Quote from: Kato on March 31, 2013, 09:46:51 AM

Quote from: yucca on March 28, 2013, 11:00:48 PM

When my windows trading application is finished it will be able to:

>>>
Download complete trade history (ala bitcoinbitcoin113's link above)

>>>
Parse entire trade history into one hour bins.

>>>
Display hourly OHLCV data in the applications chart.

>>>
Export binned hourly data as a CSV spreadsheet file.

Functionality above will be in the free version.

Click weblink below my avatar for more info.

Hi Yucca, this sounds interesting. Please repost to this thread when you are complete, and I (and I'm sure others) will certainly take a look.
To bitcoinbitcoin113, many thanks for the links. Exactly what I was after at this stage!

OK, the free beta version now has ability to harvest trade history for BTC currency of choice, this gets every single trade for the last year.

The trade history is saved as a CSV file to "C:\ProgramData\Cortex7"

Every time you open up the application it gets the new trades from MtGox and appends them to the file, so you always have a complete local history file that grows without gaps.

This is the CSV format:

UNIXTIME,PRICE,VOLUME 1366249897,101.51,0.01 1366249897,101.37,3.69 1366249904,102.71,0.10 1366249989,106.42,0.80 1366249989,106.42,0.01

It gets the data via HTTP directly from MtGox. This requires many requests; each one downloading one block of trades, then it gets the timestamp of the oldest trade in the block, then it requests another block with that as start time. Repeats until no more data available.

For USD this takes hours the first time as MtGox serves it in a relaxed manner, each subsequent append goes fairly quickly though.

Check my siggy for the latest download link.