Nice work

Just a heads up - your JPY data is off by a factor of 100. See https://en.bitcoin.it/wiki/MtGox/API#Number_Formats for the constants you need to divide each currency by.

Quote from: Epoch on July 08, 2013, 07:31:39 PM

Anyone taken the time to calculate 30-min and/or 15-min candle .CSV's (in the same format as whydifficult provided in his OP) for this dataset and care to share with the group? Thanks in advance.

Epoch, my GUI tool (https://bitcointalk.org/index.php?topic=221055.msg2669142#msg2669142) has a port of WhyDifficult's script and you can then calculate any candles you want (export, set currency, set formatter to CSV Candle [Unix], set candle duration in seconds, don't include volume). If there are a few specific ones you're interested in though I could maybe do them for you

Quote from: medji on July 04, 2013, 08:17:02 PM

I think that if during a time period there are no trades then the open,close,high,low is equal to the previous period close price.
This chart was during the time mtgox was down for a few days, and its just as I described.
http://bitcoincharts.com/charts/mtgoxUSD#rg360zigDailyzczsg2011-06-10zeg2011-07-05ztgSzm1g10zm2g25zv

In my same tool, you can turn Don't include missing candle data off and get the data the way you want.