Amounts traded at its price point

The sport of kings.
Post Reply
JacobHenry
Posts: 13
Joined: Fri Sep 28, 2018 10:33 am

I asked Betfair CS if this information is available to which they stated it wasn't. When i asked "Why?", the response was on the lines of "it just isn't".

Is there historic information available with regard to how much was traded at each specific price point? Or more specifically from 28 onwards? I know the data's available via ladder functions pre-race so there must be info available somewhere?
Jukebox
Posts: 1576
Joined: Thu Sep 06, 2012 8:07 pm

Not only is it available on the ladder but its also available at Betfair if you just click on the selection its shown alongside the chart.
eightbo
Posts: 2166
Joined: Sun May 17, 2015 8:19 pm
Location: Australia / UK

If they don't store it on their server that just means the demand for the data is not worth the cost they'd incur.
Wouldn't expect CS to know the reason as it would've been made by the higher-ups some time ago.

You may be able to begin storing the information in your own excel file, post in the support forum if that interests you.
JacobHenry
Posts: 13
Joined: Fri Sep 28, 2018 10:33 am

Maybe it would be prudent to again mention that I'm looking for this data 'historically' as in 24 hours or so
Jukebox
Posts: 1576
Joined: Thu Sep 06, 2012 8:07 pm

If you login to Betfair, go to the exchange and look at the options there - one is historical data.
JacobHenry
Posts: 13
Joined: Fri Sep 28, 2018 10:33 am

Jukebox wrote:
Mon Oct 08, 2018 9:17 pm
If you login to Betfair, go to the exchange and look at the options there - one is historical data.
Outstanding thank you.

now just got to find a way to run the data :shock:
User avatar
ShaunWhite
Posts: 9731
Joined: Sat Sep 03, 2016 3:42 am

JacobHenry wrote:
Tue Oct 09, 2018 10:29 am
Jukebox wrote:
Mon Oct 08, 2018 9:17 pm
If you login to Betfair, go to the exchange and look at the options there - one is historical data.
Outstanding thank you.

now just got to find a way to run the data :shock:
I don't think that contains the data you are looking for.
In order to provide the full traded ladder at 50ms intervals the data would be magnitudes larger. It couldn't even be presented as the volume deltas as that would require 'keyframes' from which the deltas related. It's in the live api data but I think you've have to figure out an approximation using the historical data. But if jukebox says it's in there then perhaps it is, could be worth checking before you start spending £200 a month on data.
LinusP
Posts: 1873
Joined: Mon Jul 02, 2012 10:45 pm

JacobHenry wrote:
Tue Oct 09, 2018 10:29 am
Jukebox wrote:
Mon Oct 08, 2018 9:17 pm
If you login to Betfair, go to the exchange and look at the options there - one is historical data.
Outstanding thank you.

now just got to find a way to run the data :shock:
viewtopic.php?f=54&t=17478

(You need to pay for what you are after)
User avatar
ShaunWhite
Posts: 9731
Joined: Sat Sep 03, 2016 3:42 am

I'm not so sure about my reply now Jacob. Best to check the data spec first for what you need.
JacobHenry
Posts: 13
Joined: Fri Sep 28, 2018 10:33 am

Have d/l the free data scrape for July. I use a Mac so just need to make the transition to read the data. have tried using the works PC but the system there is antiquated. I'll get there. Trying to use some real time data when I proving useful but nowhere near the amounts of data required. Saying that, it is throwing up some interesting numbers regarding how much gets matched at the middle end.

Thanks again thus far
Post Reply

Return to “Trading Horse racing”