Skip to main content

Questions tagged [market-depth]

The tag has no usage guidance.

Filter by
Sorted by
Tagged with
19 votes
4 answers

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.
ACyclic's user avatar
  • 427
1 vote
1 answer

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 ...
Loourr's user avatar
  • 3,050