Print Page - Bitfinex OHLC 5 min data

Quote from: chriswen on May 11, 2015, 09:57:38 PM

Hello,

I'm looking for Bitfinex OHLC 5 min data.

Actually all I care about is just the close data or just open data for 5 minutes Bitfinex.

Anyone know how I can get that?

I don't see any way to attach files to replies here so I uploaded
a bitfinex five minute bar file to MegaUpload at this address:

http://www.megafileupload.com/15lS/BitFinex_5Min_Bars_BTCUSD.rar

You can download the trade-by-trade data here:

http://api.bitcoincharts.com/v1/csv/

I use a simple awk script to parse it into five minute bars:

Quote

BEGIN{
prevIncr = 99999;
minutesInBar = 5;
}
{ nowTemp = $1%1000000;
nowDay = int($1/1000000);
nowHour = int(nowTemp/10000);
nowMinute = int((nowTemp%10000)/100);
nowIncr = int((nowMinute+nowHour*60)/minutesInBar);

if(nowIncr!=prevIncr)
{ if(prevIncr!=999999)
{ prevTemp = prevIncr*minutesInBar;
prevHour = int(prevTemp/60)*100;
prevMinute = prevTemp%60;
prevTemp = prevHour+prevMinute;
printf("%d, %4d,%7.2f,%7.2f,%7.2f,%7.2f,%11.5f,%5d\n",prevDay,prevTemp,openBar,highBar,lowBar,lastBar,sizeBar,tickCount);
}
openBar = $2;
highBar = $2;
lowBar = $2;
sizeBar = 0;
tickCount = 0;
}
if($2>highBar){ highBar=$2;}
if($2<lowBar){ lowBar=$2;}
lastBar = $2;
sizeBar += $3;
prevDay = nowDay;
prevIncr = nowIncr;
prevBar = $0;
tickCount += 1;
}
END{
prevTemp = prevIncr*minutesInBar;
prevHour = int(prevTemp/60)*100;
prevMinute = prevTemp%60;
prevTemp = prevHour+prevMinute;
printf("%d, %4d,%7.2f,%7.2f,%7.2f,%7.2f,%11.5f,%5d\n",prevDay,prevTemp,openBar,highBar,lowBar,lastBar,sizeBar,tickCount);
}

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Economy => Trading Discussion => Topic started by: chriswen on May 11, 2015, 09:57:38 PM