Hi,

Sorry for long reply, but Genuise and I were busy working on billing issues.

Yes we save all the data ever collected since April 2012. Now it's 40GB of *.xz archives.

It seems we already talked to you about the data and even sent you a sample on 18.11.2014 but you have never replied.

Let me know if you want a sample again.

Regards,
Andy

Hi, thank you for supporting our service.
 
Here is a short summary:

1. You only paid for February and March (2 months), there is no billing mistake or extra charges for 3rd month.
2. It's common that subscription extends automatically. Your refunding request for March is not well grounded.
3. However, we can refund you 0.0075 BTC as a gesture of good will should you wish so.
4. Alternatively, if a bimonthly plan with a lower fee was your intention, we can change your plan to bimonthly retroactively.

Now in more details:

I confirm that you chose a monthly plan and payed an amount of two monthly fees on Feb 10. Your subscription was activated on Feb 10 and for 2 months there were enough balance so the service continued till Apr 10.
 
Now your balance is -0.0075 because there's one outstanding invoice. If you change your plan the invoice for 0.0075 will be cancelled and invoice for your new plan will be issued.

If you send 0.0075 BTC, the service will be extended by one month since the moment of payment, not since the moment of invoice.

So as you can see there is no an error on our side.  There are no any extra charges of your account. You were only charged 0.0075 BTC 2 times, not 3 times.

As for refunding request for March service you didn't intend to receive.

If you add funds to your mobile phone, there's no way to withdraw, and they are consumed over time if your tariff plan includes a monthly payment even if you don't intend to talk. If you buy a larger scratch card to add funds than you intended, there's no way to get a change.

Bitcoin Analytics uses the same billing model.

You should have either send 0.0075 or choose a bimonthly plan of  0.00125 per month. Your demand to get a refund for April is not well grounded.

If you agree with above, we can fix your plan selection mistake and charge you 0.0125 for March and April according to bimonthly plan instead of 0.0150.
 
If you insist on a refund, since it's the first such request, we are sure it's not fraudulent, and can refund. Please send us your bitcoin address to return the money to. Send a PM to either nimnul or genuise if you consider it sensitive.

with all respect,
Andy and Evgeniy
bitcoin-analytics.com

Mass PMs, giant fonts and unreasonably sized screenshots don't look like an acceptable marketing strategy to me. Please resize browser window to minimum possible when taking screenshots, crop and/or downsample the screenshots. Don't send any kind of personal messages to unrelated people and don't use colors or size for your messages and signature.

Thanks

up

Hi frito,

Unfortunately historical data is not available at the moment. Paid account only eliminates delay in arbitrage table and gives access to separate exchanges instead of data aggregated by currency.

We are working on candlestick charts, but they will take few months to get ready. And even at that point the timeframe of displayed data will probably be shorter than 6 months.

We do have full orderbook archive for last couple of years, but it's in an inefficient format and thus we are not ready to provide any access to it. If you can program, we can try to give you samples of our datafiles and run your script on the full dataset.

nimnul

You can look at similar projects e.g. http://can-touch.ru/ . You can use google translate to understand Russian texts there.

Quoting FIX homepage, The Financial Information eXchange ("FIX") Protocol is a series of messaging specifications for the electronic communication of trade-related messages. It has been developed through the collaboration of banks, broker-dealers, exchanges, industry utilities and associations, institutional investors, and information technology providers from around the world.

So yes, the protocol is realtime, event-based, and supports millisecond precision for timestamps.

Electronic trading in fiat has been there since 1970s, but Bitcoin exchanges are not that mature. We cannot provide a true realtime feed with millisecond timestamps if exchange API don't provide these data to us.

For most exchanges (in fact all but MtGox) we collect data by polling their public REST API every 15 seconds. We will push events to the clients as we get data from polling. So our service is a mere translation of proprietary protocols into an interoperable industry-standard protocol.

You won't get better realtime than with public exchange APIs, but better interoperability with existing financial software and data unification between exchanges.

Of course as exchanges collaborate with us to provide better raw feeds or publish better APIs our consolidated standard feed will improve too.

We don't really know yet. FIX feed is a niche product for professional traders and institutions. We expect only a few subscribers. The demand for data is lower than for visualization, so the price will probably be higher.

 In this release only the realtime feed will be provided.

The unencrypted TCP feed supports both orderbooks and trades for all exchanges supported by bitcoin-analytics.com service owned by me and genuise. Data are semi-realtime for now - we send aggregate messages every 15 seconds.

