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Oh when i became interested in BTC this year again one thing i was really clear about was: I won't put again money in Mtgox. And i was happy for bitcoin that now there are three Big USD BTC Exchanges: btc-e, Bitstamp and Mtgox. I tried bitstamp (really like look and feel of the site, customer service replies fast, cashing out no problem so far) btc-e (service is a bit harsh) and bitfinex. Have to say Kraken looks nice maybe i give it shot. Volume is probably low so and prices are a bit higher, withdrawal problems?
The reason why i wan't to use Mtgox Data is no one goes back so far. And since Mtgox has a significant higher price than other exchanges its maybe not so wise to mix the data between exchanges.
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Do you know something about timestamp with Bitstamp? Just downloaded the data, i assumend unix timestam. i converted with like this: A1/(24*3600)+25569 gives me as first trade:
13.09.2011 13:53:36
is that right Bitstamp was already back then in 2011 around - wow should have known that back then would maybe have saved some money

That's fair enough. You should probably be careful about using strategies developed for MtGox with other exchanges. Simple strategies are probably fine, but you might find subtle differences. And these will probably be amplified for more complex strategies. You should be able to compensate for this with some minor tweaks though, so using MtGox data initially should still be fine.
Yeah, Kraken is quite new. Sometimes their 24h XBTEUR volume peaks above 1000 though. I think there have been a few introductory problems as they've grown in popularity, but I think they're getting through this now.
Yes, they are unix timestamps and that was their first trade (or, at least, the first one recorded by bitcoincharts).
Haha, hindsight is a wonderful thing
