Questions tagged [market-depth]
The market-depth tag has no usage guidance.
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Is there a historical timeseries of market depth & transactions available?
Has anyone stored the historical market depth & tick data from MtGox? Is it available publically? Would be useful if you were making a bot.
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Negative volumes returned from MtGox websocket api request
I am using MtGox's websocket api to construct an order book. The trouble I'm having is that every once in a while, the depth event will return an JSON object with negative volume and negatie ...
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