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parse_trade_tick

nautilus_interactive_brokers::data::parse

Function parse_trade_tick 

Source 
pub fn parse_trade_tick(
    instrument_id: InstrumentId,
    price: f64,
    size: f64,
    price_precision: u8,
    size_precision: u8,
    ts_event: UnixNanos,
    ts_init: UnixNanos,
    trade_id: Option<TradeId>,
) -> Result<TradeTick>
Expand description

Parse IB trade tick data into a TradeTick.

ยงErrors

Returns an error if price or size conversion fails.