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921  Economy / Trading Discussion / Re: New method to pull MtGox trade data on: June 01, 2013, 04:20:09 PM
Thank you.
922  Economy / Trading Discussion / Re: New method to pull MtGox trade data on: June 01, 2013, 02:30:13 PM
Guys, I have a couple of questions:

1. Is the minimum price tick size of BTCUSD at MtGox 0.00001?

2. Is Bid and Ask data from the dark pool https://bitcointalk.org/index.php?topic=5564.0;all reflected in the data?

3. Is traded volume from the dark pool reflected in the data?

4. What is MtGox time (Greenwich, Tokyo, other)?
923  Economy / Trading Discussion / Re: New method to pull MtGox trade data on: May 31, 2013, 11:23:07 PM
I may not be able to work on it very much for the next few days/weeks though as I've got some important exams coming up.

It's okay. I can wait. Thank you very much for the work that you do  Smiley
924  Economy / Trading Discussion / Re: New method to pull MtGox trade data on: May 31, 2013, 10:24:37 PM
This is how beautifully BTCUSD can look with high quality data in a charting software Grin I downloaded and merged only a tiny portion of the tick data from Google.

You can easily add indicators, e.g. geometrical ones, you can draw trendlines, you can apply algorithmic strategies and whatnot. On the right there is a panel for manual entering orders, without the need to go to the broker's / exchange's website.

Yeah, I would love to have this possibility with MtGox.

At the moment I need go to bitcoincharts. com, copy the BTCUSD image and then process the image in an image processing software to draw a single trendline  Undecided



925  Economy / Trading Discussion / Re: New method to pull MtGox trade data on: May 31, 2013, 09:16:35 PM
Okay. I voted for option 1. Disk space is cheap now-a-days.
926  Economy / Trading Discussion / Re: Discussion for MtGox trade data downloader on: May 31, 2013, 09:13:54 PM
I vote for ''download a complete dump then process''

Thanks
927  Economy / Trading Discussion / Re: New method to pull MtGox trade data on: May 31, 2013, 08:33:11 PM
The issue is that Google won't let you download a CSV copy of the results if there are more than 16k rows.

What a misfortune  Grin

It is possible to download more, but you have to do it programatically. My tool can currently download a complete copy of the database (https://bitcointalk.org/index.php?topic=221055.0), but I don't think it's ready for your needs yet. I would be interested in your opinion on the poll, though. I need to know whether you would be fine for it to download the entire database to a sqlite3 dump (about 460mb) before then processing it to your specifications. This would also enable you to then quickly create a csv copy of any query without having to download any more data.

I am just a ''paste and copy'' guy. I write movie dialogues and song lyrics for a living (not in English; my English is terrible). My hobby is trading forex and futures. I will of course leave my opinion in your poll, but not until a few days from now when I get an understanding of what ''sqlite3 dump'' is. Yes, I am that dumb when it comes to computers  Tongue

What I normally do if I want to get data for my charting application is I go here http://iqfeed.net/ and pay on a monthly basis for data feeds I want, from exchanges I want. And get the historical and real-time data in format customized to my platform and streamed to my platform, without the need to worry about technicalities.

Maybe in future MtGox could speak to some data vendors and avail its feed to these data vendors. These data vendors will then redistribute (using their data centres) the data to many users for a fee. Here is http://www.iqfeed.net/index.cfm?displayaction=data&section=software#products a list of charting packages that MtGox can reach in a minute without the need to invest in infrastructure too much.
928  Economy / Trading Discussion / Re: New method to pull MtGox trade data on: May 31, 2013, 08:04:53 PM
Hello dexX7,

This is a fantastic guide Smiley

I needed the data sorted in ascending order (by time: from earliest to most recent date) so I changed DESC to ASC and <2013-05-19 to > 2010-07-16 and it works.

Is the number of 16k rows imposed by Google or could it be somehow increased by the user to e.g. 160k? I am not complaining, just asking Smiley
929  Economy / Trading Discussion / Re: New method to pull MtGox trade data on: May 30, 2013, 05:34:18 PM
What data format do you need? I'm happy to help. Smiley

1. At the moment I only need BTCUSD trade tick data (no need for Bid and / or Ask data). For a CSV file (I will later import this data into my application) I need:
Date,Time,Price,Volume (in Satoshis)
yyyy-mm-dd,hh:mm:ss,65000000000

2. In future I will need / want / beg for a mechanism / application that will update the CSV file with missing historical data and will update real-time data from MtGox. I will later map this CSV file (ASCII mapping) with my charting application to dynamically connect the constantly updating BTCUSD file to this charting application.
930  Bitcoin / Bitcoin Discussion / Re: Bitcoin-Qt / bitcoind 0.8.2 (final) available on: May 30, 2013, 02:20:51 PM
Bitcoind is a headless daemon, so there is no "interface", other than whichever command line program you use.

See https://en.bitcoin.it/wiki/Bitcoind

Thank you.
931  Economy / Speculation / Re: Wall Observer - MtGoxUSD wall movement tracker - Hardcore on: May 30, 2013, 10:30:58 AM
If the right kind of people ie the ones who actually care for others rather than themselves take charge ...[...]

