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Author Topic: Historic trade data  (Read 7938 times)
tcatm
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April 20, 2011, 08:07:14 PM
 #1

I'm happy to announce that http://bitcoincharts.com now offers historic market data.

Code:
http://bitcoincharts.com/t/trades.csv?symbol=SYMBOL[&start=UNIXTIME][&end=UNIXTIME]

returns CSV:

unixtime,price,amount

You can get a list of symbols and the currency traded from http://bitcoincharts.com/t/markets.json

Without start or end set it'll return the last few days (this might change!).

Examples:
Code:
Latest mtgoxUSD trades:
http://bitcoincharts.com/t/trades.csv?symbol=mtgoxUSD

All bcmPPUSD trades:
http://bitcoincharts.com/t/trades.csv?symbol=bcmPPUSD&start=0

btcexYAD trades from a range:
http://bitcoincharts.com/t/trades.csv?symbol=btcexYAD&start=1303000000&end=1303100000

Donations accepted at 1Nqr3MqVyUp6k3o3QPePAdn4Yg4tzgB9kw

Please don't use this for realtime streaming! Use the telnet interface (TCP port 27007) instead.

This service is strictly for personal use. Do not assume this data to be 100% accurate or write trading bots that rely on it.
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twobitcoins
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April 20, 2011, 08:48:19 PM
 #2

Thanks for this.

Mt. Gox data seems to start on August 17, but Mt. Gox opened on July 17.  Is the early data missing?
LZ
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April 20, 2011, 09:07:19 PM
 #3

Good job. Thank you. Smiley

"Never invest unless you can afford to lose your entire investment." © S3052
tcatm
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April 20, 2011, 09:18:34 PM
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Mt. Gox data seems to start on August 17, but Mt. Gox opened on July 17.  Is the early data missing?
That's all data that was ever available from mtgox IIRC. If anyone has older trade data I'll be happy to add it to the database Smiley
pjwaffle
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April 22, 2011, 10:00:36 PM
 #5

Thanks, someone should make a trading platform that uses this stuff+TALib+MTGox.
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March 16, 2013, 09:18:37 PM
 #6

warning: necro bump.

This no longer seems to work as it used to?
Im only getting the last few days worth of data, no matter what I enter as unixtime. Im looking for all historic data and with higher precision than the "raw data" HTML table on the website.

Please help.
yucca
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March 20, 2013, 05:32:27 PM
 #7

Thanks, someone should make a trading platform that uses this stuff+TALib+MTGox.

I'm on the case. Making a windows charting/trading app.

It downloads the complete trade history just once, then it bins all trades into 1 minute bins (finding open/high/low/close/vol) and stores on local disk. Then it updates realtime once per min. this way no duplicate data is requested from server and you get a hi resolution realtime chart.

The data is displayed as 1 min chart, you can zoom out to show all data and zoom in to show 1 min data. Zoom is continuous.

Chart includes technical analysis overlays and underlays.

Also includes a predictive neural network that is configurable, once trained it predicts future movement (not perfectly but way better than a coin flip).

You can put yourself between trade signals and the buy/sell button, or you can let it do full auto trading as a bot and it interfaces to the MtGox trade API. Includes stop loss function.

Also you can pull daily OHLCV data from yahoo finance to check out any other security/index.

Check my siggy for more info.

MusX
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April 11, 2013, 06:07:21 AM
 #8

warning: necro bump.

This no longer seems to work as it used to?
Im only getting the last few days worth of data, no matter what I enter as unixtime. Im looking for all historic data and with higher precision than the "raw data" HTML table on the website.

Please help.
double this issue.
it seems to return only 2000 rows doesn't matter how much days from the past I'm trying to fetch.
any way to fix it?

could anybody share their updated raw trades csv archive for April '13? I will keep fetching mtgox trades every day and provide updated data to others if needed in future time.

thanks

mrlithium
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April 14, 2013, 09:33:22 PM
 #9

http://www.mediafire.com/download.php?kofgbl1vsd4depb

This is the entire history off bitcoincharts as of 5:05 PM EST 4/14/2013. It's 29MB zipped and 179MB unzipped.

I have the script to keep it updated: http://www.mediafire.com/view/?bk9iqy5v63of758

To use this script you need Python (2.7.3 not 3.x as it was not made for 3.x).
Instructions:
Make a directory anywhere, and 2 subdirectories.... name 1 "data" and name the other 1 "bin"(but could be anything).
Put the bcfeed_synch.py into \bin and Unzip the .csv file into \data.
Then run the script. It will update the massive 179MB file from where it left off, and also generate a new condensed version of this as a 1 minute average format. The condensed version is about 20MB. It's not completely "60.00000 seconds" precise. But it will try to condense an unlimited number of trades down to 1 minute worth and VWAP the price.
btcmind
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April 15, 2013, 12:21:38 AM
 #10

Thanks. There is some other stuff for MtGox here:

http://cahier2.ww7.be/bitcoinmirror/phantomcircuit/
drawingthesun
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April 15, 2013, 04:46:07 PM
 #11

http://www.mediafire.com/download.php?kofgbl1vsd4depb

This is the entire history off bitcoincharts as of 5:05 PM EST 4/14/2013. It's 29MB zipped and 179MB unzipped.

I have the script to keep it updated: http://www.mediafire.com/view/?bk9iqy5v63of758

To use this script you need Python (2.7.3 not 3.x as it was not made for 3.x).
Instructions:
Make a directory anywhere, and 2 subdirectories.... name 1 "data" and name the other 1 "bin"(but could be anything).
Put the bcfeed_synch.py into \bin and Unzip the .csv file into \data.
Then run the script. It will update the massive 179MB file from where it left off, and also generate a new condensed version of this as a 1 minute average format. The condensed version is about 20MB. It's not completely "60.00000 seconds" precise. But it will try to condense an unlimited number of trades down to 1 minute worth and VWAP the price.

Could this be adapted to download per minute data for all time BTCE BTC/USD?
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