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Author Topic: MtGox USD depth historic data for your pleasure  (Read 7632 times)
phelix
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June 16, 2012, 06:45:21 PM
 #1

enjoy:

https://mega.co.nz/#!cUdXVAyb!M9gyanCTwwxNRcHqEQ0L8gNyZ5wqXipRoaEG34n0WaE (120MB)

Each line is one reduced json full MtGox USD depth

Since December 19th, 2011 every ~1000secs (17-18mins)

Unfortunately the data is messily split across several archives.


Be carefull, the archives extract to many gigabytes of data as there is so much duplicated.



edited 2015

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ThePok
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June 16, 2012, 09:17:36 PM
 #2

Thx for sharing the Data!

i hope someone can make a Video of it or so Smiley
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June 16, 2012, 11:08:32 PM
 #3

I wonder if there is any way to record the transaction history in a compact format and retain second-by-second granularity.

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June 19, 2012, 10:00:10 AM
 #4

I probably won't dig through the raw data, the graph you make out of it is great already! :-)
Didn't know your site before, very helpful! Thank you!

One question though:
Would it be possible to separate the graphs into individual images? For example, http://bitcoinx.com/charts/depth_mtgox.png contains all three MtGox orderbook graphs.

Why do I ask? I made myself a html file with several graphs from several places, so I have an overview at a glance. Of course I only have that html on my local computer, refreshing it a few times a day, and won't use it on any webpage or the like.

Thank you,

Ente
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June 19, 2012, 10:32:00 AM
 #5

I probably won't dig through the raw data, the graph you make out of it is great already! :-)
Didn't know your site before, very helpful! Thank you!

One question though:
Would it be possible to separate the graphs into individual images? For example, http://bitcoinx.com/charts/depth_mtgox.png contains all three MtGox orderbook graphs.

Why do I ask? I made myself a html file with several graphs from several places, so I have an overview at a glance. Of course I only have that html on my local computer, refreshing it a few times a day, and won't use it on any webpage or the like.

Thank you,

Ente

sorry but this request is too special. maybe you can crop it in php or js ?

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phelix
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June 19, 2012, 10:32:50 AM
 #6

I wonder if there is any way to record the transaction history in a compact format and retain second-by-second granularity.

it should be possible by following the order book ticker. the only problem is if you miss something your data can easily be messed up.

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genuise
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June 19, 2012, 11:04:44 AM
 #7

...
One question though:
Would it be possible to separate the graphs into individual images? For example, http://bitcoinx.com/charts/depth_mtgox.png contains all three MtGox orderbook graphs.
...

Maybe you can take a look at the format of graphs on bitcoin-analytcis.com
probably you'll find it helpful

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June 19, 2012, 11:49:53 AM
 #8

I probably won't dig through the raw data, the graph you make out of it is great already! :-)
Didn't know your site before, very helpful! Thank you!

One question though:
Would it be possible to separate the graphs into individual images? For example, http://bitcoinx.com/charts/depth_mtgox.png contains all three MtGox orderbook graphs.

Why do I ask? I made myself a html file with several graphs from several places, so I have an overview at a glance. Of course I only have that html on my local computer, refreshing it a few times a day, and won't use it on any webpage or the like.

Thank you,

Ente

sorry but this request is too special. maybe you can crop it in php or js ?

Actually yes, it was pretty simple once I knew what to search for:

Code:
<div style="width: 1040px; height: 220px; overflow: hidden; position: relative;">
    <img src="http://bitcoinx.com/charts/depth_mtgox.png" style="position: absolute; left:0px; top:-500px;"/>
</div>

Cheers!

Ente
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December 15, 2012, 01:24:58 PM
 #9

As people were asking: I still have current data. Should be more than 99,9% complete for 2012. It is spread over a handful of archives, each decompressing to a gigabytes sized depth data file (as the one in the original post). Handling this is somewhat of a hassle so if you want the files you will have to throw a coin at me. just pm.

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phelix
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March 07, 2013, 07:52:31 AM
 #10

current rate: half a coin  Grin

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molecular
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March 16, 2013, 04:55:44 AM
 #11

thanks, phelix. awesome!

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March 30, 2013, 01:03:16 PM
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current rate: 300btm

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March 31, 2013, 03:28:04 AM
 #13

As people were asking: I still have current data. Should be more than 99,9% complete for 2012. It is spread over a handful of archives, each decompressing to a gigabytes sized depth data file (as the one in the original post). Handling this is somewhat of a hassle so if you want the files you will have to throw a coin at me. just pm.


hey phelix ... when you say current data what'd you mean?

I've been looking for a historical bid/ask depth after each trade, though I didn't think this was possible unless it was live recorded from MtGox...

I guess using a depth and calculating the trades that take place during that 1000 second window could give you a pretty accurate view of the bid/ask/depth after each individual trade right?

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phelix
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April 01, 2013, 10:51:42 AM
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As people were asking: I still have current data. Should be more than 99,9% complete for 2012. It is spread over a handful of archives, each decompressing to a gigabytes sized depth data file (as the one in the original post). Handling this is somewhat of a hassle so if you want the files you will have to throw a coin at me. just pm.


hey phelix ... when you say current data what'd you mean?
up to date data. I use it to calculate the depth graphs on the bottom of http://blockchained.com

Quote
I've been looking for a historical bid/ask depth after each trade, though I didn't think this was possible unless it was live recorded from MtGox...

I guess using a depth and calculating the trades that take place during that 1000 second window could give you a pretty accurate view of the bid/ask/depth after each individual trade right?
depends on the size of the trade  Wink

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Masqurin
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April 15, 2013, 03:25:51 AM
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Is current data available for download anywhere? How do you collect your data? Any plans to make interactive charts available on http://blockchained.com instead of static ones, or making a public API for the data?
phelix
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April 19, 2013, 06:10:26 AM
 #16

Is current data available for download anywhere? How do you collect your data? Any plans to make interactive charts available on http://blockchained.com instead of static ones, or making a public API for the data?
Not publicly. Gox http API. No plans for interactive charts at the moment. No plans for an API either. Sorry.

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phelix
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April 19, 2013, 06:18:32 AM
 #17

As people were asking: I still have current data. Should be more than 99,9% complete for 2012. It is spread over a handful of archives, each decompressing to a gigabytes sized depth data file (as the one in the original post). Handling this is somewhat of a hassle so if you want the files you will have to throw a coin at me. just pm.

Also for 2013, 2014. Please note that until about a month ago all order volumes were rounded to full numbers.

This is how each order data is reduced now (I am aware it would be better to keep the ints instead):
Code:
       def shorten(d):
            d.pop("stamp")
            d.pop("amount_int")
            d.pop("price_int")
            d["price"] = round(float(d["price"]), 6)
            d["amount"] = round(float(d["amount"]), 6)
Also a savetime is added to every downloaded data chunk.


Current rate: 70btm   --> pm

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phelix
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July 02, 2015, 08:50:37 AM
 #18

All data in OP now.

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molecular
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July 02, 2015, 07:23:34 PM
 #19

thank you for collecting, preserving and publishing this historical set of data.

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July 06, 2015, 06:30:25 AM
 #20

This is a great resource. I'll try to make a Web app using this. :d

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