user186: Has anyone stored the historical market depth & tick data from MtGox? Is it available publically? Would be useful if you were making a bot.

user4688: Original MtGox Shared Dataset
Once upon a time there was a Google BigQuery dataset that was updated often with MtGox's official trade record. That's no longer being published because... ask someone who should explain it.
Data on Google BigQuery
The BigQuery shared MtGox Trades dataset is (@2014-04-20) available at
https://bigquery.cloud.google.com/dataset/931531665892:mtgox
The BitTorrent Version
If you'd rather not BigQuery, but you still want that data, there's a torrent, here's the full-metal-magnet.  
magnet:?xt=urn:btih:c87cd62f9484993f0153a47fc51f06fb43ed71ee&dn=931531665892-mtgox-trades.csv&tr=udp%3A%2F%2Ftracker.publicbt.com%3A80&tr=udp%3A%2F%2Ftracker.openbittorrent.com%3A80&tr=udp%3A%2F%2Ftracker.ccc.de%3A80&tr=udp%3A%2F%2Ftracker.istole.it%3A80
The MtGox Leak Database
In 2014 the Magic The Gathering Online eXchange (MtGox) server was compromised. Source code, user account details and trade data were made public.
For academic research the trade data is useful, here's a magnet to the original "public service release" file, MtGox2014Leak.zip. BEWARE: The TibanneBackOffice.zip file contains a trojan
magnet:?xt=urn:btih:b6545ecc7db8d44c8cbc4e93989edf8221af75f5&dn=2014+Mt.+Gox+Leak&tr=udp%3A%2F%2Ftracker.openbittorrent.com%3A80&tr=udp%3A%2F%2Ftracker.publicbt.com%3A80&tr=udp%3A%2F%2Ftracker.istole.it%3A6969&tr=udp%3A%2F%2Ftracker.ccc.de%3A80&tr=udp%3A%2F%2Fopen.demonii.com%3A1337
Alternatively, cryptoanarchic.me have kindly provided an HTTP mirrored version of MtGox2014Leak.zip.
Those are the two data sources I'm using in my research.

user2015: Just noting here that MtGox tid's are not included in the data you get from bitcoincharts in that csv call API, and they switched from numerical indexing to microsecond timestamping a while back. In trying to maintain a db with integrity, you need the unique tid data... The history file is now over 100MB also.

user1129: To get ALL mtgoxUSD trades since the start you can use the following url:
www.bitcoincharts.com/t/trades.csv?symbol=mtgoxUSD&start=0
WARNING. This generates a 49mb csv at the moment and can take some time, so please only follow the link if you actually need the data. 
Visit http://bitcoincharts.com/about/markets-api/ for more information.

user108: Current market depth available at 

https://mtgox.com/api/0/data/getDepth.php?Currency=USD

All trades which happened in the last 24 hours available at

https://mtgox.com/code/data/getTrades.php

Retrieves 100 trades that happend after specified transaction

https://mtgox.com/code/data/getTrades.php?since="transaction tid"

A script is required to retrive all historical data, like the one posted by mizerydearia. The idea is to cycle download request while incrementing "transaction tid" aka "lasttrade" to download all data in steps.
#!/bin/bash
outputfile=data
lasttrade=0
while test -n "$lasttrade";do
    wget --quiet https://mtgox.com/code/data/getTrades.php?since=$lasttrade
    if test "`cat getTrades.php\?since\=$lasttrade`" != "[]";then
        cat getTrades.php\?since\=* >> $outputfile;
        echo >> $outputfile;
        lasttrade=`cat getTrades.php\?since\=$lasttrade|sed "s/,/\n/g"|grep tid|tail -n 1|cut -d ":" -f 2|cut -d "\"" -f 2`;
        lasttradets=`cat getTrades.php\?since\=*|sed "s/,/\n/g"|grep date|tail -n 1|cut -d ":" -f 2`;
        echo "$(date -d @$lasttradets)  tid $lasttrade"
    else
        echo Finished
    fi
    rm getTrades.php\?since\=*;
done

See MtGox - API for more http API calls.

186: <p>Has anyone stored the historical market depth &amp; tick data from MtGox? Is it available publically? Would be useful if you were making a bot.</p>
 4688: <h1>Original MtGox Shared Dataset</h1>

<p>Once upon a time there was a Google BigQuery dataset that was updated often with MtGox's official trade record. That's no longer being published because... ask <a href="http://en.wikipedia.org/wiki/Mark_Karpeles" rel="nofollow">someone who should explain it</a>.</p>

<h3>Data on Google BigQuery</h3>

<p>The BigQuery shared MtGox Trades dataset is (@2014-04-20) available at
<a href="https://bigquery.cloud.google.com/dataset/931531665892%3amtgox" rel="nofollow">https://bigquery.cloud.google.com/dataset/931531665892:mtgox</a></p>

