Questions tagged [market-depth]

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4answers
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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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1answer
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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 ...