Historical depth data?

[axefrog]

Trade data is one thing, but for more accurate backtesting, it'd be nice to have some historical depth data to calculate slippage and the actual trade value at the time a test trade is performed. I can start catching it via the WebSocket API, but that'll only help me going forward.

Does anyone know where historical depth data can be found for 2013?

[nitrous]

I'm pretty sure that the data available from https://data.mtgox.com/api/2/BTCUSD/money/depth/full is the entirety of MtGox's depth data, and you can probably then filter it for 2013. Unfortunately, as I don't really know how the data is generated, I can't give any more information than that. Be careful with this resource, though - there is a download limit of 5/hour, which if you exceed may result in you being blocked from the API.