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Economy => Trading Discussion => Topic started by: ssshhh on May 06, 2013, 11:14:33 AM



Title: [DATA] BTCUSD Data in csv format. Various timeframes.
Post by: ssshhh on May 06, 2013, 11:14:33 AM
Greetings,

I have reformatted mtgoxUSD tick data into the following time divisions -
minute / hourly / daily / monthly - in csv format and SierraCharts daily format.

The data range is from 2010-07-17 23:09:17 to 2013-05-06 09:59:27 UTC.

Maybe some of you might find a use for it.  If you do please contribute to my ASIC saving accounts   ;)

https://www.dropbox.com/s/hd9awau973bexl0/mtgoxUSD_data_csv_2013-05-06.zip (https://www.dropbox.com/s/hd9awau973bexl0/mtgoxUSD_data_csv_2013-05-06.zip)

ssshhh


ASIC saving accounts -  Bitcoin - 1EcpTYf1g6ZyiNu9AjzB5LTRhqH4NtCNt7


Title: Re: [DATA] BTCUSD Data in csv format. Various timeframes.
Post by: Loozik on May 09, 2013, 01:43:33 AM
1. Is it xls, txt, other file type?
2. Can you post first line of the tick data? - I just need to know
a) if it is just separated by a coma (as CSV would imply) or by e.g. tabs.
b) the date and time format

Thanks


Title: Re: [DATA] BTCUSD Data in csv format. Various timeframes.
Post by: Loozik on May 09, 2013, 09:51:59 AM
As the title states

"BTCUSD Data in csv format.  Various timeframes"

The catch is the title doesn't say everything, e.g.
a) is the date format: yyyymmdd or dd/mm/yy or mm/dd/yyyy
b) is the time format: hh:mm:ss:sss or hh/mm/ss or yet another?

Thanks


Title: Re: [DATA] BTCUSD Data in csv format. Various timeframes.
Post by: Loozik on May 09, 2013, 10:23:48 AM
Here's the solution -> download it, unzip it - look at it - make a decision if you can use it!

Don't you know what you offer for downloading?


Title: Re: [DATA] BTCUSD Data in csv format. Various timeframes.
Post by: c0inbuster on May 09, 2013, 11:39:28 AM
I was too slow...
https://bitcointalk.org/index.php?topic=199979.0

My data are coming from Bitcoincharts... not from Mtgox directly...

How do you get tick data...

Is it coming from trade table of this torrent ?
http://www.reddit.com/r/Bitcoin/comments/1d7iok/mtgox_trade_data/



Title: Re: [DATA] BTCUSD Data in csv format. Various timeframes.
Post by: c0inbuster on May 09, 2013, 12:26:27 PM
Thanks... I didn't know this API...

Did you use a big "for loop" or is your code vectorized ?

Do you use Pandas ?


Title: Re: [DATA] BTCUSD Data in csv format. Various timeframes.
Post by: c0inbuster on May 09, 2013, 12:56:31 PM
You didn't reply my question  ;)


Title: Re: [DATA] BTCUSD Data in csv format. Various timeframes.
Post by: Loozik on May 24, 2013, 08:40:09 PM
Greetings,

The data range is from 2010-07-17 23:09:17 to 2013-05-24 12:59:23 UTC.


Just had a look at the data. The range is till 2013-05-07