Hi all,
at one point nitrous posted this link:
Can anyone comment on dataquality/accuracy known problems/oddities of the bitcoinchartsdata for mtgox, bitstamp and btc-e?
Nitrous do you have an opinion about this?
Greetings to all of you!
Difficult to tell, it seems good, you'll need to judge that for yourself though I think. I have only looked at the bitstamp data, I can't comment on the other exchanges, but for bitstamp the one oddity I found is that the trade times are given with second resolution, and so it's difficult to tell the order when multiple trades happened in the same time period. It's likely that they are given in the correct order, but I'm taking a VWAP of each second to avoid any potential problems with that.