Tuesday 15 March 2011

python - Load Tick Data in YYYYMMDD HHTTSSLLL format -



python - Load Tick Data in YYYYMMDD HHTTSSLLL format -

i trying read time series given .csv file using pandas. info describes high frequency exchange rates , of next form

time,bid,ask 20120401 170041033,1.204070,1.204190 20120401 170200097,1.204080,1.204200

where time interpret yyyymmdd hhmmsslll (and l = milliseconds). seek using next piece of code

parse = lambda x: datetime.strptime(x, '%y%m%d %h%t%s%l') ts = pd.read_csv('./tick.csv', index_col = 'time', parse_dates = 'time', date_parser = parse)

which yields error message:

'd' bad directive in format '%y%m%d %h%t%s%l'

does know error message comes from? not know why abbreviation of d 'day' should incorrect.

python pandas time-series time-format

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