Bittrex Historical Data
UPDATE July 13, 2018:Now providing a full download of Bittrex historical data! This download will give you all of the Bittrex exchange trades I have in an indexed MySQL data dump. No lossy CSV files! As there are over 295,000,000 records in the database, you’ll have plenty of data for trading bot backtesting and regression analysis of the Bittrex cryptocurrency markets. This isn’t useless compiled OHLCV/OHLC data! This is a download of Bittrex historical data from which you can generate your own candle data in any period you wish. I can help you get started by providing sample MySQL queries to help you understand how to generate OHLCV data. This is the best place to download this data; others offer CSV files that do not retain the indexes, nor the data type, nor the precision of the floating point numbers. Thus, you really don’t know what you’re getting when you go with CSV files. This download is an indexed database with proper data types and precision. I have been told by others that these data are more accurate than the free services. Check out these data here: Bittrex Historical Data Download
UPDATE March 16, 2018: Just added: refined, premium, data that can only be found on ClueDex, the OHLCV (Open, High, Low, Close, Volume) price data from the Bittrex exchange, for every market. This Bittrex historical data product can be integrated directly into candle charts and be used in the various TA-Lib functions available. I also found that the OHLCV data ClueDex provides is faster than the V2 Bittrex API by at least 2-minutes, and as much as 4-minutes. This means that you, or your customers, can make cryptocurrency trade decisions faster than the Bittrex interface itself! Get started now: Bittrex Historical Data (OHLCV)
UPDATE February 21, 2018: The Bittrex historical data API is now ready and available to all who wish to use it. Please visit https://www.cluedex.com for an API Key.
I’ve developed a system that retrieves, catalogs, and stores Bittrex historical data. Specifically, this system gathers tick data on every Bittrex market and stores it for retrieval at a later date. Data can be delivered via JSON or CSV, which is handy for analyzing the data within Excel. Since Bittrex limits their data to the last 100 bitcoin market transaction records for a given market, this system is perfect for those who need the data and cached over a long period of time. Unfortunately, because they limit the API to 100-records, it may be that some transactions are missed during high trade volume. I believe that I have optimized my method of gathering the data so that it does not appear as a burden to Bittrex, but still provides the highest number of trades available. Bittrex does not disclose if every single trade is output via the API, even in high trade counts, nor the update frequency of such data. I have tried to manually confirm that during high trading periods all records are present and I haven’t found an issue, but this method is not perfect, too. So, I think I’m getting every trade, certainly on low trade count periods, but not so certainly during high trade count periods. A high trade count period is when there are more than 100 trades per second for any single market. With that, I do not offer any warranty or guaranty as to the accuracy or completeness of the data.
Why Historical Trading Data?
Why would someone need historical market trading data? Because, just like the stock markets, historical cryptocurrency trading data has a value in determining which way the market will go in the future. Analysis can be made, which can influence decisions on which bitcoin market to participate in. By caching all of the data, it is possible for people to look back many years from now to see various market trends. That said, the oldest records that I have are from October 9, 2017 when I first realized that there was a demand for such data.
API Access Bittrex Historical Market Trading Data
Currently, there are approximately historical trading records in the database. Here is a sample of the CSV data that can be gathered at this time: Bittrex bitcoin historical market data sample (csv). If you’re interested in just how you can use this data in an existing Excel Worksheet, here is an example Excel (xlsx) file: Bittrex historical market data sample worksheet (xlsx). Additionally, the data can be returned in JSON format. A sample of this bitcoin market data in JSON format is here: Bittrex historical market data sample (JSON).
UPDATE January 13, 2018:
Due to high demand for this data, I am setting up a dedicated domain and server where the API will reside. Initially, the API will just be very basic: you send a request with a couple of parameters, and it gives you paged data. However, as I work on this I’m seeing other ways this data can be useful so there are other features on the to-do list, but the API is more important, I think, and releasing that ASAP is my first and most important goal. Security is also very important so I’m focused on ensuring that the API is as secure as it can be. I will announce the domain name here once it is launched.
For those whom have already submitted: I am presently working this all out. I’ve been focused on gathering the trades so now I will focus on being able to access and filter/page the data via an API. I will communicate with you once I have something.