pub fn stream_batched_deltas<P: AsRef<Path>>(
filepath: P,
chunk_size: usize,
price_precision: Option<u8>,
size_precision: Option<u8>,
instrument_id: Option<InstrumentId>,
limit: Option<usize>,
) -> Result<impl Iterator<Item = Result<Vec<PyObject>>>>
Expand description
Streams Vec<PyObject>
s (PyCapsule
) from a Tardis format CSV at the given filepath
,
yielding chunks of the specified size.
ยงErrors
Returns an error if the file cannot be opened, read, or parsed as CSV.