pub fn encode_quotes(data: &[QuoteTick]) -> Result<RecordBatch, ArrowError>Expand description
Encodes quotes as a display-friendly Arrow [RecordBatch].
Emits Float64 columns for prices and sizes, a Utf8 instrument_id
column, and Timestamp(Nanosecond) columns for event and init times.
Mixed-instrument batches are supported. Precision is lost in the
conversion to f64; use crate::arrow::quotes_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.