Support Board
Date/Time: Tue, 26 Nov 2024 22:11:04 +0000
Post From: Tick-Level Data for Bitstamp/Bitfinex
| [2014-06-11 19:03:03] |
| btcdt95 - Posts: 8 |
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Hi all, I've downloaded tick-level Bitstamp/Bitfinex exchange data from bitcoincharts.com but their data does not tell me in what order trades occur within a second. So, if 2 trades "X" and "Y" happen at 3:00:00 on 01/01/2014, one dataset lists X then Y and the same dataset (but downloaded at a different time) lists Y then X. So my questions are as follows: (1) Do you offer tick-by-tick data that shows the order in which the trades happened WITHIN a second? (2) Do you pull tick-by-tick data from a source other than bitcoincharts? Are you using the exchange order books or what? I need a 2nd source to compare to (besides bitcoincharts). (3) Do you make your data downloadable via CSV/another format to use with statistical software? Thank you! |