Post
Topic
Board Trading Discussion
Topic OP
Historical depth data?
by
axefrog
on 07/06/2013, 12:47:07 UTC
Trade data is one thing, but for more accurate backtesting, it'd be nice to have some historical depth data to calculate slippage and the actual trade value at the time a test trade is performed. I can start catching it via the WebSocket API, but that'll only help me going forward.

Does anyone know where historical depth data can be found for 2013?