Passing Data to Blender

I’m something of a newbie, but so far I haven’t found anything in the documentation to help out here, so I was hoping you guys could give me a hand. I’ve written a small piece of software that generates lines of data as ordered series of points - each point contains x,y,z co-ordinates and the associated line thickness at those co-ordinates.

What I’m trying to do is output the data in such a way that it can be passed into blender - I’ll need to do some more complex 3D manipulation of it later. I’ve looked at the python interface, but from my very rudimentary understanding it seems that I would have to generate a single primitive (presumably a truncated cone to allow for the thickness variation) between each pair of points, which seems like a kludge. Passing the point data as simple vector lines, on the other hand, discards the line thickness information.

I can rewrite the output pretty much arbitrarily, but I don’t know where to start right now. Any suggestions would be greatly appreciated!