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load_trades

Function load_trades 

Source
pub fn load_trades(
    path: impl AsRef<Path>,
    instrument_id: InstrumentId,
    price_precision: Option<u8>,
    size_precision: Option<u8>,
    limit: Option<usize>,
) -> Result<Vec<TradeTick>>
Expand description

Loads [TradeTick]s from a T-TRADES file.

Infers each precision not given from every value read.

ยงErrors

Returns an error if the file cannot be read, a column is missing, or a row is invalid.