[R-SIG-Finance] R + HDF5 + Pytables

Manoj manojsw at gmail.com
Mon May 17 15:46:31 CEST 2010

Dear All,
       I have created a HDF5 file using Python + Pytables. The HDF5
file stores tick-data and as such is quite huge in size. I am planning
to use R/zoo/xts combination for analytics. The tricky bit is that I
am unable to find a good wrapper to access/query the HDF5 created by
Pytables (keeping intact all the nice features such as indices etc of
HDF5 file) .  The hdf5 library in R wouldn't help given the size of
the file.

      One (crude) option is to query data using Python/Pytables, write
to an output file and invoke R for analytics. The question is - could
this task be done in a more efficient fashion? Is there a good
HDF5/Pytables wrapper that could help me do the task completely within

     Any tips/suggestions would be greatly appreciated.



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