load sierrachart file format SCID to python pandas -- 2

1. load scid file format (1st folder) into 1st dataframe using pandas

can be found here: [login to view URL]

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2. load depth data (2nd folder) and turn it to pandas df

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3. sync the 2 dara frames based on date+time(miiliseond)+contract name into one df

it can be that for some specific line from scid file there will be multi lines on the depth file

[login to view URL] "group by" time (daily, houtly, minute) OR by volume OR by # trade etc.

means that you need to collect all trades done in a specific time frame.

lets say if you have 10 trade in 1 second than we aggrgate all of them into 1 second and we need toc tell which trade is the max and which is the min (we need open, high, low, cloae and volume)

and since it's indicating by trade it means that we can group every 1000 trade and do the same output (open, high, low, close, colume)

this 5 fields are very easy to calculate. low is the minimum price value on that grouped values, high ias the max value, open is the first value and close is the last value. volume is the sum of all trades on that group

5. creat candelstick charts using plotly based on the data frame and the "group by" selection

more highlights:

-all done on python 3.7 on which can be run on google colab (jupyter notebook)

-need to get my confirmation on each step to move on to the next

-all code should be commented and explanable

-make sure all datapoints (lines from file) are imported

-all time should be in milliseconde format

-the name of the file can veray as the example name is just an example. don't use any hard coded!

-file size can be bigger than the examples attached! please think of a way to divide it

-make sure you don't leav any junk test/temp files - make sure you delete them

-you can check here to get some idea [login to view URL]

-there is no known python pcakcge for this

bugs and issues will be handled via [login to view URL] so pls provide me your email address

pls check attached files

Python

Proje NO: #23874095

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