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
hello i would recommed you xlwings. as it is the best module to stream the tick data to excel when file is opened.
How to create excel files and then read the files through dataframe?