Here is an example using sqlite.

import sqlite3
from rosidl_runtime_py.utilities import get_message
from rclpy.serialization import deserialize_message

import matplotlib.pyplot as plt

class BagFileParser():
    def __init__(self, bag_file):
        self.conn = sqlite3.connect(bag_file)
        self.cursor = self.conn.cursor()

        ## create a message type map
        topics_data = self.cursor.execute("SELECT id, name, type FROM topics").fetchall()
        self.topic_type = {name_of:type_of for id_of,name_of,type_of in topics_data}
        self.topic_id = {name_of:id_of for id_of,name_of,type_of in topics_data}
        self.topic_msg_message = {name_of:get_message(type_of) for id_of,name_of,type_of in topics_data}

    def __del__(self):
        self.conn.close()

    # Return [(timestamp0, message0), (timestamp1, message1), ...]
    def get_messages(self, topic_name):

        topic_id = self.topic_id[topic_name]
        # Get from the db
        rows = self.cursor.execute("SELECT timestamp, data FROM messages WHERE topic_id = {}".format(topic_id)).fetchall()
        # Deserialise all and timestamp them
        return [ (timestamp,deserialize_message(data, self.topic_msg_message[topic_name])) for timestamp,data in rows]



if __name__ == "__main__":

        bag_file = '/workspaces/foxy_leg_ws/rosbag2_2021_04_28-04_42_07/rosbag2_2021_04_28-04_42_07_0.db3'

        parser = BagFileParser(bag_file)

        trajectory = parser.get_messages("/joint_trajectory")[0][1] 
        p_des_1 = [trajectory.points[i].positions[0] for i in range(len(trajectory.points))]
        t_des = [trajectory.points[i].time_from_start.sec + trajectory.points[i].time_from_start.nanosec*1e-9 for i in range(len(trajectory.points))]

        actual = parser.get_messages("/joint_states")

        plt.plot(t_des, p_des_1)

        plt.show()

You can use the rosbags package: https://ternaris.gitlab.io/rosbags/

from rosbags.rosbag2 import Reader
from rosbags.serde import deserialize_cdr

# create reader instance and open for reading
with Reader('/home/ros/rosbag_2020_03_24') as reader:
    # topic and msgtype information is available on .connections list
    for connection in reader.connections:
        print(connection.topic, connection.msgtype)

    # iterate over messages
    for connection, timestamp, rawdata in reader.messages():
        if connection.topic == '/imu_raw/Imu':
            msg = deserialize_cdr(rawdata, connection.msgtype)
            print(msg.header.frame_id)

There are some sample code offered in the official ros2/rosbag 2 repo found here: https://github.com/ros2/rosbag2/tree/...

the test_sequential_reader.py has some code that you can reuse to read data in the bag files using python. Hope you find this useful.