BTC-e has finally released Historical data. Unfortunately, it is in the form of a .rar file, so I wrote a script to convert/format it, and I have a download available. I will eventually set up a server to store a master copy of ALL data. At that time, I will rewrite the feed to automatically download the data, and even catch up the data for the instance where you shut down the feed for an extended period of time. Until that time (hopefully approx. 1-2 weeks) I have these
LTC/BTC historical data and
LTC/USD historical data. These files contain every trade from day 1 through about 2:20pm UTC on 31-3-2013.
To patch these files to your existing data:
- Stop the feed
- Rename your original file with a "2" on the end (ex. LTC_USD2.csv)
- Move the new file to the sierrachart/data folder
- Find the last trade in the new file. Note the date, time, volume (to prevent duplicates/holes in the data)
- Open the old file of the matching pair and scroll toward the bottom
- Find the trade noted above, and starting with the next trade, copy the rest of the file to the clipboard
- Go back to the new file and paste it to the first row, immediately following the last trade, in the far left cell
- Save and exit, then delete the old file