Support Board
Date/Time: Tue, 26 Nov 2024 15:17:50 +0000
Post From: More information on the binary structure of market depth .depth files?
| [2021-10-03 21:00:18] |
| TrumpTradesOil - Posts: 8 |
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Ok cool! Thankyou so much for confirming :) For others who follow up later, here's what I ended up with in python that can read the market depth file: import struct inputfile = open("marketdata.depth",'rb') rows=[] with inputfile as f: header=f.read(64) headersrc = struct.unpack('4I48s', header) print(headersrc) while True: tick=f.read(24) if not tick: break src = struct.unpack('qbbhfII', tick) rows.append(src) for x in rows: print(x) Date Time Of Last Edit: 2021-10-03 22:32:46
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