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Author Topic: Raw BTCUSD, BTCEUR MtGox trade data from beginning till 23-may-13  (Read 1321 times)
nitrous
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May 24, 2013, 05:52:27 PM
 #1

Hi,

So ssshhh is providing processed data here in minutely, hourly, daily and monthly formats - https://bitcointalk.org/index.php?topic=196834.0.

If anyone is interested though, I have a raw unprocessed MtGox trade data dump including every single individual trade from the very first trades till Thu, 23 May 2013 13:12:12 GMT in sqlite3 database format. This data has been pulled from their API, however the method by which this was down is now discouraged, and it is recommended that anyone needing this amount of data download it from a third party. MagicalTux has told me that MtGox have their own dumps, however they don't seem to have released them publicly yet. In the meantime, feel free to download this data Smiley

archive.db here: https://docs.google.com/uc?id=0B3hexlKVFpMpUWdjdjRMRFZ2MVE&export=download

The database has the following tables, but MtGox_USD and MtGox_EUR are the only ones of relevance:
  • meta
  • MtGox_USD
  • MtGox_EUR
  • MtGox_GBP
  • MtGox_BTC

meta simply gives the last date downloaded for each table. MtGox_BTC was caused by a bug in my program, and MtGox_GBP couldn't be downloaded because of some changes to the API (there are 187 trades in total, if that interests you Tongue).

Each trade data table has the following fields:

  • date (primary, int -- unix microstamp)
  • price (int -- amount of auxiliary currency per bitcoin, see docs for info in integer amounts)
  • quantity (int -- amount of btc traded, see docs again)
  • type (int -- 0:bid, 1:ask)
  • primary (int -- 0:N, 1:Y)

The 'primary' field may be incorrect for MtGox_USD, but it is accurate for _EUR. If you need more recent data, tell me and I'll prepare a delta with the new data Smiley Alternatively, you could keep it up to date yourself using the API (money/trades/fetch), though please don't overload the servers!

Donations: 1Q2EN7TzJ6z82xvmQrRoQoMf3Tf4rMCyvL
MtGox API v2 Unofficial Documentation: https://bitbucket.org/nitrous/mtgox-api/overview
MtGox API v2 Unofficial Documentation Forum Thread: https://bitcointalk.org/index.php?topic=164404.0
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ManBearPig
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May 24, 2013, 06:13:13 PM
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Thanks for this, could prove very useful!

I tweet crypto nonsense: https://twitter.com/DunningKruger_
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