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Author Topic: Mt Gox Trade history  (Read 1301 times)
bb113
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April 18, 2012, 04:11:15 AM
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Is there anyone publishing the gox trade history? I would like to get this going back as far as possible. I'll pay some btc if necessary.
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adamstgBit
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April 18, 2012, 04:14:54 AM
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just go to http://bitcoincharts.com/

and click Custom Time

zoom in to 5 mins view for 1 day

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April 18, 2012, 04:16:54 AM
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Individual trades? He got here first^

bb113
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April 18, 2012, 04:19:17 AM
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Like this:
http://buzzdata.com/andrewjdyck/bitcoin-btc-trade-history-on-mtgox-com#!/overview

I want price and volume of each individual trade going back.
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April 18, 2012, 04:26:18 AM
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Like this:
http://buzzdata.com/andrewjdyck/bitcoin-btc-trade-history-on-mtgox-com#!/overview

I want price and volume of each individual trade going back.

I think you can get that with the Sierra Chart Feed.  You don't need Sierra Chart to run the feed executable, and if I remember correctly, it generates a file that contains all the price and volume data.  I'm guess there's a way to parse the data out of that file, but that's beyond me.
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April 18, 2012, 04:27:05 AM
 #6

just go to http://bitcoincharts.com/

and click Custom Time

zoom in to 5 mins view for 1 day

This bins all the trades per 5 minutes/1 minute whatever. Am I missing something?

Is there anyone publishing the gox trade history? I would like to get this going back as far as possible. I'll pay some btc if necessary.
http://bayfiles.com/file/81yJ/jTWoyL/mtgoxUSD.zip  txt file format ziped is 10 times smaller

for other stuff read this http://cctforum.com/showwiki.php?title=Sierra+Chart

I will check the first download. My understanding is the data used for the sierra chart feed only goes back 30 days.
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April 18, 2012, 04:29:12 AM
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I'm curious,

why do you want this raw data?

bb113
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April 18, 2012, 04:34:16 AM
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I'm curious,

why do you want this raw data?

Analyze how the distribution of trade amount changes over time.
bb113
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April 18, 2012, 04:50:46 AM
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Is there anyone publishing the gox trade history? I would like to get this going back as far as possible. I'll pay some btc if necessary.
http://bayfiles.com/file/81yJ/jTWoyL/mtgoxUSD.zip  txt file format ziped is 10 times smaller

This is what I wanted, Thanks! Want a tip?
bb113
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April 18, 2012, 05:14:41 AM
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sent
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April 18, 2012, 05:59:14 AM
 #11

I'm curious,

why do you want this raw data?

Analyze how the distribution of trade amount changes over time.

I wouldn't mind hearing about your findings after you crunch the numbers if you are willing to share.

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April 18, 2012, 05:59:33 AM
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sent
fuck ... Cry  For whom I wrote this back in January? https://bitcointalk.org/index.php?topic=6019.msg769924#msg769924

Donate me) 16f6iWHHkVEnDReeBQPT9GwCNwUfPTXrp2
bb113
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April 18, 2012, 06:29:11 AM
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I'm curious,

why do you want this raw data?

Analyze how the distribution of trade amount changes over time.

I wouldn't mind hearing about your findings after you crunch the numbers if you are willing to share.

It'll take a bit. 2,137,833 trades in there.

Overall:
112,517.5 per month (30 days/month)
3,750.6 per day
156.3 per hour
2.6 per minute

It's skewed low:
323,442 trades in year one (starting 7/18/2010)
1,814,391 trades since

Do these numbers seem right? It makes sense to me
bb113
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April 18, 2012, 06:53:16 AM
 #14

@bitcoinbitcoin113 do you code in R ?

I am learning it.
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April 18, 2012, 08:29:19 AM
 #15

What is it that the mt gox feed won't give you? Are there trades missing from it or something?

Bitcoin network and pool analysis 12QxPHEuxDrs7mCyGSx1iVSozTwtquDB3r
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bb113
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April 18, 2012, 02:45:01 PM
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@bitcoinbitcoin113 do you code in R ?

I am learning it.
i already send a pm to someone who i bet will be interested in this, he know who is(hi my dear friend), so i invite him to PM you about this 3 brains are better than one(if needed), you can mix in here CVI/OBV + fibo

I'll post what I find (at least some of it). I work on "bitcoin analysis" in intermittent bursts though.

What is it that the mt gox feed won't give you? Are there trades missing from it or something?

It doesn't go all the way back. At least it didn't when I was messing around with it earlier.
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April 18, 2012, 02:55:58 PM
 #17

It doesn't go all the way back. At least it didn't when I was messing around with it earlier.

No, you can get everything. There's an obscure link somewhere which I'm sure they don't like to advertise. It was a large file. I'll have a look for the link at some point and pm you.

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