And this is the weak point / condition that has been failing for thousands of years. Many people declared to be the right kind. But once they take charge ... well that's a different story.
932  Bitcoin / Bitcoin Discussion / Re: Bitcoin-Qt / bitcoind 0.8.2 (final) available on: May 30, 2013, 10:26:39 AM
I have one more favour to ask. Apart from Bitcoin-Qt there is also BitcoinD (from what I understand). Can someone post a screenshot of BitcoinD's interface or how BitcoinD looks like?

Thanks
933  Bitcoin / Bitcoin Discussion / Re: Bitcoin-Qt / bitcoind 0.8.2 (final) available on: May 30, 2013, 10:22:54 AM
The .exe one is an installer (which adds shortcuts among other things). You can unpack the other one to a directory and run it without installing it.

Thanks, it worked Smiley
934  Bitcoin / Bitcoin Discussion / Re: Bitcoin-Qt / bitcoind 0.8.2 (final) available on: May 30, 2013, 10:04:32 AM
My OS is Windows. Which of the two ''win32'' should I download? The red or the green one? They have different size.

Thanks

935  Economy / Trading Discussion / Re: New method to pull MtGox trade data on: May 30, 2013, 12:24:56 AM
Well I'm already creating the underlying mechanism of the app for my own personal use, and I am more than happy to do the little bit of extra work to make it cross-platform for free.
So I spotted this thread right on time.

Of course I always welcome donations Tongue but most of the bitcoin work I do/am doing is open-source.
I have no problems with donations. Actually I got interested in Bitcoin because I wanted to make a donation (to a philosopher). But I like programmers too.

Hopefully I can release a self-contained python app which won't need you to already have installed python so that it's as intuitive as possible to use.

Fantastic Smiley
936  Economy / Trading Discussion / Re: New method to pull MtGox trade data on: May 30, 2013, 12:03:03 AM
I will ask him when I next catch him, if what you're saying is true then it would make a lot of sense to include all three to accommodate all users.

Fantastic  Smiley

On the other hand, Google I believe charges for the amount of data uploaded, so that may factor into their decision as it may seem a bit redundant.

This would be for MtGox to decide if they are inclined to incur this additional cost. There are tens of thousand of third party charting (I am not talking about toys like MT4) software's users: forex and futures and stock traders like myself who, in the future when Bitcoin goes mainstream, would potentially be excluded from being able to load MtGox data into their apps, if MtGox decides not to to avail two additional fields to collect.

I don't think google BigQuery makes it very easy for non-programmers to actually download bulk data from them, and I haven't had a chance to read up on using it programmatically yet. Once I have though, it would be really easy for me to make a CSV as you asked for though, and perhaps I could even make a small application to keep a local database updated from the BQ servers. What platform are you on? I assume from your screenshot it is Windows?

I do not know how much would creating this application cost. I hope crowd financing might work (with a little help from MtGox). Yes, I am using Windows.
937  Economy / Trading Discussion / Re: New method to pull MtGox trade data on: May 29, 2013, 11:11:43 PM
Just look, there is an application called Sierra Chart (I think some trials were made with this app to accept MtGox data) that has Date and Time separated for intraday data in CSV format http://www.sierrachart.com/index.php?l=doc/doc_TextCSVDataFormat.html#ExampleIntraday
938  Economy / Trading Discussion / Re: New method to pull MtGox trade data on: May 29, 2013, 11:00:25 PM
The dates are formatted as strings and include the time, e.g. "2013-03-12 23:52:16". So the format is "yyyy-mm-dd hh:mm:ss".

Just a thought: could 2 additional (to already existing Date) columns / fields to collect be added to the API: Date_Only and Time_Only (derived from Date)? Would this be something that requires a lot of work?
939  Economy / Trading Discussion / Re: New method to pull MtGox trade data on: May 29, 2013, 10:20:47 PM
    Does the application not allow any way of doing this directly?

    Unfortunately not.

    • You can ask MagicalTux and see if he'll consider it for when he begins regular updates (although that would be 1 or 2 weeks away before you see any actual changes).

    I wouldn't have the courage to bother him  Smiley

    • When I am able to write a program to download the entire database, I will release the code. If you have any programming experience, it should be relatively simple to then modify the data to your needs before input into your application. If not, I may be able to convert it to any format you need, however I'm not too sure of the logistics of then giving you the database.
    I have no programming experience. Out of curiosity, would it be possible somehow get the data into a CSV file in my computer that would be updated real-time? I would not like to bother you with this. I only want to know if this is feasible.

    • You could try doing a SQL query along the lines of:
    Code:
    SELECT LEFT(Date,10),RIGHT(Date,8) FROM [mt-gox:mtgox.trades] LIMIT 10;
      Anything more complicated than Word or Excel overwhelms my circuits  Cheesy[/list]
      940  Economy / Trading Discussion / Re: New method to pull MtGox trade data on: May 29, 2013, 09:10:04 PM
      The dates are formatted as strings and include the time, e.g. "2013-03-12 23:52:16". So the format is "yyyy-mm-dd hh:mm:ss".

      Thank you very much for the information.

      Is it possible (if it's not too late) to separate Date from Time? Most widely used trading and charting applications for retail traders (Multicharts or Ninjatrader and others) will not be able to use the data in the format where date and time are merged.

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