<h3>The BitTorrent Version</h3>

<p>If you'd <em>rather not BigQuery</em>, but <em>you still want that data</em>, there's a torrent, here's the full-metal-magnet.  </p>

<pre><code>magnet:?xt=urn:btih:c87cd62f9484993f0153a47fc51f06fb43ed71ee&dn=931531665892-mtgox-trades.csv&tr=udp%3A%2F%2Ftracker.publicbt.com%3A80&tr=udp%3A%2F%2Ftracker.openbittorrent.com%3A80&tr=udp%3A%2F%2Ftracker.ccc.de%3A80&tr=udp%3A%2F%2Ftracker.istole.it%3A80</code></pre>

<h2>The MtGox Leak Database</h2>

<p>In 2014 the Magic The Gathering Online eXchange (MtGox) server was compromised. Source code, user account details and trade data were made public.</p>

<p>For academic research the trade data is useful, here's a magnet to the original "public service release" file, <code>MtGox2014Leak.zip</code>. <a href="https://www.virustotal.com/en/file/4be75071e325d84e6ac45c64598f0957ff6f8f431cae1419402702b4f48f3c10/analysis/" rel="nofollow"><strong>BEWARE</strong>: The <code>TibanneBackOffice.zip</code> file contains a trojan</a></p>

<pre><code>magnet:?xt=urn:btih:b6545ecc7db8d44c8cbc4e93989edf8221af75f5&dn=2014+Mt.+Gox+Leak&tr=udp%3A%2F%2Ftracker.openbittorrent.com%3A80&tr=udp%3A%2F%2Ftracker.publicbt.com%3A80&tr=udp%3A%2F%2Ftracker.istole.it%3A6969&tr=udp%3A%2F%2Ftracker.ccc.de%3A80&tr=udp%3A%2F%2Fopen.demonii.com%3A1337</code></pre>

<p>Alternatively, <a href="http://cryptoanarchic.me" rel="nofollow">cryptoanarchic.me</a> have kindly provided an <a href="http://cryptoanarchic.me/goxhax/MtGox2014Leak.zip" rel="nofollow">HTTP mirrored version of MtGox2014Leak.zip</a>.</p>

<p>Those are the two data sources I'm using in my research.</p>
 2015: <p>Just noting here that MtGox tid's are not included in the data you get from bitcoincharts in that csv call API, and they switched from numerical indexing to microsecond timestamping a while back. In trying to maintain a db with integrity, you need the unique tid data... The history file is now over 100MB also.</p>
 1129: <p>To get ALL mtgoxUSD trades since the start you can use the following url:</p>

<p>www.bitcoincharts.com/t/trades.csv?symbol=mtgoxUSD&amp;start=0</p>

<p>WARNING. This generates a 49mb csv at the moment and can take some time, so please only follow the link if you actually need the data. </p>

<p>Visit <a href="http://bitcoincharts.com/about/markets-api/" rel="nofollow">http://bitcoincharts.com/about/markets-api/</a> for more information.</p>
 108: <p>Current market depth available at </p>

<ul>
<li><a href="https://mtgox.com/api/0/data/getDepth.php?Currency=USD">https://mtgox.com/api/0/data/getDepth.php?Currency=USD</a></li>
</ul>

<p>All trades which happened in the last 24 hours available at</p>

<ul>
<li><a href="https://mtgox.com/code/data/getTrades.php">https://mtgox.com/code/data/getTrades.php</a></li>
</ul>

<p>Retrieves 100 trades that happend after specified transaction</p>

<ul>
<li><a href="https://mtgox.com/code/data/getTrades.php?since=">https://mtgox.com/code/data/getTrades.php?since=</a>"transaction tid"</li>
</ul>

<p>A script is required to retrive all historical data, like the one <a href="https://bitcointalk.org/index.php?topic=39402.0">posted by mizerydearia</a>. The idea is to cycle download request while incrementing "transaction tid" aka "lasttrade" to download all data in steps.</p>

<pre><code>#!/bin/bash
outputfile=data
lasttrade=0
while test -n "$lasttrade";do
    wget --quiet https://mtgox.com/code/data/getTrades.php?since=$lasttrade
    if test "`cat getTrades.php\?since\=$lasttrade`" != "[]";then
        cat getTrades.php\?since\=* &gt;&gt; $outputfile;
        echo &gt;&gt; $outputfile;
        lasttrade=`cat getTrades.php\?since\=$lasttrade|sed "s/,/\n/g"|grep tid|tail -n 1|cut -d ":" -f 2|cut -d "\"" -f 2`;
        lasttradets=`cat getTrades.php\?since\=*|sed "s/,/\n/g"|grep date|tail -n 1|cut -d ":" -f 2`;
        echo "$(date -d @$lasttradets)  tid $lasttrade"
    else
        echo Finished
    fi
    rm getTrades.php\?since\=*;
done
</code></pre>

<p>See <a href="https://en.bitcoin.it/wiki/MtGox/API">MtGox - API</a> for more http API calls.</p>
