Bitcoin Forum

Economy => Trading Discussion => Topic started by: orderbookio on June 23, 2014, 04:19:15 PM



Title: Get full market data for backtesting and research purposes
Post by: orderbookio on June 23, 2014, 04:19:15 PM
Hi!

We are building a platform on http://orderbook.io to purchase full market data for all major cryptocurrency exchanges and currency pairs. This contains
all trades, ticker, and orderbook updates sampled at 1 second resolution. This can be used for backtesting your strategies (e.g. recreating the orderbook step by step) or for researching market dynamics. We aim to make this an easy and low cost way to buy data in bulk. Example purchases could be:
  • All BTC/USD currency pair data across all exchanges from the last two months
  • All currency pairs traded at Bitfinex of last week
  • Data around certain historical events

Naturally, will be accepting Bitcoin/Altcoins only for the purchases!

Right now the site is up and contains a few days of example data (a few hundred megabytes). We are also planning on giving away example data on a regular basis.

Any feedback is much appreciated. Reply here or follow us on twitter http://twitter.com/orderbookio.

Thanks
Orderbook.io


Title: Re: Get full market data for backtesting and research purposes
Post by: statdude on June 26, 2014, 09:15:41 PM
watching


Title: Re: Get full market data for backtesting and research purposes
Post by: JimDowJones on June 30, 2014, 05:34:55 PM
Very interesting