nautilus_tardis

Module csv

Source

Functions§

load_deltas
Loads [OrderBookDelta]s 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 [OrderBookDepth10]s 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 [OrderBookDepth10]s 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_quote_ticks
Loads [QuoteTick]s 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_trade_ticks
Loads [TradeTick]s 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.