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Saving and reusing resampled data

  • I have written a custom data feed which resamples large amounts of tick data. That is of course quite slow. When tick data is not necessary I would like to start with less granular data.

    I know that I can add a writer to the resampler, however the output is not immediately useable as a data source. Is there some simple way to resample and output a usable data file?

  • @alexan CSV writer to CSV reader?

  • administrators

    The Writer produces reusable output.

    In any case you can write each set of OHLC prices to a file during next

    print('','.join((, str([0], ...))), file=myfile)

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