Decompress and read Dukascopy .bi5 tick files

Question

I need to open a .bi5 file and read the contents to cut a long story short. The problem: I have tens of thousands of .bi5 files containing time-ser

Answer 1

Did you try using numpy as to parse the data before transfer it to pandas. Maybe is a long way solution, but I will allow you to manipulate and clean the data before you made the analysis in Panda, also the integration between them are pretty straight forward,