Retrieving Bitcoin transaction data
Bitcoin data is available through proprietary systems like Bloomberg (VCCY
The source I will use for this post is (http://api.bitcoincharts.com/v1/csv/).
To get the data, you can download it through a browser and unzip with with 7-Zip.
Or you can download gzip for windows and wget for windows to do it on the command line.
You could even script the download directly in to R if you wished to do so.
wget http://api.bitcoincharts.com/v1/csv/bitstampUSD.csv.gz
gzip -d bitstampUSD.csv.gz
After that you have file called .bitstampUSD.csv which is over 600MB in size. It contains transactions on the Bitstamp exchange since 2011.
Next, open up R and read the file into memory for further processing: Part 2 - Reading the bitcoin data in to R
You can also jump to each section directly from here:
- Introduction to Bitcoin analysis with R
- Retrieving Bitcoin transaction data
- Part 2 - Reading the bitcoin data in to R
- Using the xts package and dates
- Using xts to summarize Bitcoin transaction data
- Setting up Bitcoin data in OHLC format
- Charting Bitcoin data
- Prliminary return analysis with plots
- Preliminary return analysis with rolling windows
- Technical analysis plots of Bitcoin
- Bitcoin's future price path
- Evaluating a portfolio
- Evaluating a stock portfolio
- Copulas and extreme values with Bitcoin
- Copulas and extreme value, many assets