Eventually this function should be a method that acts on a
1 2 3
The output of
Table to write data to
Connection to run the query
Works with S4 objects of this format:
@slot trade_id : A unique ID generated by GDAX for each trade
@slot trade_bid : The bid price on that trade
@slot trade_ask : The ask price on that trade
@slot trade_size : The size of that trade
@slot trade_time_requested : The time that data was requested from GDAX
@slot trade_time_returned : The time returned by GDAX
@slot ticker_lookup_id : The ticker lookup id: 1 = BTC/USD
@slot exchange_lookup_id : The exchange lookup id: 1 = GDAX
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