Has anyone stored the historical market depth & tick data from MtGox? Is it available publically? Would be useful if you were making a bot.
Current market depth available at
All trades which happened in the last 24 hours available at
Retrieves 100 trades that happend after specified transaction
- https://mtgox.com/code/data/getTrades.php?since="transaction tid"
A script is required to retrive all historical data, like the one posted by mizerydearia. The idea is to cycle download request while incrementing "transaction tid" aka "lasttrade" to download all data in steps.
#!/bin/bash outputfile=data lasttrade=0 while test -n "$lasttrade";do wget --quiet https://mtgox.com/code/data/getTrades.php?since=$lasttrade if test "`cat getTrades.php\?since\=$lasttrade`" != "";then cat getTrades.php\?since\=* >> $outputfile; echo >> $outputfile; lasttrade=`cat getTrades.php\?since\=$lasttrade|sed "s/,/\n/g"|grep tid|tail -n 1|cut -d ":" -f 2|cut -d "\"" -f 2`; lasttradets=`cat getTrades.php\?since\=*|sed "s/,/\n/g"|grep date|tail -n 1|cut -d ":" -f 2`; echo "$(date -d @$lasttradets) tid $lasttrade" else echo Finished fi rm getTrades.php\?since\=*; done
See MtGox - API for more http API calls.
To get ALL mtgoxUSD trades since the start you can use the following url:
WARNING. This generates a 49mb csv at the moment and can take some time, so please only follow the link if you actually need the data.
Visit http://bitcoincharts.com/about/markets-api/ for more information.
Just noting here that MtGox tid's are not included in the data you get from bitcoincharts in that csv call API, and they switched from numerical indexing to microsecond timestamping a while back. In trying to maintain a db with integrity, you need the unique tid data... The history file is now over 100MB also.
Original MtGox Shared Dataset
Once upon a time there was a Google BigQuery dataset that was updated often with MtGox's official trade record. That's no longer being published because... ask someone who should explain it.
Data on Google BigQuery
The BigQuery shared MtGox Trades dataset is (@2014-04-20) available at https://bigquery.cloud.google.com/dataset/931531665892:mtgox
The BitTorrent Version
If you'd rather not BigQuery, but you still want that data, there's a torrent, here's the full-metal-magnet.
The MtGox Leak Database
In 2014 the Magic The Gathering Online eXchange (MtGox) server was compromised. Source code, user account details and trade data were made public.
For academic research the trade data is useful, here's a magnet to the original "public service release" file,
MtGox2014Leak.zip. BEWARE: The
TibanneBackOffice.zip file contains a trojan
Those are the two data sources I'm using in my research.