Discussion for MtGox trade data downloader

[nitrous]

...

Oh when i became interested in BTC this year again one thing i was really clear about was: I won't put again money in Mtgox. And i was happy for bitcoin that now there are three Big USD BTC Exchanges: btc-e, Bitstamp and Mtgox. I tried bitstamp (really like look and feel of the site, customer service replies fast, cashing out no problem so far) btc-e (service is a bit harsh) and bitfinex. Have to say Kraken looks nice maybe i give it shot. Volume is probably low so and prices are a bit higher, withdrawal problems?

The reason why i wan't to use Mtgox Data is no one goes back so far. And since Mtgox has a significant higher price than other exchanges its maybe not so wise to mix the data between exchanges.

...

Do you know something about timestamp with Bitstamp? Just downloaded the data, i assumend unix timestam. i converted with like this: A1/(24*3600)+25569 gives me as first trade:
13.09.2011 13:53:36

is that right Bitstamp was already back then in 2011 around - wow should have known that back then would maybe have saved some money 

That's fair enough. You should probably be careful about using strategies developed for MtGox with other exchanges. Simple strategies are probably fine, but you might find subtle differences. And these will probably be amplified for more complex strategies. You should be able to compensate for this with some minor tweaks though, so using MtGox data initially should still be fine.

Yeah, Kraken is quite new. Sometimes their 24h XBTEUR volume peaks above 1000 though. I think there have been a few introductory problems as they've grown in popularity, but I think they're getting through this now.

Yes, they are unix timestamps and that was their first trade (or, at least, the first one recorded by bitcoincharts).

Haha, hindsight is a wonderful thing

[kyotoku]

Hi nitrous,
I tried running the app in OS X 1.6.8 (snow leopard). But it crashes after I select the dump file name in (File->new dump). It prints segmentation fault at the prompt.

I was able to track the error to self.update() call at the end Application.load_dump function at gui.py file (line 217). It actually inconsistent, when I place some print around update() call, it works some time. Anyway, it ran fine when I commented the self.update() line out. I think this function updates window visual after update_button state is set to normal, isn't it? I don't have a better idea of what it could be. But I am happy to test on OS X 1.6.8 if you have any idea.

If anyone is interested I posted a version with the alteration described above
https://www.dropbox.com/sh/cyql48n834n9sfq/VWuOLxYA79

Cheers

[nitrous]

Hi nitrous,
I tried running the app in OS X 1.6.8 (snow leopard). But it crashes after I select the dump file name in (File->new dump). It prints segmentation fault at the prompt.

I was able to track the error to self.update() call at the end Application.load_dump function at gui.py file (line 217). It actually inconsistent, when I place some print around update() call, it works some time. Anyway, it ran fine when I commented the self.update() line out. I think this function updates window visual after update_button state is set to normal, isn't it? I don't have a better idea of what it could be. But I am happy to test on OS X 1.6.8 if you have any idea.

If anyone is interested I posted a version with the alteration described above
https://www.dropbox.com/sh/cyql48n834n9sfq/VWuOLxYA79

Cheers

Ahh, thank you for posting a working version. Yeah, I used Tkinter but it doesn't work well with multithreading, hence the numerous errors we've all encountered with this. It doesn't seem to work with Mavericks either. Unfortunately, I don't really have time to maintain this anymore, but hopefully it should continue to work with the dump I posted for now.

Thanks again for the new update !

[BNO]

Hi all,

at one point nitrous posted this link:

http://api.bitcoincharts.com/v1/csv/

Can anyone comment on dataquality/accuracy known problems/oddities of the bitcoinchartsdata for mtgox, bitstamp and btc-e?
Nitrous do you have an opinion about this?

Greetings to all of you!

[nitrous]

Hi all,

at one point nitrous posted this link:

http://api.bitcoincharts.com/v1/csv/

Can anyone comment on dataquality/accuracy known problems/oddities of the bitcoinchartsdata for mtgox, bitstamp and btc-e?
Nitrous do you have an opinion about this?

Greetings to all of you!

Difficult to tell, it seems good, you'll need to judge that for yourself though I think. I have only looked at the bitstamp data, I can't comment on the other exchanges, but for bitstamp the one oddity I found is that the trade times are given with second resolution, and so it's difficult to tell the order when multiple trades happened in the same time period. It's likely that they are given in the correct order, but I'm taking a VWAP of each second to avoid any potential problems with that.

[BNO]

Hi nitrous,

good to hear from you again.
O.k. that sounds good with the quality. Even if order in the 1second Intervall is mixed up, its not that bad, its just a second i guess.

O.K. have look for myself and post if i find something.

If someone else has some more info on this - don't be shy


greetings to all of ya..

[toniquone]

I see only one problem with the bitcoincharts data - there is no bid/ask column
In other ways data seems to be enough accurate.

[BNO]

I see only one problem with the bitcoincharts data - there is no bid/ask column Sad
In other ways data seems to be enough accurate.

Well bid/ask is a whole new story. But if you want to have whole Orderbook at any given point of time that is gigantic masses of data. That is not managable i guess. Even for stock market, this is not commonly used.

[toniquone]

Well bid/ask is a whole new story. But if you want to have whole Orderbook at any given point of time that is gigantic masses of data. That is not managable i guess. Even for stock market, this is not commonly used.

don't know about whole orderbook, but nitrous db has this column (not included in standard export), and it's very handy for backtesting - strategy chooses more correct price on buy/sell actions.

[blankia]

Im getting an error when loading the dump:

Traceback ( most recent call last):
File "app.py", line 97 in thread_bootstrao
File "mtgox.pyc", line 120, in run
File "bq.pyc", line 103, in gen2
KeyError:'pageToken'

[BitOnyx]

Im getting an error when loading the dump:

Traceback ( most recent call last):
File "app.py", line 97 in thread_bootstrao
File "mtgox.pyc", line 120, in run
File "bq.pyc", line 103, in gen2
KeyError:'pageToken'

maybe because mt.gox is down...

[intron]

Im getting an error when loading the dump:

Traceback ( most recent call last):
File "app.py", line 97 in thread_bootstrao
File "mtgox.pyc", line 120, in run
File "bq.pyc", line 103, in gen2
KeyError:'pageToken'

maybe because mt.gox is down...

LOL:-)

[blankia]

Im getting an error when loading the dump:

Traceback ( most recent call last):
File "app.py", line 97 in thread_bootstrao
File "mtgox.pyc", line 120, in run
File "bq.pyc", line 103, in gen2
KeyError:'pageToken'

maybe because mt.gox is down...

LOL:-)

Hahaha nice one Thanks for pointing that out. I thought the old data was still hosted on Google BigQuery?

[VinCeCream]

Im getting an error when loading the dump:

Traceback ( most recent call last):
File "app.py", line 97 in thread_bootstrao
File "mtgox.pyc", line 120, in run
File "bq.pyc", line 103, in gen2
KeyError:'pageToken'

maybe because mt.gox is down...

EPIC!