Support Board

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)

import struct
from datetime import datetime, timedelta

def convert_to_datetime(microseconds_since_epoch):
    epoch_start = datetime(1899, 12, 30) # SCDateTime epoch start
    return epoch_start + timedelta(microseconds=microseconds_since_epoch)


def read_depth_file(file_path):
    rows = []
    with open(file_path, 'rb') as input_file:
        header = input_file.read(64)
        headersrc = struct.unpack('4I48s', header)
        print(headersrc)
        
        while True:
            d = {}
            tick = input_file.read(24)
            if not tick:
                break

            src = struct.unpack('qbbhfII', tick)
            d['datetime'] = convert_to_datetime(src[0])
            d['command'] = src[1]
            d['flag'] = src[2]
            d['orders'] = src[3]
            d['price'] = src[4] / 100
            d['quantity'] = src[5]
            rows.append(d)

    return rows


file_path = 'your/file/path'
rows = read_depth_file(file_path)

for row in rows:
  print(row)