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How can I reduce the access time on large Excel files?

I would like to process a large data set of a mechanical testing device with Python. The software of this device only allows to export the data as an Excel file. Therefore, I use the xlrd package which works fine for small *.xlsx files.
The problem I have is, that when I want to open a common data set (3-5 MB) by
xlrd.open_workbook(path_wb)
the access time is about 30s to 60s. Is there any more effecitve and faster way to access Excel files?

You could access the file as a database via PyPyODBC instead, which may (or may not) be faster - you'd have to try it out and compare the results.
This method should work for both .xls and .xlsx files. Unfortunately, it comes with a couple of caveats:
As far as I am aware, this will only work on Windows machines, since you're relying on the Microsoft Jet database driver.
The Microsoft Jet database driver can be rather buggy, especially with dates.
It's not possible to create or modify Excel files (a note in the PyPyODBC exceltests.py file says: I have not been able to successfully create or modify Excel files.). Your question seems to indicate that you're only interested in reading files, though, so hopefully this will not be a problem.

I just figured out that it wasn't actually the problem with the access time but I created an object in the same step. Now, by creating the object separately everything works fast and nice.

Reading a windows file without preventing another process from writing to it

I have a file that I want to read. The file may at any time be overwritten by another process. I do not want to block that writing. I am prepared to manage corruption to the data that I read, but do not want my reading to be in any way change the behaviour of the writing process.
The process that is writing the file is a delphi program running locally on the server. It opens the file using fmCreate. fmCreate tries to open the file exclusively and fails if there are any other handles on the file.
I am reading the file from a python script that accesses the file remotely across our network.
I am interested in whether there is a solution, independent of whether it is supported by python or delphi. I want to know if there is any way of achieving this under windows without modifying the writing program.
Edit: To reiterate, this is not a duplicate. The other question was trying to get read access to a file that is being written to. I want to the writer to have access to a file that I have open for reading. These are different questions (although I fear the answer will be similar, that it can't be done.)

I think the real answer here, all of these years later, is to use opportunistic locks. With this, you can open the file for read access, while telling the OS that you want to be notified if another program wants to access the file. Basically, you can use the file as long as you like, and then back off if someone else needs it. This avoids the sharing/access violation that the other program would normally get, if you had just opened the file "normally".
There is an MSDN article on Opportunistic Locks. Raymond Chen also has a blog article about this, complete with sample code: Using opportunistic locks to get out of the way if somebody wants the file
The key is calling the DeviceIoControl function, with the FSCTL_REQUEST_OPLOCK flag, and passing it the handle to an event that you previously created by calling CreateEvent.
It should be straightforward to use this from Delphi, since it supports calling Windows API functions. I am not so sure about Python. But, given the arrangement in the question, it should not be necessary to modify the Python code. Just make your Delphi code use the opportunistic lock when it opens the file, and let it get out of the way when the Python script needs the file.
Also much easier and lighter weight than a filter driver or the Volume Shadow Copy service.

You can setup a filter driver which can act in two ways: (1) modify the flags when the file is opened, and (2) it can capture the data when it's written to the file and save a copy of the data elsewhere.
This approach is much more lightweight and efficient than volume shadow copy service, mentioned in comments, however it requires having a filter driver. There exist several drivers on the market (i.e. those are products which include a driver and let you write business logic in user mode) yet they are costly and can be an overkill in your case. Still, if you need the thing for private use only, contact me privately for a license for our CallbackFilter.
Update: if you want to let the writer open the file which has been already opened, then a filter which will modify flags when the file is being opened is your only option.

update/insert access database using python

Is it possible in python by which I can write a simple .py script to update my access database records or insert new one if any i have on behalf of me? new records are to be pulled from Excel and pushed to be in the database.
MS-Access2010 i am using.
Thanks,

It's definitely possible. You'll probably want to do it with the comtypes module, which allows communication between Windows processes using the Component Object Model (COM).
Here's an example of a script that does that posted in another question.
Getting the information out of Microsoft Excel can be done with a lot of modules, but one I've had success with is openpyxl. Some examples of reading Excel workbooks with it can be found here.

Prevent a file from being opened

I am writing a Python logger script which writes to a CSV file in the following manner:
Open the file
Append data
Close the file (I think this is necessary to save the changes, to be safe after every logging routine.)
PROBLEM:
The file is very much accessible through Windows Explorer (I'm using XP). If the file is opened in Excel, access to it is locked by Excel. When the script tries to append data, obviously it fails, then it aborts altogether.
OBJECTIVE:
Is there a way to lock a file using Python so that any access to it remains exclusive to the script? Or perhaps my methodology is poor in the first place?

Rather than closing and reopening the file after each access, just flush its buffer:
theloggingfile.flush()
This way, you keep it open for writing in Python, which should lock the file from other programs opening it for writing. I think Excel will be able to open it as read-only while it's open in Python, but I can't check that without rebooting into Windows.
EDIT: I don't think you need the step below. .flush() should send it to the operating system, and if you try to look at it in another program, the OS should give it the cached version. Use os.fsync to force the OS to really write it to the hard drive, e.g. if you're concerned about sudden power failures.
os.fsync(theloggingfile.fileno())

As far as I know, Windows does not support file locking. In other words, applications that don't know about your file being locked can't be prevented from reading a file.
But the remaining question is: how can Excel accomplish this?
You might want to try to write to a temporary file first (one that Excel does not know about) and replace the original file by it lateron.

Copying a file with access locks, forcefully with python

I'm trying to copy an excel sheet with python, but I keep getting "access denied" error message. The file is closed and is not shared. It has macros though.
Is their anyway I can copy the file forcefully with python?
thanks.

If you do not have sufficient file permissions you will not be able to access the file. In that case you will have to execute your Python program as an user with sufficient permissions.
If on the other hand the file is locked using other means specific to Excel then I am not sure what exactly is the solution. You might have to work around the protection using other means which will require a fair amount of understanding of how Excel sheets are "locked". I don't know of any Python libraries that will do this for you.