Post
Topic
Board Speculation
Re: Goomboo's Journal
by
MusX
on 22/04/2014, 20:20:13 UTC
Goomboo, what is the source of market data you are using? could you validate the base market data against http://api.bitcoincharts.com/v1/csv/ bitstampUSD full history?
I do not know if your market data provider is more correct than bitcoincharts csv history, but I do know that in October 2013 bitstamp API had silently (no error, no warning, no notification) removed the offset parameter which gives the possibility to query trades from particular id. It is likely that some of the systems were affected by the change which might results lack of data consistency.
I performed the same simulation based on the 1. http://bitcoinchain.com/export, 2. bitcoincharts.com csv and in the both cases I have the slightly different results than yours - no crossover yet - and in both cases the results match one to another.
If you could dump the base data from last week (raw trades or already aggregated to daily periods - those including volume information and is the date is it period's opening date or closing date) we could easily compare them.