pub fn stream_trades(
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<TradeTick>>>>Expand description
Streams [TradeTick]s from a T-TRADES 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.