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stream_options_chain

Function stream_options_chain 

Source
pub fn stream_options_chain<P: AsRef<Path>>(
    filepath: P,
    chunk_size: usize,
    underlyings: Option<Vec<String>>,
    price_precision: Option<u8>,
    size_precision: Option<u8>,
    limit: Option<usize>,
) -> Result<impl Iterator<Item = Result<Vec<Data>>>>
Expand description

Streams Tardis options_chain CSV rows as quote and option greeks data.

§Precision Inference Warning

When using streaming with precision inference, later rows can raise the inferred precision for their instrument after earlier chunks have already been emitted. Provide explicit precision parameters for deterministic precision behavior.

§Errors

Returns an error if the file cannot be opened, read, or parsed as CSV.