wassnamesource: http://teachmehowto.trade/PoloData/#section-ohlcv post:https://www.reddit.com/r/BitcoinMarkets/comments/694q0a/historical_pricing_data_for_poloniex_btceth_pairs
Hey guys -
By popular demand, I have made historical up-to-date OHLCV (open-high-low-close-volume) data for the most-popular cryptocurrency pairs traded on Poloniex available for download.
Link: http://teachmehowto.trade/PoloData/
The format looks like:
date high low open close volume quoteVolume weightedAverage
1493848800 0.05337888 0.05304304 0.05334496 0.05309167 203.0503 3819.472 0.05316189
1493850600 0.05319993 0.05271523 0.05309168 0.05299500 319.6935 6033.497 0.05298644
1493852400 0.05372393 0.05297500 0.05299500 0.05357000 572.1481 10695.544 0.05349406
1493854200 0.05366399 0.05267554 0.05357000 0.05311562 567.2399 10675.820 0.05313314
1493856000 0.05313172 0.05270000 0.05311563 0.05288821 367.8146 6943.378 0.05297344
1493857800 0.05310932 0.05286593 0.05300000 0.05303735 159.6984 3011.262 0.05303369
Where date is the unix timestamp in UTC.
Frequently Asked Questions
How often is the raw data updated?
The .csv files are updated every hour (for now).
Why is the data only every 30-minutes?
Based on my experience, 30-minute OHLCV data is the minimum periodicity for any sort of meaningful analysis. Can you build models/strategies/algos to trade 5-minute (or less) intervals? Certainly, but this won't be the best way to get at that data. Additionally, aggregating from 30-minute to 1H/2H/4H/6H/12H/24H intervals is trivial.
What if I really want less-than-30-minute time-series data? Can I get that somehow?
Yes, you can. I built a package for R, which wraps a few of the public methods for Poloniex's API. You can use that to get 5- or 15-minute data. Check it out here: https://github.com/Rb-Engineering/PoloniexR
What about order book data?
I'm currently finalizing the back-end for that and it will be available soon! If you can't wait, and you're comfortable working in R (or want to learn), check out the getOrderBook() function in my PoloniexR package above.
If you guys have any questions/comments/concerns, feel free to comment below or PM me.
One last friendly reminder... please DO NOT ABUSE THIS!! (e.g. by repeatedly downloading the same file needlessly) This is my gift to the community so all I ask is that you be mindful of the fact that I built this and am hosting it... for free. :)
Happy trading!!