Import Metatrader .hst files to R dataframe

read_hst.R

read_hst <- function(filename){
  library(anytime)
  
  hst_file <- file(filename, "rb")
  version <- readBin(hst_file, integer(), 1, size = 4, endian="little")
  head  <- readBin(hst_file, character(), 22, endian="little")
  symbol <- head[22]
  print(paste(symbol, "hst to dataframe"))
  datetime <- c()
  open <- c()
  high <- c()
  low <- c()
  close <- c()
  volume <- c()
  spread <- c()
  real_volume = c()
  seek(hst_file, 148, origin = 'start')
  if (version==401){
    for (i in 1:((file.info(filename)$size - 148) / 60)){
      datetime[i] <- readBin(hst_file, integer(), size=8)
      open[i] <- readBin(hst_file, double(), 1, size=8, endian="little")
      high[i] <- readBin(hst_file, double(), 1, size=8, endian="little")
      low[i] <- readBin(hst_file, double(), 1, size=8, endian="little")
      close[i] <- readBin(hst_file, double(), 1, size=8, endian="little")
      volume[i] <- readBin(hst_file, integer(), 1, size=8, endian="little")
      spread[i] <- readBin(hst_file, double(), size=4)
      real_volume[i] <- readBin(hst_file, integer(), 1, size=8, endian="little")
    }
    datetime <- anytime(datetime)
    data <- data.frame(datetime, open, high, low, close, volume, spread, real_volume)
  } else if (version==400){
    for (i in 1:((file.info(filename)$size - 148) / 48)){
      datetime[i] <- readBin(hst_file, integer(), size=8)
      open[i] <- readBin(hst_file, double(), 1, size=8, endian="little")
      high[i] <- readBin(hst_file, double(), 1, size=8, endian="little")
      low[i] <- readBin(hst_file, double(), 1, size=8, endian="little")
      close[i] <- readBin(hst_file, double(), 1, size=8, endian="little")
      volume[i] <- readBin(hst_file, double(), 1, size=8, endian="little")
    }
    datetime <- anytime(datetime)
    data <- data.frame(datetime, open, high, low, close, volume)
  }
  return(data)
}

To use it, pass to the function the name (path) of the .hst file, for example:

data<-read_hst("NZDUSD1440.hst")

and the df variable will receive a R data frame.