Support Board

Date/Time: Sat, 27 Apr 2024 04:57:01 +0000

Post From: Tick-Level Data for Bitstamp/Bitfinex

[2014-06-11 19:03:03] Link To Thread - Link To Post [Go To First Post]
btcdt95 - Posts: 8
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!