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load_itch_aapl_deltas

nautilus_testkit::common

Function load_itch_aapl_deltas 

Source 
pub fn load_itch_aapl_deltas(limit: Option<usize>) -> Vec<OrderBookDelta>
Expand description

Loads ITCH AAPL order book deltas from the parquet test dataset.

Requires prepared local test data. Pass limit to subsample.