Function parse_trade_tick 

pub fn parse_trade_tick(
    trade: &Trade,
    instrument: &InstrumentAny,
) -> Result<TradeTick>

Converts a historical trade, taking both ts_event and ts_init from time_exchange.

Historical records are initialized at their event time so the data engine, which bounds responses by ts_init, keeps every record the exchange-time window selected.

Errors

Returns an error if a value is finer than the instrument precision, the size is not positive, or a timestamp or the trade identifier is invalid.