to split the data into seperate files for each market:

Code:
import csv

trades = csv.reader(open('trades.csv'), delimiter=',', quotechar='"')

data = {}

for r in trades:
  if r[0] == "currency":
    continue

  if not r[0] in data:
    data[r[0]] = []

  data[r[0]].append([r[1], r[2], r[3]])

for m, d in data.iteritems():
  f = open(m + '.dat', 'w')
  for e in d:
    f.write(" ".join(e) + '\n')

  f.close()

Edit:

trades.csv plotted:

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October 27, 2010, 10:09:22 PM
 #3

Bitcoin Watch is now making available per-trade historical data for mtgox, bitcoinmarket PPUSD, bitcoinmarket LRUSD and bitcoinmarket PGAU.  It's in CSV text format, zipped:

     http://www.bitcoinwatch.com/trades.zip

Robot authors, please do not poll this more than once a day.  Do not consider this a real-time feed.  You do not need to download the entire history of bitcoin every 5 minutes!  If you need a real-time feed, please connect directly to the marketplace tickers themselves.

Cool.  I'm going to have some fun writing a bash/gnuplot script in order to print a graph of that.

Edit.  I like the format of the datetime Wink

Edit bis.  Here is some code :
Code:
#!/bin/bash

cd /tmp
f=trades.csv

if ! [[ -f "$f" ]]  ||  (( $(stat -c %X "$f") < $(date +%s) - 3600*24 ))
then
    wget http://www.bitcoinwatch.com/trades.zip
    unzip trades.zip
fi

tail -n +2 "$f" |
cut -d, -f1 |
sort -u |
{
    declare -a currency

    while read c
    do
        currency+=("$c")
        grep "$c" $f |
        cut -d, -f 2,3 |
        sed -re 's/"//g; s/,/ /g' > "${c//\"/}"
    done

    [[ -z "$DISPLAY" ]] &&
        echo "set terminal png ; set output 'btc-graph.png'"
    IFS=,
    echo "
    set xtics 5e6
    set style data lines
    plot ${currency[*]}
    "
} |
gnuplot -p &&
[[ -z "$DISPLAY" ]] &&
fim  'btc-graph.png'


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October 28, 2010, 07:04:28 AM
 #4

Thanks for the graph, tcatm.

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November 03, 2010, 11:00:45 PM
 #5

I made a small webpage with interactive graphs for all markets provided by bitcoinwatch:
http://91.194.85.252/bitcoincharts/
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November 03, 2010, 11:33:54 PM
 #6

fantastic!!!!!!!!!!!!!!
Now we see intraday volumes. I will use your charts probably in the next technical update.

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November 04, 2010, 03:42:32 AM
 #7

More graphs at http://91.194.85.252/cgi-bin/form.pl (data might be incorrect sometimes, still under development)
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May 24, 2011, 05:12:04 AM
 #8

Bitcoin Watch is now making available per-trade historical data for mtgox, bitcoinmarket PPUSD, bitcoinmarket LRUSD and bitcoinmarket PGAU.  It's in CSV text format, zipped:

     http://www.bitcoinwatch.com/trades.zip

Robot authors, please do not poll this more than once a day.  Do not consider this a real-time feed.  You do not need to download the entire history of bitcoin every 5 minutes!  If you need a real-time feed, please connect directly to the marketplace tickers themselves.

404.

Whatever happened to this? I suddenly developed a need for old historical data. Thanks!

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August 13, 2011, 01:21:07 PM
 #9

So is exportable trade history data (ticker or 1 min or at least 5 min) available from anywhere?

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August 13, 2011, 02:15:06 PM
 #10

So is exportable trade history data (ticker or 1 min or at least 5 min) available from anywhere?

Yes: http://bitcoincharts.com/about/markets-api/ (I re-enabled full history download last night)
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August 17, 2011, 09:08:47 AM
 #11

Cool, thank you! Maybe I should provide a mirror to reduce load on your server.

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