How to create excel files and then read the files through dataframe?
hello i would recommed you xlwings. as it is the best module to stream the tick data to excel when file is opened.
I have 20 symbols for which I need to record tick data continuously for 6 hours a day every week.
So I want 20 excel files to be created automatically by the module (if files don't exist) and a excel writer which stores tick data (row by row). Then I need to resample the data to 5 minutes timeframe after reading them through dataframe. Dataframe should be able to read the tick data created by the module.
What best excel writer can be used for this function. I want to write to the files when they are closed.
which of them will work better?

In built open function
Openpyxl
Xlwt