pytkc 0.3.0

A fast, pure Python reader for MetaTrader 5 .tkc tick history files

pytkc

Pure Python reader for MetaTrader 5 .tkc tick history files.

Features

• Pure Python, no compiled dependencies required
• Streaming iterator for memory-efficient processing
• Dataset API for multi-file access
• Export to CSV, Pandas, NumPy, Apache Arrow, Parquet, and Feather
• Custom exceptions for clear error handling
• Validated against MT5 for XAUUSD, GBPUSD, EURUSD

Installation

pip install pytkc

For optional export formats:

pip install pytkc[pandas]    # Pandas support
pip install pytkc[numpy]     # NumPy support
pip install pytkc[arrow]     # Arrow/Parquet/Feather support
pip install pytkc[all]       # All export formats

Quick Start

from pytkc import TKCFile

tkc = TKCFile("201901.tkc")

# Iterate over ticks
for tick in tkc:
    print(tick.timestamp, tick.bid, tick.ask)

# Export to Pandas
df = tkc.to_pandas()

Dataset API

from pytkc import Dataset
from datetime import datetime, timezone

ds = Dataset("D:/MT5/Samples")

# List symbols
print(ds.symbols())

# Iterate over ticks
for tick in ds.ticks("XAUUSD"):
    print(tick.timestamp, tick.bid)

# Date range
start = datetime(2019, 1, 1, tzinfo=timezone.utc)
end = datetime(2019, 12, 31, tzinfo=timezone.utc)
ticks = ds.between("XAUUSD", start, end)

Command Line

# Show file info
pytkc 201901.tkc --info

# Show first 20 ticks
pytkc 201901.tkc --head 20

# Export to CSV
pytkc 201901.tkc -o output.csv

Supported Python Versions

• Python 3.10+
• Tested on 3.10, 3.11, 3.12, 3.13

Validated Against MT5

Symbol	Tick Count	Prices	Status
XAUUSD	45,021	Exact match	✓
GBPUSD	46,262	Exact match	✓
EURUSD	41,940	Exact match	✓

License

MIT License - see LICENSE for details.

Disclaimer

pytkc is an independent implementation for reading .tkc files. It is not affiliated with, endorsed by, or supported by MetaQuotes Ltd. MetaTrader is a trademark of MetaQuotes Ltd.