On logon unsolicited MarketDataSnapshotFullRefresh (W) messages with full-depth price-depth orderbooks are sent for every exchange:

MarketDataSnapshotFullRefresh (W)

Symbol
NoMDEntries
+ MDEntryType (0 or 1)
+ MDEntryPx
+ MDEntrySize

After that synchronous trades and order book deltas are sent:

MarketDataIncrementalRefresh (X)

NoMDEntries
+ MDUpdateAction
+ Symbol
+ MDEntryType (0, 1 or 2)
+ MDEntryPx
+ MDEntrySize

Orderbooks are as full as exchange API allows. For example, BTC-E only provides top 150 entries. Since data volume is relatively low, further reduction of market depth as provided by MarketDepth field of MarketDataRequest (V) is not implemented.

We built an open-source PoC quickfix/python client to demonstrate interoperability with other FIX implementations.

If you are familiar with FIX protocol and interested in free pre-release access let us know. Our goal at this point is to polish technical details and collect feedback from devs working with FIX feeds in fiat financial industry.

We will charge monthly subscription fee after the release.

If you zoom the VWAP chart you will see something like this:



The markers are not for every point, but for each point (15-second "slot" as we call it) with trading activity. So here you can see that a large trade activity at 14:29:45 shifted VWAP, but a larger trade volume at 14:33:00 had almost no impact on the price. Removal of the markers will obscure this information.

Of course when you zoom out to default zoom level it starts looking ugly, but we didn't knew how we can improve it without information loss.

In addition you can see here why we chose to plot "buy" and "sell" trades separately instead of joining them with a single line as our competitors do. We show that trades are performed at two different steady prices instead of zigzag pattern you often see on last trade price charts without bid-ask separation and volume weighting:

The charting library we use supports post-processing with moving average. See the input box at the bottom chart at http://dygraphs.com/tests/range-selector.html

If it's ok we can easily add that input box for moving average window size to all the charts.

Yes it's the same. We just use mtgox realtime api to get order book every 15 seconds. The full depth url can only be queries every 15 minutes or so.

Hi,

Thank you for supporting us.

We have a plan on adding month long charts with candlestick aggregation but now it's not possible to see data older than a day.

There is a problem with having volumes in either BTC or USD on the same axis. Often there are spam orders on both sides of orderbook: someone sells 1 BTC for 1 billion USD and someone buys 1 billion BTC for 1 USD.

For bids, only USD volume is "real" and BTC volume is an arbitrary number put by whoever placed the order. For asks it's vice versa: BTC volume is "real" and USD volume can be set to arbitrary number.

If we put both volumes in one currency it will not help you to compare them. So there should be a method of filtering meaningful depth from fake depth and we couldn't find a good one. Do you have ideas?

Best regards, nimnul and genuise

genuise and I (the founders of bitcoin-analytics.com) are both Race07 series fans and members of racedepartment.com race club.

It's up now. Thank you for reporting

bitcoin-analytics.com

Unfortunately we piggyback on bitcoincharts data stream for trade data. So only orderbook data are available now. Looks like it's time for us to start getting trades using exchange APIs directly as bitcoincharts doesn't have good capacity planning to absorb high traffic spikes.

Yep, Genuise and I were too eager to show off a prototype. Our priority was to show the data of minor exchanges to the community. We will replace it with original artwork before lifting the beta badge.

> Look, there was a straight line for a moment there!

Actually it's not. The last week is not complete. And the first weeks are before the start of the rally.

http://bitcoincharts.com/charts/mtgoxUSD#rg60zigWeeklyzczsg2013-01-09zeg2013-02-14ztgMzm1g10zm2g25zl

All this data are included in the table in my post, calculations say the deviation is still small.

And I didn't say anything about the processes behind the data - I only showed you the data, that's it. I know that technical analysis is not well-grounded at best, http://www.scientificamerican.com/article.cfm?id=patternicity-finding-meaningful-patterns etc.

It's not. Price actually has been multiplied by 1,138 every week for last 7 weeks. So I expect 34, 39, 44, 50, 58, 66, 75, 85, 98 until the crash. $100 is just 9 weeks away if the growth continues.

http://bitcoincharts.com/charts/mtgoxUSD#rg60zigWeeklyzczsg2013-01-23zeg2013-02-14ztgMzm1g10zm2g25zl

Асtual deviation from straight line is only 3.6%

Week Actual Model Delta
-2   13,88   13,22   -4,8%
-1   14,84   15,04   1,4%
0   17,12   17,12   0,0%
1   19,56   19,48   -0,4%
2   21,41   22,17   3,6%
3   25,31   25,23   -0,3%
4   28,51   28,71   0,7%