BTC on BLOOMBERG

[makksik]

Hi there,

I'm curious if anyone has a dataset with historical USD/BTC rates/volumes at a high level of granularity. I'm going to be working with Bloomberg to pipe-in Mt.Gox data but would like any and all inputs in terms of ideas, alternative exchanges to include, and any heads up you may have to those that have attempted to do something similar previously.

Thanks,
Makksik

[marcus_of_augustus]

http://bitcoincharts.com/
http://www.bitcoinwatch.com/
http://bitcoinity.org/markets

[goldNET]

http://bitcoincharts.com/
http://www.bitcoinwatch.com/
http://bitcoinity.org/markets

and https://gold.net/chart/currency/BTCUSD/

[makksik]

Thanks guys--currently working on getting Mt.Gox and will follow up with Virtex.

Will keep you guys updated. If anyone knows where to find an independent historical database that would be sincerely appreciated.

Thanks,
Makksik

[psybits]

I heard about this.

Good luck with the project 

[Sukrim]

Bitcoincharts seems to have the largest independent (well, archived from the Gox ticker) historical database that I know of, available trade-by-trade as CSV. Maybe you can work together with them to also get access to the other exchanges' tickers.

[makksik]

Bitcoincharts seems to have the largest independent (well, archived from the Gox ticker) historical database that I know of, available trade-by-trade as CSV. Maybe you can work together with them to also get access to the other exchanges' tickers.

Thank you -- I'm following up with them.

[bbit]

Awesome!

[makksik]

We've got Tradehill data. Currently working on some proof of concept ideas. Should be able to run all technical studies on historical data soon.

Out of curiosity--is there some independent way of validating the volume of transactions for each exchange?

If someone would like to provide a ranking of some sort just to give me an idea in the meantime I'd sincerely appreciate it.

[makksik]

Proof of concept:

Integration of CADvirtex on Bloomberg.

Gotta study for a final tomorrow... Update you guys later.

All Bloomberg Technical Studies can be run (RSI and BOLL on example snap). Will try to integrate every exchange at full granularity and release to the public over the weekend.

http://gifm.ca/wp-content/uploads/2013/04/BTCCAD-U-Index-virtexCAD-2013-04-16-23-50-59.jpg

[marcus_of_augustus]

sweet graphs ... do you intern at bloomberg or ... ?

[ninjaboon]

sweet graphs ... do you intern at bloomberg or ... ?

I was wondering the same thing. Or are you trading BTC for Bloomberg? 

[makksik]

sweet graphs ... do you intern at bloomberg or ... ?

I was wondering the same thing. Or are you trading BTC for Bloomberg? 

I would have loved to intern at Bloomy when I was in UG--currently I'm a PE Analyst in Toronto (and grad school/CFA candidate) I'm fortunate enough to work on some pretty cutting edge stuff at work and with my research--consequently that involves developing ideas and building stuff with the talented programmers at BLP; I am a (devoted) client--not an employee of Bloomberg LP.

...now if I could only convince them to put the idle time of 300,000 terminals (and the lovely GPUs that power their multi-screen setups) to good use and point them here : http://gifm.ca/wp-content/uploads/2013/04/MSP54322fg9e28eg38682800001agh6340eebge094.gif

[psybits]

sweet graphs ... do you intern at bloomberg or ... ?

I was wondering the same thing. Or are you trading BTC for Bloomberg? 

I would have loved to intern at Bloomy when I was in UG--currently I'm a PE Analyst in Toronto (and grad school/CFA candidate) I'm fortunate enough to work on some pretty cutting edge stuff at work and with my research--consequently that involves developing ideas and building stuff with the talented programmers at BLP; I am a (devoted) client--not an employee of Bloomberg LP.

...now if I could only convince them to put the idle time of 300,000 terminals (and the lovely GPUs that power their multi-screen setups) to good use and point them here :

He he he why not?

Awesome work this is really exciting stuff.

[bitcoinbilly]

Yes, very nice.  There is so much you can do with bbrg but I have a quest for developer.  Did you set this up yourself through security creation or did bbrg do it themselves?  Can you find under yellow currency key?  What is symbol?  Is it integrated in all the cross market correlation analysis options avail?  Is their a live pricing feed page similar to level 2 quotes or trace/street offerings on bonds through the BBO or ALLQ functions? 

I was going to do this but havent had time.  Id be glad to work with you if you want.  We can create all the cryptos with corr models, albeit short - historical performance.  I have so many thoughts....before i rattle them all, let me know if you want to work together?  Thats all

Thanks

-bill