Helper Scripts

At work (FX Trading company) I created a number of scripts to analyze our logs.
I wanted to look at the spreads (ask - bid) and how they change during the day, average price comparison between liquidity providers, as well as graphing the delay of producing a tick in our system.

The first few scripts were written in bash and then gnuplot was used to graph the results. However, recently I discovered SciPy an extension to Python, along with Matplotlib for graphing. I have converted most of my scripts to Python - it's a lot cleaner, and easier to work with. The only problem I've encountered is having too many data points - it crashes Matplotlib, so then I have to fall back to gnuplot.

I am planning on learning more of Python and SciPy - I wonder if finance packages already exist.