Sample code to read Zorro t1, t6, t8 files using Python

read_zorro_history.py

from ctypes import *
import os
import json
"""
The following c structure came from the Zorro manual. 
See here for the structure of other files: https://manual.zorro-project.com/history.htm
"""

ZORRO_T6_FILE_TO_READ = os.path.join('.', 'AUDJPY_2009.t6')

class ZorroT6(Structure):
    """
    struct {
      DATE  time; // timestamp of the end of the tick in UTC, OLE date/time format (double float)
      float fHigh,fLow;
      float fOpen,fClose;
      float fVal,fVol; // additional data, like ask-bid spread, volume etc.
    }
    """
    _fields_ = [('time', c_double),
                ('fHigh', c_float),
                ('fLow', c_float),
                ('fOpen', c_float),
                ('fClose', c_float),
                ('fVal', c_float),
                ('fVol', c_float)
    ]


with open(ZORRO_T6_FILE_TO_READ, 'rb') as file:
    result = []
    x = ZorroT6()
    while file.readinto(x) == sizeof(x):
        result.append({
            'time': x.time,
            'fHigh': x.fHigh,
            'fLow': x.fLow,
            'fOpen': x.fOpen,
            'fClose': x.fClose,
            'fVal': x.fVal,
            'fVol': x.fVol
        })

print(json.dumps(result[:6], indent=2))

"""
Sample output:

$ python ./read_zorro_history.py

[
  {
    "time": 40178.709027777775,
    "fHigh": 83.54900360107422,
    "fLow": 83.53099822998047,
    "fOpen": 83.54900360107422,
    "fClose": 83.53099822998047,
    "fVal": 0.0,
    "fVol": 19.0
  },
  {
    "time": 40178.708333333336,
    "fHigh": 83.5530014038086,
    "fLow": 83.54499816894531,
    "fOpen": 83.54499816894531,
    "fClose": 83.5479965209961,
    "fVal": 0.0,
    "fVol": 28.0
  },
  {
    "time": 40178.70763888889,
    "fHigh": 83.5510025024414,
    "fLow": 83.5270004272461,
    "fOpen": 83.5270004272461,
    "fClose": 83.54499816894531,
    "fVal": 0.0,
    "fVol": 41.0
  },
  {
    "time": 40178.70694444444,
    "fHigh": 83.54100036621094,
    "fLow": 83.52300262451172,
    "fOpen": 83.54000091552734,
    "fClose": 83.52400207519531,
    "fVal": 0.0,
    "fVol": 16.0
  },
  {
    "time": 40178.70625,
    "fHigh": 83.54000091552734,
    "fLow": 83.52400207519531,
    "fOpen": 83.5270004272461,
    "fClose": 83.53800201416016,
    "fVal": 0.0,
    "fVol": 19.0
  },
  {
    "time": 40178.705555555556,
    "fHigh": 83.53299713134766,
    "fLow": 83.51499938964844,
    "fOpen": 83.51899719238281,
    "fClose": 83.5270004272461,
    "fVal": 0.0,
    "fVol": 27.0
  }
]
"""