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Author Topic: Where to find historic trade data?  (Read 633 times)
elebit
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June 18, 2014, 01:08:24 PM
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I would like to study how the price of Bitcoins denominated in USD has developed for the past year. Is this information available somewhere?

I suppose the Bitstamp order books would be my preferred data. MtGox's books were cooked as least as early as last autumn.

If the complete order books were available that would be great. That way one could see when large walls were put in place or removed before they were filled.
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June 18, 2014, 02:34:34 PM
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I would like to study how the price of Bitcoins denominated in USD has developed for the past year. Is this information available somewhere?

I suppose the Bitstamp order books would be my preferred data. MtGox's books were cooked as least as early as last autumn.

If the complete order books were available that would be great. That way one could see when large walls were put in place or removed before they were filled.

No problem if you just want trade data. Go to http://bitcoincharts.com/charts/. Select exchange and time period, then click "Load raw data" at the bottom.

For complete order books I have no idea though - I don't know if any exchange stores data for the full order books for longer periods.
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June 19, 2014, 05:38:05 PM
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Here is another site which has some charts and historic data:

http://www.quandl.com/markets/bitcoin-data

I believe it derives the values from blockchain.info
elebit
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June 19, 2014, 08:32:47 PM
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No problem if you just want trade data. Go to http://bitcoincharts.com/charts/. Select exchange and time period, then click "Load raw data" at the bottom.

Cool, thanks!

The resolution isn't really that great and it's limited to very small datasets, but it's better than nothing. Or do they have some better API than cut-n-paste from their web page?

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For complete order books I have no idea though - I don't know if any exchange stores data for the full order books for longer periods.

There are probably someone who does, maybe not the exchange itself. And it needn't be the full order book but at least within 20% of the last trade or something.
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June 19, 2014, 08:34:05 PM
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Here is another site which has some charts and historic data:

Also thanks... but the only historic data I can find there is the MtGox archive. As I said I don't trust that dataset that much (plus the raw data is already available from the MtGox leak). Or did I miss something?
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