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stream_quotes

Function stream_quotes 

Source
pub fn stream_quotes(
    path: impl AsRef<Path>,
    instrument_id: InstrumentId,
    chunk_size: usize,
    price_precision: Option<u8>,
    size_precision: Option<u8>,
    limit: Option<usize>,
) -> Result<impl Iterator<Item = Result<Vec<QuoteTick>>>>
Expand description

Streams [QuoteTick]s from a T-QUOTES file in chunks of up to chunk_size.

Infers each precision not given from the leading rows.

ยงErrors

Returns an error if chunk_size is outside [1, STREAM_CHUNK_SIZE_MAX] or the file cannot be opened. Each chunk is an error if a row is invalid or finer than its precision.