|
Title: Looking for historical MtGox depth data Post by: axefrog on June 28, 2013, 06:04:40 AM The MtGox WebSocket API is a firehose of depth updates. I know some of you store this data as it is generated and I've just started to do the same, but I'd really like a historical archive of depth data for use in my own trading simulations. MtGox itself seems to offer the full *current* set of depth messages but as hard as I've tried, I can't seem to find an archive of depth messages that I can aggregate and query to show me what the depth and spread on a given historical date and time was.
Does anyone have a relatively complete, and up to date archive of this data that you've been capturing for at least the last few months? I saw a thread where somebody had offered an archive for 2012 data, but they'd been truncating fractions of a bitcoin, which reduces the accuracy. I'd potentially be willing to offer payment in BTC if the data is of a good quality. Plain old raw, parsable JSON messages saved as text would be more than enough. Title: Re: Looking for historical MtGox depth data Post by: erono on June 28, 2013, 10:03:23 AM what is the data format , you are looking for.
Title: Re: Looking for historical MtGox depth data Post by: axefrog on June 28, 2013, 10:38:22 AM I'd be perfectly happy with a raw dump of the JSON data that comes from the websocket firehose.
Title: Re: Looking for historical MtGox depth data Post by: axefrog on July 03, 2013, 02:42:12 PM Bump. Anyone able to provide this?
|