如果我看这里：https://docs.python.org/2/library/struct.html在第7.3.2.2节。格式字符，对于标准大小为6的Python类型整数没有格式字母。我尝试过'6p'甚至'3H'，但这不适用于：
import struct
struct.calcsize('!6p')
很抱歉，如果这听起来很愚蠢......我正在学习如何首次将字符串转换为压缩二进制数据，以获得长度为6且整数为值的字符串消息。那么为整数获得标准大小6的正确字母格式是什么？
更新
我的任务是转换NASDAQ TotalVIEW-ITCH 5.0 specification document, here
例如，如果您查看第4.1节：系统事件消息（页3），我会将类型为“S”的消息转换为：
class SystemEventMessage(Message):
type = 'S'
description = "System Event Message"
message_size = struct.calcsize("!HH6pc") + 1
def __init__(self, message):
(self.locate,self.tracking,self.timestamp, self.code) = struct.unpack("!HH6pc", message[1:])
def pack(self):
return struct.pack("!cHH6pc", self.type,self.locate,self.tracking, self.timestamp, self.code)
我收到此错误：
struct.error: unpack requires a string argument of length 11
所以我假设我的错误与'6p'有关，因为我找不到任何标准大小为6的整数。
更新2
因此，对于文档第4.6节：网络订单不平衡指标（NOII）消息中的以下消息类型“I”，我使用以下建议使用6s而不是6p / strong>，我这样做：
class NoiiMessage(ITCH41MarketMessage):
type = 'I'
description = "NOII Message"
message_size = struct.calcsize("!HH6sQQc8sIIIcc") + 1
def __init__(self, message):
(self.locate,self.tracking,self.timestamp, self.pairedShares, self.imbalance,
self.imbalanceDirection, self.stock, self.farPrice, self.nearPrice,
self.currentRefPrice, self.crossType, self.priceVariationbsindicator
) = struct.unpack("!HH6sQQc8sIIIcc", message[1:])
def pack(self):
return struct.pack("!cHH6sQQc8sIIIcc", self.type,self.locate,
self.tracking, self.timestamp,
self.pairedShares, self.imbalance,
self.imbalanceDirection, self.stock,
self.farPrice, self.nearPrice,
self.currentRefPrice, self.crossType,
self.priceVariationbsindicator)
我收到此错误：
struct.error: unpack requires a string argument of length 49
现在这很奇怪，因为!HH6sQQc8sIIIcc长度为49 ......
每个人都感谢你的帮助！
答案 0 :(得分：3)
struct旨在处理C结构。这就是为什么它只有库存C类型。
“6字节整数”不是库存C类型 - 您不能写struct s { int6 timestamp; }之类的东西来立即获得可用的整数。这就是为什么它在这里不能像这样工作的原因。
那么，您如何解决C中的问题？你可能会
unsigned char ts_data[6]; 现在，我们所要做的就是在Python中表达同样的事情：
>>> struct.pack('q',1324)
',\x05\x00\x00\x00\x00\x00\x00' #my arch is big-endian
>>> struct.unpack('q',',\x05\x00\x00\x00\x00')
error: unpack requires a string argument of length 8
>>> struct.unpack('6s',',\x05\x00\x00\x00\x00')
(',\x05\x00\x00\x00\x00',)
>>> s=_[0]
>>> struct.unpack('q',s+'\x00'*2) #check byte order to find out which side to pad from
(1324,)
答案 1 :(得分：2)
<强> NASDAQ TotalView-ITCH 5.0
[S0099123456Q]________________________________ wireline SEQ _____________
| | | ||
| | | |+---------------[[ Event Code ]]
| | | +----------------[[ Timestamp ns ]]
| | +----------------------[[ Tracking NUM ]]
| +------------------------[[ Stock Locate ]]
+--------------------------[[ Message Type ]]
Name | Offset | Length | Value | Notes
---------------|--------|--------|---------|-------------------------------------------------------------
Message Type | 0 | 1 | “S” | System Event Message.
