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encode_instrument_closes

nautilus_serialization::arrow::display::close

Function encode_instrument_closes 

Source 
pub fn encode_instrument_closes(
    data: &[InstrumentClose],
) -> Result<RecordBatch, ArrowError>
Expand description

Encodes instrument closes as a display-friendly Arrow [RecordBatch].

Emits a Float64 close_price column, Utf8 columns for the instrument ID and close type, and Timestamp(Nanosecond) columns for event and init times. Mixed-instrument batches are supported. Precision is lost on the conversion to f64; use crate::arrow::instrument_closes_to_arrow_record_batch_bytes for catalog storage.

Returns an empty [RecordBatch] with the correct schema when data is empty.

ยงErrors

Returns an [ArrowError] if the Arrow RecordBatch cannot be constructed.