Function load_trade_ticks

pub fn load_trade_ticks<P: AsRef<Path>>(
    filepath: P,
    price_precision: Option<u8>,
    size_precision: Option<u8>,
    instrument_id: Option<InstrumentId>,
    limit: Option<usize>,
) -> Result<Vec<TradeTick>, Box<dyn Error>>

Loads [TradeTick]s from a Tardis format CSV at the given filepath, automatically applying GZip decompression for files ending in “.gz”. Load trade ticks from a CSV or gzipped CSV file.

Errors

Returns an error if the file cannot be opened, read, or parsed as CSV.

Panics

Panics if a record has invalid trade size or CSV parsing errors.