A short python script that combines Bitmex (public.bitmex) compressed (.gz) trade and/or quote files into one pandas dataframe and csv. Only requires pandas and python standard modules:
os gzip
Enjoy.
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blckswmngbrd/BitmexGzipDataCombiner
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A python script that combines Bitmex (public.bitmex) .gz files into one pandas dataframe and csv.
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