A urllib2 request receives binary response as below:
00 00 00 01 00 04 41 4D 54 44 00 00 00 00 02 41
97 33 33 41 99 5C 29 41 90 3D 71 41 91 D7 0A 47
0F C6 14 00 00 01 16 6A E0 68 80 41 93 B4 05 41
97 1E B8 41 90 7A E1 41 96 8F 57 46 E6 2E 80 00
00 01 16 7A 53 7C 80 FF FF
Its structure is:
DATA, TYPE, DESCRIPTION
00 00 00 01, 4 bytes, Symbol Count =1
00 04, 2 bytes, Symbol Length = 4
41 4D 54 44, 6 bytes, Symbol = AMTD
00, 1 byte, Error code = 0 (OK)
00 00 00 02, 4 bytes, Bar Count = 2
FIRST BAR
41 97 33 33, 4 bytes, Close = 18.90
41 99 5C 29, 4 bytes, High = 19.17
41 90 3D 71, 4 bytes, Low = 18.03
41 91 D7 0A, 4 bytes, Open = 18.23
47 0F C6 14, 4 bytes, Volume = 3,680,608
00 00 01 16 6A E0 68 80, 8 bytes, Timestamp = November 23,2007
SECOND BAR
41 93 B4 05, 4 bytes, Close = 18.4629
41 97 1E B8, 4 bytes, High = 18.89
41 90 7A E1, 4 bytes, Low = 18.06
41 96 8F 57, 4 bytes, Open = 18.82
46 E6 2E 80, 4 bytes, Volume = 2,946,325
00 00 01 16 7A 53 7C 80, 8 bytes, Timestamp = November 26,2007
TERMINATOR
FF FF, 2 bytes,
How to read binary data like this?
Thanks in advance.
Update:
I tried struct module on first 6 bytes with following code:
struct.unpack('ih', response.read(6))
(16777216, 1024)
But it should output (1, 4). I take a look at the manual but have no clue what was wrong.
>>> data
'\x00\x00\x00\x01\x00\x04AMTD\x00\x00\x00\x00\x02A\x9733A\x99\\)A\x90=qA\x91\xd7\nG\x0f\xc6\x14\x00\x00\x01\x16j\xe0h\x80A\x93\xb4\x05A\x97\x1e\xb8A\x90z\xe1A\x96\x8fWF\xe6.\x80\x00\x00\x01\x16zS|\x80\xff\xff'
>>> from struct import unpack, calcsize
>>> scount, slength = unpack("!IH", data[:6])
>>> assert scount == 1
>>> symbol, error_code = unpack("!%dsb" % slength, data[6:6+slength+1])
>>> assert error_code == 0
>>> symbol
'AMTD'
>>> bar_count = unpack("!I", data[6+slength+1:6+slength+1+4])
>>> bar_count
(2,)
>>> bar_format = "!5fQ"
>>> from collections import namedtuple
>>> Bar = namedtuple("Bar", "Close High Low Open Volume Timestamp")
>>> b = Bar(*unpack(bar_format, data[6+slength+1+4:6+slength+1+4+calcsize(bar_format)]))
>>> b
Bar(Close=18.899999618530273, High=19.170000076293945, Low=18.030000686645508, Open=18.229999542236328, Volume=36806.078125, Timestamp=1195794000000L)
>>> import time
>>> time.ctime(b.Timestamp//1000)
'Fri Nov 23 08:00:00 2007'
>>> int(b.Volume*100 + 0.5)
3680608
So here's my best shot at interpreting the data you're giving...:
import datetime
import struct
class Printable(object):
specials = ()
def __str__(self):
resultlines = []
for pair in self.__dict__.items():
if pair[0] in self.specials: continue
resultlines.append('%10s %s' % pair)
return '\n'.join(resultlines)
head_fmt = '>IH6sBH'
head_struct = struct.Struct(head_fmt)
class Header(Printable):
specials = ('bars',)
def __init__(self, symbol_count, symbol_length,
symbol, error_code, bar_count):
self.__dict__.update(locals())
self.bars = []
del self.self
bar_fmt = '>5fQ'
bar_struct = struct.Struct(bar_fmt)
class Bar(Printable):
specials = ('header',)
def __init__(self, header, close, high, low,
open, volume, timestamp):
self.__dict__.update(locals())
self.header.bars.append(self)
del self.self
self.timestamp /= 1000.0
self.timestamp = datetime.date.fromtimestamp(self.timestamp)
def showdata(data):
terminator = '\xff' * 2
assert data[-2:] == terminator
head_data = head_struct.unpack(data[:head_struct.size])
try:
assert head_data[4] * bar_struct.size + head_struct.size == \
len(data) - len(terminator)
except AssertionError:
print 'data length is %d' % len(data)
print 'head struct size is %d' % head_struct.size
print 'bar struct size is %d' % bar_struct.size
print 'number of bars is %d' % head_data[4]
print 'head data:', head_data
print 'terminator:', terminator
print 'so, something is wrong, since',
print head_data[4] * bar_struct.size + head_struct.size, '!=',
print len(data) - len(terminator)
raise
head = Header(*head_data)
for i in range(head.bar_count):
bar_substr = data[head_struct.size + i * bar_struct.size:
head_struct.size + (i+1) * bar_struct.size]
bar_data = bar_struct.unpack(bar_substr)
Bar(head, *bar_data)
assert len(head.bars) == head.bar_count
print head
for i, x in enumerate(head.bars):
print 'Bar #%s' % i
print x
datas = '''
00 00 00 01 00 04 41 4D 54 44 00 00 00 00 02 41
97 33 33 41 99 5C 29 41 90 3D 71 41 91 D7 0A 47
0F C6 14 00 00 01 16 6A E0 68 80 41 93 B4 05 41
97 1E B8 41 90 7A E1 41 96 8F 57 46 E6 2E 80 00
00 01 16 7A 53 7C 80 FF FF
'''
data = ''.join(chr(int(x, 16)) for x in datas.split())
showdata(data)
this emits:
symbol_count 1
bar_count 2
symbol AMTD
error_code 0
symbol_length 4
Bar #0
volume 36806.078125
timestamp 2007-11-22
high 19.1700000763
low 18.0300006866
close 18.8999996185
open 18.2299995422
Bar #1
volume 29463.25
timestamp 2007-11-25
high 18.8899993896
low 18.0599994659
close 18.4629001617
open 18.8199901581
...which seems to be pretty close to what you want, net of some output formatting details. Hope this helps!-)
>>> struct.unpack('ih', response.read(6))
(16777216, 1024)
You are unpacking big-endian data on a little-endian machine. Try this instead:
>>> struct.unpack('!IH', response.read(6))
(1L, 4)
This tells unpack to consider the data in network-order (big-endian). Also, the values of counts and lengths can not be negative, so you should should use the unsigned variants in your format string.
Take a look at the struct.unpack in the struct module.
Use pack/unpack functions from "struct" package. More info here http://docs.python.org/library/struct.html
Bye!
As it was already mentioned, struct
is the module you need to use.
Please read its documentation to learn about byte ordering, etc.
In your example you need to do the following (as your data is big-endian and unsigned):
>>> import struct
>>> x = '\x00\x00\x00\x01\x00\x04'
>>> struct.unpack('>IH', x)
(1, 4)