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Author Topic: mtgox/bitcoinica historical price data?  (Read 1877 times)
BrightAnarchist
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May 10, 2012, 09:47:11 PM
 #1

Anyone know where I can find this?

Thanks,
BA
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May 10, 2012, 09:58:10 PM
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Yes.

I'll PM

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May 10, 2012, 10:08:52 PM
 #3

Here's one source for Mt. Gox data:

 - https://docs.google.com/spreadsheet/ccc?key=0AmcTCtjBoRWUdHJuUE1mUkFxa3A0eHBDQkxZLVVFZmc

Origin of data:

 - http://bitcoincharts.com/charts/mtgoxUSD

Choose custom date range, then click "Load raw data" link.

BrightAnarchist
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May 11, 2012, 04:29:51 AM
 #4

awesome, thanks for all the info, this is great data

Also - anyone know if it's possible to get commissions down to a reasonable level on any exchanges for automated trading?

The gox rate of 0.60% is way too high for what I'm doing ( it would eat all the profit and then some from each trade ).

If I can get the commission down to 0.1% or below then I can make money. I guess I should PM the exchanges and see if they'll make an exception for someone who makes the market ( provides liquidity ) exclusively and who trades frequently.
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May 11, 2012, 04:34:00 AM
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awesome, thanks for all the info, this is great data

Also - anyone know if it's possible to get commissions down to a reasonable level on any exchanges for automated trading?

The gox rate of 0.60% is way too high for what I'm doing ( it would eat all the profit and then some from each trade ).

If I can get the commission down to 0.1% or below then I can make money. I guess I should PM the exchanges and see if they'll make an exception for someone who makes the market ( provides liquidity ) exclusively and who trades frequently.

Start your own exchange and compete of fees. There is hardly any way to force Gox to lower their fees until someone else starts to take away their business.

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May 11, 2012, 04:36:25 AM
 #6

awesome, thanks for all the info, this is great data

Also - anyone know if it's possible to get commissions down to a reasonable level on any exchanges for automated trading?

The gox rate of 0.60% is way too high for what I'm doing ( it would eat all the profit and then some from each trade ).

If I can get the commission down to 0.1% or below then I can make money. I guess I should PM the exchanges and see if they'll make an exception for someone who makes the market ( provides liquidity ) exclusively and who trades frequently.

Start your own exchange and compete of fees. There is hardly any way to force Gox to lower their fees until someone else starts to take away their business.

Market says otherwise. Intersango was free for more than a year. The day we started charging fees, our volume grew a ton. People don't trust free services. And not charging a fee hurt us in the long run due to lack of re-investment back into the platform.
BrightAnarchist
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May 11, 2012, 04:48:37 AM
 #7

See, this is why bitscalper had to be a scam

Other than cross-exchange arbitrage, any single exchange trader is going to get killed with these kind of commission rates.
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May 11, 2012, 03:53:31 PM
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awesome, thanks for all the info, this is great data

Also - anyone know if it's possible to get commissions down to a reasonable level on any exchanges for automated trading?

The gox rate of 0.60% is way too high for what I'm doing ( it would eat all the profit and then some from each trade ).

If I can get the commission down to 0.1% or below then I can make money.

Note that gox only charges on one side of the trade (don't remember which). So if you're trading both directions, the effective rate is half what's posted. If you do a lot of volume & can get past the critical 10000BTC/month number, you can get it down in the vicinity of 0.15%.

https://mtgox.com/fee-schedule

In my experience, even at such rates, automated market making on gox is highly competitive and I wouldn't be surprised if it's negative expectancy in the long run (a lot of gung-ho people who see a small profit every day but don't account for tail risks). But if you know what you're doing, as you sound like you do, you might be able to make a small profit.

Bitfloor has better rates (including rebates for providers), but their volumes are crazy low.


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I guess I should PM the exchanges and see if they'll make an exception for someone who makes the market ( provides liquidity ) exclusively and who trades frequently.

There are some exchanges out there that do this sort of deal-making. CampBX comes to mind. I think it hurts the exchange in the long run, because people are suspicious of an exchange providing special treatment to a non-disclosed set of members. I also think you'll find mtgox and the other highish-volume exchanges want to stick to what's posted. If you find out otherwise, I'd be interested to hear about it Smiley.

If you want to make some money and have access to low-commission currency exchange, I would draw your attention to cross-exchange-cross-currency arb. It's hard to do (mostly because of old-world financial red tape), and that makes it much less competitive.
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May 11, 2012, 04:53:13 PM
 #9

$5 per month gets you 0% fee at Cryptoxchange. Might not have the volume you want if you're doing hft though.

Bitcoin network and pool analysis 12QxPHEuxDrs7mCyGSx1iVSozTwtquDB3r
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BrightAnarchist
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May 11, 2012, 07:57:15 PM
 #10

$5 per month gets you 0% fee at Cryptoxchange. Might not have the volume you want if you're doing hft though.

Awesome, awesome! That's perfect, thanks for the info. Only needs to be enough volume to make more than $5/month lol
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May 11, 2012, 08:02:13 PM
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$5 per month gets you 0% fee at Cryptoxchange. Might not have the volume you want if you're doing hft though.

Hmm, don't see an API listed on their page though
organofcorti
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May 11, 2012, 09:31:38 PM
 #12

try this link:

http://www.cryptoxchange.com/t/cryptoapi

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BrightAnarchist
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May 11, 2012, 10:02:39 PM
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awesome stuff, if I actually make any money I'll have to tip you guys for the help

thanks
organofcorti
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May 11, 2012, 10:50:04 PM
 #14

$5 per month gets you 0% fee at Cryptoxchange. Might not have the volume you want if you're doing hft though.

Awesome, awesome! That's perfect, thanks for the info. Only needs to be enough volume to make more than $5/month lol

What I meant was, for some algos (the one I'm using for example) you need more than five trades per hour to do short term trend prediction.

Good luck though.

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