I have successfully imported a test file using the following: ftest = fopen('test.csv') Ĭ = textscan(ftest,'%f %s %f %f %f %f %f %f %s %s %f %f','Headerlines',1,'Delimiter',',') I typically see 90% plus improvement in speed over single line readers.I have a large csv file (should be around 1 million lines) with option data with the following structure (content is altered): secid, date, days, delta, impl_volatility, impl_strike, impl_premium, dispersion, cp_flag, ticker, index_flag, industry_groupġ00000,, 60, -80, 0.270556, 74.2511, 5.2415, 0.021514, C, ASC, 0, 481ġ00000,, 30, -40, 0.251556, 74.2571, 6.2415, 0.025524, P, ASC, 0, 481 It's a little bit tedious, but not that hard. Then if you want you can process the resulting large matrix one row at a time, before repeating the process until you read the end of the file. Then I either read additional single characters (or back off single characters) to get a round number of lines, and then run your string parsing (e.g. I typically read in a large batch of characters (1e5, 1e6 or thereabouts, depending on the memory of your system). I understand that sometimes you cannot fit a whole file into memory. your bottleneck will always be file I/O if you are reading these files line by line. %% Reading in large batches into memory, vectorized operations (non-compliant solution)ĬHECK = round((CHECK mean(scannedData(:)) ) /2) įprintf(1,'Fully batched operations. %% Using Java scanner for file reading and string conversionįprintf(1,'Using java single item token scanner. Reader = java.io.LineNumberReader(java.io.FileReader('demo_file.txt'),bufferSize ) įprintf(1,'Using java single line file reader and sscanf on single lines. %% Using Java single line readers sscanf ScannedData = reshape(sscanf(data,'%d, %d'),2,)' ĭataIncrement(end 1) = fread(fid,1,'uint8=>char') %This can be slightly optimizedįprintf(1,'Reading large batches into memory, then sscanf. While ~isempty(dataIncrement)
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