Module load 

Functions

load_deltas

Loads OrderBookDeltas from a Tardis format CSV at the given filepath, automatically applying GZip decompression for files ending in “.gz”. Load order book delta records from a CSV or gzipped CSV file.

load_depth10_from_snapshot5

Loads OrderBookDepth10s from a Tardis format CSV at the given filepath, automatically applying GZip decompression for files ending in “.gz”. Load order book depth-10 snapshots (5-level) from a CSV or gzipped CSV file.

load_depth10_from_snapshot25

Loads OrderBookDepth10s from a Tardis format CSV at the given filepath, automatically applying GZip decompression for files ending in “.gz”. Load order book depth-10 snapshots (25-level) from a CSV or gzipped CSV file.

load_funding_rates

Loads FundingRateUpdates from a Tardis format derivative ticker CSV at the given filepath, automatically applying GZip decompression for files ending in “.gz”.

load_quotes

Loads QuoteTicks from a Tardis format CSV at the given filepath, automatically applying GZip decompression for files ending in “.gz”. Load quote ticks from a CSV or gzipped CSV file.

load_trades

Loads TradeTicks from a Tardis format CSV at the given filepath, automatically applying GZip decompression for files ending in “.gz”. Load trade ticks from a CSV or gzipped CSV file.