Print Page - MtGox USD depth historic data for your pleasure

Title: MtGox USD depth historic data for your pleasure
Post by: phelix on June 16, 2012, 06:45:21 PM

enjoy:

https://mega.co.nz/#!cUdXVAyb!M9gyanCTwwxNRcHqEQ0L8gNyZ5wqXipRoaEG34n0WaE (120MB)

Each line is one reduced json full MtGox USD depth

Since December 19th, 2011 every ~1000secs (17-18mins)

Unfortunately the data is messily split across several archives.

Be carefull, the archives extract to many gigabytes of data as there is so much duplicated.

edited 2015

Title: Re: MtGox USD depth historic data for your pleasure
Post by: ThePok on June 16, 2012, 09:17:36 PM

Thx for sharing the Data!

i hope someone can make a Video of it or so :)

Title: Re: MtGox USD depth historic data for your pleasure
Post by: rjk on June 16, 2012, 11:08:32 PM

I wonder if there is any way to record the transaction history in a compact format and retain second-by-second granularity.

Title: Re: MtGox USD depth historic data for your pleasure
Post by: Ente on June 19, 2012, 10:00:10 AM

I probably won't dig through the raw data, the graph you make out of it is great already! :-)
Didn't know your site before, very helpful! Thank you!

One question though:
Would it be possible to separate the graphs into individual images? For example, http://bitcoinx.com/charts/depth_mtgox.png contains all three MtGox orderbook graphs.

Why do I ask? I made myself a html file with several graphs from several places, so I have an overview at a glance. Of course I only have that html on my local computer, refreshing it a few times a day, and won't use it on any webpage or the like.

Thank you,

Ente

Title: Re: MtGox USD depth historic data for your pleasure
Post by: phelix on June 19, 2012, 10:32:00 AM

Quote from: Ente on June 19, 2012, 10:00:10 AM

sorry but this request is too special. maybe you can crop it in php or js ?

Title: Re: MtGox USD depth historic data for your pleasure
Post by: phelix on June 19, 2012, 10:32:50 AM

Quote from: rjk on June 16, 2012, 11:08:32 PM

I wonder if there is any way to record the transaction history in a compact format and retain second-by-second granularity.

it should be possible by following the order book ticker. the only problem is if you miss something your data can easily be messed up.

Title: Re: MtGox USD depth historic data for your pleasure
Post by: genuise on June 19, 2012, 11:04:44 AM

Quote from: Ente on June 19, 2012, 10:00:10 AM

...
One question though:
Would it be possible to separate the graphs into individual images? For example, http://bitcoinx.com/charts/depth_mtgox.png contains all three MtGox orderbook graphs.
...

Maybe you can take a look at the format of graphs on bitcoin-analytcis.com (http://bitcoin-analytcis.com)
probably you'll find it helpful

Title: Re: MtGox USD depth historic data for your pleasure
Post by: Ente on June 19, 2012, 11:49:53 AM

Quote from: phelix on June 19, 2012, 10:32:00 AM

Quote from: Ente on June 19, 2012, 10:00:10 AM

sorry but this request is too special. maybe you can crop it in php or js ?

Actually yes, it was pretty simple once I knew what to search for:

Code:

<div style="width: 1040px; height: 220px; overflow: hidden; position: relative;">
    <img src="http://bitcoinx.com/charts/depth_mtgox.png" style="position: absolute; left:0px; top:-500px;"/>
</div>

Cheers!

Ente

Title: Re: MtGox USD depth historic data for your pleasure
Post by: phelix on December 15, 2012, 01:24:58 PM

As people were asking: I still have current data. Should be more than 99,9% complete for 2012. It is spread over a handful of archives, each decompressing to a gigabytes sized depth data file (as the one in the original post). Handling this is somewhat of a hassle so if you want the files you will have to throw a coin at me. just pm.

