pub fn encode_trades(data: &[TradeTick]) -> Result<RecordBatch, ArrowError>Expand description
Encodes trades as a display-friendly Arrow [RecordBatch].
Emits Float64 columns for price and size, Utf8 columns for the
instrument ID, aggressor side, and trade ID, 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::trades_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.