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History of bid-ask spread
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Topic: History of bid-ask spread (Read 1197 times)
bluekat
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History of bid-ask spread
July 22, 2014, 02:50:32 AM
#1
Hi all,
I am a master student writing a thesis on bitcoin. One of the aspect consist in analysing bitcoin's liquidity. Therefore I would need an history of the bid-ask spreads. Until now, I have been unsuccessful, can anyone help me out ?
Thanks
desticy
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Re: History of bid-ask spread
July 22, 2014, 07:46:39 AM
#2
The exchanges themselves don‘t provide trading history, but you can go to see some charts sites, such BitcoinWisdom,
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MelodyRowell
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Re: History of bid-ask spread
July 22, 2014, 12:33:16 PM
#3
Quote from: bluekat on July 22, 2014, 02:50:32 AM
Hi all,
I am a master student writing a thesis on bitcoin. One of the aspect consist in analysing bitcoin's liquidity. Therefore I would need an history of the bid-ask spreads. Until now, I have been unsuccessful, can anyone help me out ?
Thanks
The data you are asking is pretty much impossible at this point. Even bitcoin wisdom only have transacted price.
InwardContour
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Re: History of bid-ask spread
July 22, 2014, 12:40:03 PM
#4
I don't know about any website with which you can know the bid-ask spreads of the past,
but maybe some user has collected that data and can share it with you.
elebit
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Re: History of bid-ask spread
July 22, 2014, 03:23:01 PM
#5
I would also be very interested in this, but I haven't found any historical data yet.
truehold3r
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Re: History of bid-ask spread
July 22, 2014, 07:15:59 PM
#6
You should try to ask the various chart websites' owners via email.
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blumangroup
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Re: History of bid-ask spread
July 22, 2014, 07:27:11 PM
#7
I would doubt that there would be much/any data on this as it would mean that exchanges would need to keep track of all orders and the time they were submitted and canceled and to house this data in a central location. I just don't think that storing this amount of data would be economical.
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Mieehayii
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Re: History of bid-ask spread
July 24, 2014, 03:30:19 AM
#8
Quote from: desticy on July 22, 2014, 07:46:39 AM
The exchanges themselves don‘t provide trading history, but you can go to see some charts sites, such BitcoinWisdom,
BitcoinWisdom unwilling to provide it, do not waste time to go there, it is recommended to take a chance you can ask bitcoincharts.com.\
Quote
Email
info@bitcoincharts.com
any questions or comments you might have.
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twiifm
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Re: History of bid-ask spread
July 24, 2014, 07:43:20 AM
#9
Ask chartbuddy in the spectaculation forum how he gets his data
bluekat
(OP)
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Re: History of bid-ask spread
July 24, 2014, 06:48:19 PM
#10
Thank you all for you answers.
I contacted more than 10 exchangers without result.
Thanks for the tip to contact chartbuddy, hopefully he can help me out.
Meanwhile if someone has an idea, I am (and probably others) still interested.
Thanks again !
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