Title: Re: MtGox USD depth historic data for your pleasure
Post by: phelix on March 07, 2013, 07:52:31 AM

current rate: half a coin ;D

Title: Re: MtGox USD depth historic data for your pleasure
Post by: molecular on March 16, 2013, 04:55:44 AM

thanks, phelix. awesome!

Title: Re: MtGox USD depth historic data for your pleasure
Post by: phelix on March 30, 2013, 01:03:16 PM

current rate: 300btm

Title: Re: MtGox USD depth historic data for your pleasure
Post by: jordan.dev on March 31, 2013, 03:28:04 AM

Quote from: phelix on December 15, 2012, 01:24:58 PM

hey phelix ... when you say current data what'd you mean?

I've been looking for a historical bid/ask depth after each trade, though I didn't think this was possible unless it was live recorded from MtGox...

I guess using a depth and calculating the trades that take place during that 1000 second window could give you a pretty accurate view of the bid/ask/depth after each individual trade right?

Title: Re: MtGox USD depth historic data for your pleasure
Post by: phelix on April 01, 2013, 10:51:42 AM

Quote from: jordan.dev on March 31, 2013, 03:28:04 AM

Quote from: phelix on December 15, 2012, 01:24:58 PM

hey phelix ... when you say current data what'd you mean?

up to date data. I use it to calculate the depth graphs on the bottom of http://blockchained.com

Quote

I've been looking for a historical bid/ask depth after each trade, though I didn't think this was possible unless it was live recorded from MtGox...

I guess using a depth and calculating the trades that take place during that 1000 second window could give you a pretty accurate view of the bid/ask/depth after each individual trade right?

depends on the size of the trade ;)

Title: Re: MtGox USD depth historic data for your pleasure
Post by: Masqurin on April 15, 2013, 03:25:51 AM

Is current data available for download anywhere? How do you collect your data? Any plans to make interactive charts available on http://blockchained.com instead of static ones, or making a public API for the data?

Title: Re: MtGox USD depth historic data for your pleasure
Post by: phelix on April 19, 2013, 06:10:26 AM

Quote from: Masqurin on April 15, 2013, 03:25:51 AM

Not publicly. Gox http API. No plans for interactive charts at the moment. No plans for an API either. Sorry.

Title: Re: MtGox USD depth historic data for your pleasure
Post by: phelix on April 19, 2013, 06:18:32 AM

Quote from: phelix on December 15, 2012, 01:24:58 PM

Also for 2013, 2014. Please note that until about a month ago all order volumes were rounded to full numbers.

This is how each order data is reduced now (I am aware it would be better to keep the ints instead):

Code:

        def shorten(d):
            d.pop("stamp")
            d.pop("amount_int")
            d.pop("price_int")
            d["price"] = round(float(d["price"]), 6)
            d["amount"] = round(float(d["amount"]), 6)

Also a savetime is added to every downloaded data chunk.

Current rate: 70btm --> pm

Title: Re: MtGox USD depth historic data for your pleasure
Post by: phelix on July 02, 2015, 08:50:37 AM

All data in OP now.

Title: Re: MtGox USD depth historic data for your pleasure
Post by: molecular on July 02, 2015, 07:23:34 PM

thank you for collecting, preserving and publishing this historical set of data.

Title: Re: MtGox USD depth historic data for your pleasure
Post by: Bitcoin Explorer on July 06, 2015, 06:30:25 AM

This is a great resource. I'll try to make a Web app using this. :d

Title: Re: MtGox USD depth historic data for your pleasure
Post by: phelix on July 08, 2015, 03:19:53 PM

Quote from: molecular on July 02, 2015, 07:23:34 PM

thank you for collecting, preserving and publishing this historical set of data.

Title: Re: MtGox USD depth historic data for your pleasure
Post by: noel57 on July 08, 2015, 09:13:20 PM

Thanks but no thanks, you reminded me of my worst ordeal :( >:( :( >:( :( >:( :( >:( :( >:( :(

Bitcoin Forum

Economy => Trading Discussion => Topic started by: phelix on June 16, 2012, 06:45:21 PM