pub fn load_options_chain<P: AsRef<Path>>(
filepath: P,
underlyings: Option<Vec<String>>,
price_precision: Option<u8>,
size_precision: Option<u8>,
limit: Option<usize>,
) -> Result<Vec<Data>, Box<dyn Error>>Expand description
Loads option chain rows from a Tardis options_chain CSV file.
Returns quote ticks before option greeks for rows with a complete best bid/offer. Rows missing any best bid/offer field still return option greeks.
ยงErrors
Returns an error if the file cannot be opened, read, or parsed as CSV, or if a complete best bid/offer row contains invalid price or size values.