Hi,
thanks a lot, i'm already downloading and post when i'm done.
Some things i wanted to ask you - since you have lots of experience with this data now.
How would you rate the data quality in terms of acurateness and "rightness". Any known bugs oddities? Is this data actually as all trades went through on Mtgox? something to consider if i might want to use this data to develop a strategy (need to read first, to get better with this)?
The data should be an exact representation of what happened in real time, or at least a microsecond-resolution approximation. By that I mean that it it is possible multiple trades were executed in the same tick, but for all intents and purposes this shouldn't affect your use of the data for strategy development.
There are a couple oddities with the
Money_Trade__ values, but I don't think this will be particularly relevant to you. Otherwise, I think the data is relatively accurate.
It is also possible that there are some oddities around May 23rd 2013 and around today December 17th, purely because I collected the data from 3 sources, and those were the boundaries - I'm fairly sure that there shouldn't be a problem, but if you wan't to be really safe then you can avoid those two days.
Lastly, the
Primary column -- some trades are duplicated into other orderbooks, and their duplicates will be marked with their
Primary field as false. It should be easy to exclude this data from your exports though (and it should be excluded by default). Alternatively, you might want to include it as I think these non-primary trades can influence other currencies, but I'm not too sure about this -- if you're not sure, just exclude it.