Mt.Gox Historical Trade Data (2010 - 2014)

This data set contains all tick by tick trade data from October 2010 to February 2014 for BTCUSD. One line per executed trade. 

  • Coverage start date, per currency pair:

    BTCUSD: 17/07/10.
    The time series end in 2014 at Mt.Gox hack. 

  • One file per month and per currency pair which is a .tar containing 1 .csv per day. 

     - id: unique trade id (unique to the exchange)
    - exchange: short hand for the exchange
    - symbol: currency pair
    - date: Epoch timestamp millisecond (Note: only second level precision is given by the exchange, last three digits of millisecond timestamp is '000')
    - price: in the quote currency (on a BTCEUR pair, the price is provided in EUR)
    - amount: in the base currency (on a BTCEUR pair, the amount is in BTC)
    - sell: boolean (TRUE or FALSE), indicates the trade direction.

    Source: Exchange's API.

  • Please find a sample file here:
    cdn.kaiko.com/samples/MtGox_BTCUSD_trades_2014_01_06.csv.gz

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