Stock Locate | 1 | 2 | Integer | == 0 Always
Tracking Number| 3 | 2 | Integer | NASDAQ OMX internal tracking number
Timestamp | 5 | 6 | Integer | Nanoseconds since midnight.
Event Code |11 | 1 | Alpha | == { 0 | S | Q | M | E | C } See System Event Codes below.
为了得到NASDAQ_Timestamp，
使用掩码中的 uchar 或 6B char[] 6s - s >
只有在消费者方面需要时才将它们后加工成int()
延迟延迟和取消阻止目标引擎线缆性能。
+也喜欢Python 7.3.2.1。一旦使用“！”注意BigEndian /网络订购掩模前缀 的
>>> struct.pack( ">c2H6sc", "S", 0, 99, "123456", "Q" )
'S\x00\x00\x00c123456Q'
>>> struct.unpack( ">c2H6sc", "S\x00\x00\x00c123456Q" )
('S', 0, 99, '123456', 'Q')
| | | | |
| | | | +---------------[[ Event Code ]]
| | | +--------------------[[ Timestamp ns ]]
| | +-----------------------------[[ Tracking NUM ]]
| +---------------------------------[[ Stock Locate ]]
+-------------------------------------[[ Message Type ]]
"!HH6sQQc8sIIIcc" _
+||-||||-||||||----------------------------1 |_|_ "!" a "Network"-Byte-order
+|-||||-||||||----------------------------2 |_| H as a 2 Byte unsigned short
| |||| |||||| 3 |_|_
+-||||-||||||----------------------------4-|_| H as a 2 Byte unsigned short
|||| |||||| 5 |_|_
+|||-||||||----------------------------6-|_| 6s as a 6 Byte char[]
||| |||||| 7 |_|
||| |||||| 8 |_|
||| |||||| 9 |_|
||| |||||| 10 |_|
||| |||||| 1 |_|_
+||-||||||--------------------------- 2-|_| Q as a 8 Byte unsigned long long
|| |||||| 3 |_|
|| |||||| 4 |_|
|| |||||| 5 |_|
|| |||||| 6 |_|
|| |||||| 7 |_|
|| |||||| 8 |_|
|| |||||| 9 |_|_
+|-||||||---------------------------20-|_| Q as a 8 Byte unsigned long long
| |||||| 1 |_|
| |||||| 2 |_|
| |||||| 3 |_|
| |||||| 4 |_|
| |||||| 5 |_|
| |||||| 6 |_|
| |||||| 7 |_|_
+-||||||----------------------------8-|_|_ c as a 1 Byte char
+|||||----------------------------9-|_| 8s as a 8 Byte char[]
||||| 30 |_|
||||| 1 |_|
||||| 2 |_|
||||| 3 |_|
||||| 4 |_|
||||| 5 |_|
||||| 6 |_|_
+||||----------------------------7-|_| I as a 4 Byte unsigned int
|||| 8 |_|
|||| 9 |_|
|||| 40 |_|_
+|||----------------------------1-|_| I as a 4 Byte unsigned int
||| 2 |_|
||| 3 |_|
||| 4 |_|_
+||----------------------------5-|_| I as a 4 Byte unsigned int
|| 6 |_|
|| 7 |_|
|| 8 |_|_
+|----------------------------9-|_|_ c as a 1 Byte char
+---------------------------50-|_|_ c as a 1 Byte char
Format | C-type | Python-type | Standard size
========|======================|====================|===============
x | pad byte | no value |
c | char | string of length 1 | 1
b | signed char | integer | 1
B | unsigned char | integer | 1
? | _Bool | bool | 1
h | short | integer | 2
H | unsigned short | integer | 2
i | int | integer | 4
I | unsigned int | integer | 4
l | long | integer | 4
L | unsigned long | integer | 4
q | long long | integer | 8
Q | unsigned long long | integer | 8
f | float | float | 4
d | double | float | 8
s | char[] | string |
p | char[] | string |
P | void * | integer |